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Jun 29 - 05:55 AM

EUR/USD - Pinned By Massive EUR 20-Billion Option Expiries

By Richard Pace  —  Jun 29 - 03:35 AM
  • DTCC data shows a massive EUR 20-billion option expiries this week

  • Strikes between 1.1180-1.1300, maturities today through Thursday

  • Related hedging in FX spot can help contain pair within this range

  • EUR/USD volatility can be further impacted by impending U.S holiday Friday

  • Short dated implied volatility edges lower - it gauges actual volatility


EUR/USD option expiries Click here

Source:
Refinitiv IFR Research/Market Commentary

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