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Jan 31 - 05:00 AM

GBP/USD - Option Expectations For GBP/USD Range Break Continue To Tumble

By Richard Pace  —  Jan 31 - 03:15 AM
  • Those hoping for extended GBP/USD gains may be disappointed

  • Option implied vols drifting ever lower since BoE rate stay

  • 1-week down almost 2.0 to 6.25, 1-month over 0.5 lower at 5.75

  • 1-month may find some support/value hunters at long term lows 5.5

  • Sellers of strikes at both ends of 1.29-1.33 range looking for it to hold

  • Option barriers still in play toward 1.2900 and 1.33 to reinforce range



GBPUSD implied volatility: Click here

Source:
Refinitiv IFR Research/Market Commentary

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