Derived Data That Drive Results
By Richard Pace — Sep 03 - 04:35 AM
USD/JPY FX options have seen more demand for JPY calls than puts of late
Buyers of 140.00 strikes with 1-3-month expiries very popular nL1N3KK06E
Risk reversals eased amid spot recovery and cheapened JPY call options
Long JPY calls will benefit from lower spot/higher implied volatility
Tuesday's USD/JPY setback sub 146.00 has lifted option implied volatility
Benchmark 1-month expiry paid 12.3 from 12.1
Shorter dated options poised for Friday's US NFP data nL1N3KL06E
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1-week and 1-month expiry USD/JPY FXO implied volatility Click here
Source:
Refinitiv IFR Research/Market Commentary
