Derived Data That Drive Results
By Richard Pace — Dec 13 - 05:45 AM
GBP/USD options are showing concerns about deeper GBP/USD declines
There's been some interest to cover short positions sub 1.2500 for January
Latest GBP/USD slide has underpinned downside over upside strike premiums
1-month risk reversals edge slightly higher to 0.5 GBP puts vs calls
That comes after setback from 2024 high at 1.0 over U.S. election, to 0.4
Risk reversal consistent with implied volatility gaining as GBP/USD falls
Benchmark 1-month expiry implied volatility regains 6.8 from 6.6 mid week
For more click on FXBUZ
GBP/USD 1-month 25 delta risk reversals Click here
GBP/USD FXO implied volatility Click here
Source:
London Stock Exchange Group | Thomson Reuters
