Explore eFXplus Derived Data That Drive Results
A Data Partner of:
Oct 12 - 05:55 AM

USD/JPY - Options Flag Risk Of Setback To 105.00

By Richard Pace  —  Oct 12 - 03:40 AM
  • Huge offers, techs, and Tokyo names selling USD/JPY Fri, hinted at setback

  • Massive options held USD/JPY Fri, but lower after expiry nL1N2H009P

  • 105.44 today's low, more demand for options with strikes at 105.00

  • Targeted option flows will often show where FX is deemed to be heading

  • Downside options retain a noticeable premium, even when spot at 106.00

  • Implied volatility heavy - options not looking for much actual volatility

  • Post election implied vol off highs too, while Biden leads polls

  • Less risk of Trump contesting, reduces uncertainty and volatility risk

USD/JPY risk reversals Click here

USD/JPY 1-month implied volatility Click here

Refinitiv IFR Research/Market Commentary


  • eFXplus
  • End-user license agreement (EULA)


  • About
  • Contact Us


  • Terms of Service
  • Privacy Policy
  • Disclaimer
© 2020 eFXdata · All Rights Reserved