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May 14 - 07:24 AM

EUR/USD - Topside Short Covering Apparent

By Richard Pace  —  May 13 - 07:10 AM
  • EUR/USD options are buying shorter dated expiry topside strikes

  • Flows light but apparent - suggests heightened fears of further gains

  • Nothing too high however, mostly between 1.0900-1.1000 - within 2-weeks

  • Option costs ease back to crisis lows (implied volatility and EUR puts)

  • Shows actual volatility and downside risk is falling

  • Near term focus on Powell speech, but minimal risk premium nL1N2CV0B0



EURUSD 1-MONTH VOL Click here

eurusd risk reversals Click here

Source:
Refinitiv IFR Research/Market Commentary

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