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May 19 - 04:55 AM

EUR/USD - Option Premiums Wake Up To 1.2250 Barrier Threat

By Richard Pace  —  May 19 - 02:49 AM
  • 1-month EUR/USD implied volatility matches 10-May high since March at 6.25

  • Recovers from 5.5 setback low last week (pandemic low 5.1 late April)

  • Expiry captured June Fed to support this week, but higher spot fuels demand

  • 1-month historic (actual volatility) is 6.6 to justify implied gains

  • EUR/USD threatens 1.2250 option barriers - not above since Jan 8, more 1.23

  • Risk reversal EUR call (topside) premium yet to extend last weeks high 0.275





For more click on FXBUZ


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

EUR/USD benchmark 1-month implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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