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May 21 - 02:55 AM

EUR/USD - Gains Will Remain A Grind - According To FX Options

By Richard Pace  —  May 21 - 02:15 AM
  • Forward looking FX options positioned for more EUR/USD gains nL2N2N70FH

  • However, price action and flow suggests they're expected to remain a grind

  • Options thrive on volatility and rapid directional moves

  • Implied volatility gauges actual volatility expectations, its drifting lower

  • Benchmark 1-month 5.95 after matching last weeks 6.25 peak Wed's

  • EUR call over put (topside) premiums on risk reversals peaked 0.275, now 0.2

  • Trade flow mostly leveraged call spreads, benefit from slow/limited FX gains





For more click on FXBUZ


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

EUR/USD 1-3-month option implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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