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Sep 27 - 04:55 AM

EUR/USD - How Vulnerable Is EUR/USD Downside - Options Send Clear Message

By Richard Pace  —  Sep 27 - 02:45 AM
  • EUR/USD looks weak and could drop back under 1.1700 soon

  • Option charge a premium for EUR put over call options (downside strikes)

  • However, that premium is tiny and barely grown amid recent EUR/USD weakness

  • Implied volatility which gauges volatility and broader risk remains heavy

  • Benchmark 1-month expiry implied volatility hit new pandemic lows last week

  • Price action not ruling out further EUR/USD losses, but say limited and slow

For more click on FXBUZ


EUR/USD 1-3 month expiry option risk reversals Click here

1-month expiry EUR/USD implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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