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Nov 29 - 06:55 AM

AUD/USD - RBA Rate Decision Flashes On AUD/USD FX Options Radar

By Richard Pace  —  Nov 29 - 05:00 AM
  • 1-week FX options expire 10-am New York on Dec 6 - capture RBA rate decision

  • Implied volatility is market guess of actual volatility through to expiry

  • If actual volatility outperforms implied, there is profit potential

  • 1-week AUD/USD implied volatility 16.0 vs 12.5 last week (gets NFP Fri too)

  • Break-even/premium for vanilla straddle is $120-pips in either direction

  • AUD/USD has already seen a 100-pip range Tuesday, potential option value

For more click on FXBUZ


Source:
Refinitiv IFR Research/Market Commentary

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