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Sep 10 - 04:55 AM

EUR/USD - Benchmark FX Option Price Very Telling For EUR/USD Outlook

By Richard Pace  —  Sep 10 - 02:51 AM
  • Benchmark 1-month expiry EUR/USD FX option implied volatility below 5.0

  • Down from 5.3 this week and edging closer to post pandemic-era lows 4.75

  • Low implied volatility reflects low actual/expected volatility

  • 1-month risk reversals do however maintain a tiny EUR put/USD call premium

  • Suggests option dealers expect actual volatility to remain subdued in ranges

  • But are still slightly wary of EUR/USD downside, opposed to upside, for now

For more click on FXBUZ

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

EUR/USD benchmark 1-month expiry option implied volatility Click here

Refinitiv IFR Research/Market Commentary


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