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Jan 04 - 05:55 AM

EUR/USD - Options Retain A Bullish Premium - 1.2500 Focus

By Richard Pace  —  Jan 04 - 03:37 AM
  • EUR/USD options retain solid premium for EUR calls vs puts (topside strikes)

  • Risk reversals reflect that premium - 0.4 in 1-month, 0.2 in 3-month expiry

  • Setback from early Dec peaks at 0.6 and 0.4 met fresh demand before X-mas

  • However, market long, demand tame - gains wont be a breeze nL1N2IW0KK

  • Outright EUR call strike demand late 2020 saw good demand for call spreads

  • Target levels through early 2021 at 1.25 - many were free bets nL1N2IP0OI



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

Source:
Refinitiv IFR Research/Market Commentary

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