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Apr 01 - 08:55 AM

EUR/USD - FX Options Not Ruling Out A Minor EUR/USD Recovery

By Richard Pace  —  Apr 01 - 06:40 AM
  • EUR/USD FX option prices and trade flow don't rule out a minor recovery

  • Short term expiry demand for 1.1800 EUR call options noted last 2-days

  • Would benefit from spot returning to a 1.1800 handle over coming sessions

  • Premium that options charge for downside protection has eased, too

  • Implied volatility under pressure - not helped by impending holiday decay

  • Big option congestion from 1.1700 (barriers), through 1.1500 nL1N2LU0DH

  • NFP risk premium low nL1N2LU0H0. NFP may weigh USD either way nL1N2LU0KO



For more click on FXBUZ


EUR/USD 1-3-12-month expiry option risk reversals Click here

Source:
Refinitiv IFR Research/Market Commentary

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