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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

Refinitiv IFR Research/Market Commentary


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