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Feb 05 - 04:55 AM

USD/JPY - Options Show 106.00+ Is Becoming Increasingly Likely

By Richard Pace  —  Feb 05 - 03:03 AM
  • Option users are increasing their exposure to levels above 106.00

  • Buying options that would cover/benefit from gains above this level

  • Implied volatility/option premiums are edging higher as a result

  • Benchmark 1-month 5.4, after setback from last weeks 5.7 peak to 5.1

  • Odds USD/JPY above 106 in a week - fell 10:1 to 4:1 Mon-Thurs nL1N2KA0Z2

  • 1-week expiry 106.00 JPY put digital now 25% of payout - 3:1



For more click on FXBUZ


USD/JPY 1-week and 1-month implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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