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Dec 07 - 03:55 AM

USD/JPY - Options Buyers Show Short Term Topside Risk

By Richard Pace  —  Dec 07 - 02:32 AM
  • FX options saw good demand for overnight (Wednesday) expiry topside strikes

  • Buyers of 113.80 through 114.00 strikes at 11.0 implied volatility

  • Gives holders the right to buy USD/JPY at those levels at expiry

  • 11.0 implied volatility is 2.0 above the pre Omicron average

  • Overnight peaked 20.0 implied vol amid initial Omicron shock late in Nov

  • Broader FX option premiums reflect cautious risk appetite nL1N2SS0CG



For more click on FXBUZ


Overnight expiry USD/JPY implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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