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Nov 16 - 04:55 AM

GBP/USD - 1-Month GBP/USD Options Get Fed And BoE- Significant Risk Premium

By Richard Pace  —  Nov 16 - 02:55 AM
  • 1-month FX option expiry now Dec 16 - captures Dec Fed and BoE rate decision

  • 1-month GBP/USD implied volatility leaps from 7.6 to 8.2 - high since March

  • Implied volatility is a gauge of expected actual volatility

  • Gains show additional risk premium and raise cost of all 1-month options

  • GBP option premium was already high to reflect recent GBP risk nL1N2S61CI

  • Similar price action in all USD pairings, EUR also gets ECB nL1N2S70DF

For more click on FXBUZ

Cable 1-month implied volatility Click here

Refinitiv IFR Research/Market Commentary


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