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Sep 06 - 02:55 AM

EUR/USD - FX Options Still Not Convinced EUR/USD Goes Much Higher

By Richard Pace  —  Sep 06 - 02:27 AM
  • Despite big NFP miss Friday, EUR/USD failed to gain foothold above 1.1900

  • Price action in FX options still not consistent with higher EUR/USD, either

  • Implied volatility remains heavy - suggests low actual volatility continues

  • Risk reversals charge premium for options in most vulnerable direction

  • They retain a tiny EUR put over call (downside) premium pre, and post NFP

  • Price action remains more consistent with further range trading, for now

For more click on FXBUZ


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

EUR/USD 1-month implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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