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Feb 27 - 05:55 AM

EUR/USD - Options Say EUR/USD Downside Break-Out Risk Remains Low For Now

By Richard Pace  —  Feb 27 - 05:00 AM
  • Benchmark 1-month option implied volatility gains reflect data and Fed risk

  • However, 1-week implied vol steady 7.7 - within 7.0/8.0 range since Feb 15

  • Shows lower risk of volatility or extended FX losses in very short term

  • Option risk reversals haven't yet added premium for EUR puts/USD calls

  • That could suggest the risk of deeper EUR/USD declines hasn't yet increased

  • Option barriers tipped 1.0500 and 1.0450 and 1.0482 is years low/supports

  • Expect threat/break of those levels to boost aforementioned option premiums

For more click on FXBUZ

Refinitiv IFR Research/Market Commentary


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