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Nov 30 - 03:55 AM

EUR/USD - Enthusiasm For EUR/USD 1.20 Break-Extension Still Lacking

By Richard Pace  —  Nov 30 - 02:40 AM
  • EUR/USD FX options better bid, but nowhere near previous highs from August

  • Implied volatility higher, but no rush to buy - still near crisis lows

  • Premium for EUR calls over puts creeping higher, but not excessive

  • 1-month risk reversal 0.4 EUR calls over puts - peaked 0.9 in August

  • Price action recognises topside risk, but still not expecting rapid gain

  • Options thrive on volatility, prices suggest it remains lacking for now

  • More dealers are however, positioning for 1.25-1.26 in 2021 nL1N2IC0IZ

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

Refinitiv IFR Research/Market Commentary


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