Explore eFXplus Derived Data That Drive Results
A Data Partner of:
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

Refinitiv IFR Research/Market Commentary


  • eFXplus
  • End-user license agreement (EULA)


  • About
  • Contact Us


  • Terms of Service
  • Privacy Policy
  • Disclaimer
© 2021 eFXdata · All Rights Reserved