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Apr 26 - 04:55 AM

EUR/USD - Still Lacks Upside Impetus - According To FX Options

By Richard Pace  —  Apr 26 - 02:46 AM
  • Despite EUR/USD testing 1.2100, options aren't rushing to bet on more gains

  • 1-3-month expiry implied volatility remains depressed near pandemic lows

  • 1-month r/r premium for EUR calls over puts (topside strikes) unchanged 0.15

  • Outright trade flow volumes remain relatively light for now

  • Price action not ruling out topside, but suggests a slow grind expected

  • Implied vol and risk reversal should increase if topside sentiment does




For more click on FXBUZ


EUR/USD 1-monh implied volatility Click here

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

Source:
Refinitiv IFR Research/Market Commentary

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