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Oct 16 - 04:55 AM

EUR/USD - Down, But Not Out - Options Show

By Richard Pace  —  Oct 16 - 03:00 AM
  • Recent EUR/USD option price/flow consistent with range trade nL1N2H607C

  • EUR/USD still within recent 1.1831-1.1613 range - lows held since June

  • Barriers 1.1600, raised threat of breach yet to be reflected in options

  • Implied volatility losses stall, but demand stays tame, volumes low

  • Premium for EUR calls over puts (topside) eroding, but still intact for now

  • If threat of 1.160 break deemed increasing, implied vol should edge higher

  • Would also expect more EUR put demand and increased volumes - so far lacking





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

EUR/USD 1-week and 1-month implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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