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Apr 28 - 05:55 AM

USD/JPY - Options Reinforce Renewed Bullish Lean

By Richard Pace  —  Apr 28 - 03:45 AM
  • USD/JPY return to 109.00 has fuelled an option market reaction

  • Upside protection bought, downside sold, volatility premiums higher

  • 1-month 25D risk reversal downside strike volatility premium hit 0.6-0.2

  • Benchmark 1-month implied volatility now 5.8 from 5.5 Tuesday

  • However, spot will need to keep moving to maintain current volatility levels

  • Historic/actual volatility measures remain depressed




For more click on FXBUZ


USD/JPY 1-month 25D risk reversals Click here

USD/JPY 1-month implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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