Explore eFXplus Derived Data That Drive Results
A Data Partner of:
Refinitiv
Feb 11 - 03:55 AM

EUR/USD - FX Options Primed For EUR/USD Gains - Say Patience Required

By Richard Pace  —  Feb 11 - 02:12 AM
  • EUR/USD FX options market is leaning toward higher FX rate

  • Implied volatility underpinned - albeit still close to pandemic lows

  • 1-month risk reversals regained 0.175 EUR calls, from 0.3 puts last week

  • Not excessive, and no rush to take prices higher as spot gains falter

  • Seeing a few buyers of higher strikes returning to market this week

  • Spot gains may be a grind - there's cheap options for that nL1N2KF12S

For more click on FXBUZ


EUR/USD 1-3-12-month expiry option risk reversals Click here

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

Source:
Refinitiv IFR Research/Market Commentary

Subscription

  • eFXplus
  • End-user license agreement (EULA)

About

  • About
  • Contact Us

Legal

  • Terms of Service
  • Privacy Policy
  • Disclaimer
© 2021 eFXdata · All Rights Reserved
!