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Mar 28 - 03:55 AM

EUR/USD - Potential For 1.0600 - According To FX Option Flows

By Richard Pace  —  Mar 28 - 03:15 AM
  • There have been several option trades featuring 1.0600 strikes this week

  • 1.08-1.06 USD call spreads common with expiry dates over the next 1-2 months

  • Also, options with various types of triggers on USD call strikes at 1.0600

  • Such options would gain value amid a deeper EUR/USD decline toward 1.0600

  • Risk reversals retain a slightly firmer downside vs upside vol premium

  • However, implied volatility reverts to late 2021 lows across all expiries

  • That suggests that any deeper EUR declines will be slow and lack volatility

For more click on FXBUZ

Refinitiv IFR Research/Market Commentary


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