Explore eFXplus Derived Data That Drive Results
A Data Partner of:
Refinitiv
Sep 30 - 08:55 AM

USD/JPY - Orders And Options Are Very Telling For Outlook

By Richard Pace  —  Sep 30 - 06:45 AM
  • USD/JPY options continue to sell implied volatility - 1-month 5.75

  • Down from 8.0 early Sept, 5.65 is low since July, 4.95 July crisis low

  • Selling implied volatility banks premium while actual volatility stays low

  • Solid bids toward 105.00, sellers a-plenty touted near 106.00

  • 105.91 is 55-dma and daily cloud base. Bigger offers likely 100-dma 106.63

  • Range trade could continue through US election, rewarding short volatility

  • Related comment nL1N2GR09E




JPY=EBS Click here

USD/JPY 1-week - 1-month implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

Subscription

  • eFXplus
  • End-user license agreement (EULA)

About

  • About
  • Contact Us

Legal

  • Terms of Service
  • Privacy Policy
  • Disclaimer
© 2020 eFXdata · All Rights Reserved
!