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Feb 09 - 03:55 AM

EUR/USD - Options Not Rushing Back To Place USD Shorts

By Richard Pace  —  Feb 09 - 02:07 AM
  • The recent EUR/USD setback saw plenty of n-term longs pare positions

  • Despite recovery from mid 1.19's, there's been no rush to reinstate

  • Implied volatility stays at new pandemic lows - 1-month 5.5

  • Options show no clear bias for upside or downside strikes n-term

  • 1-month risk reversals neutral bias, from 0.3 EUR puts (downside) last week

  • 1-month risk reversals was 0.6 EUR calls (topside) in December

  • However, longer term - topside premium intact throughout nL1N2KE1BE

  • Related comment nL1N2KE0OC

For more click on FXBUZ


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

Benchmark 1-month EUR/USD implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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