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Sep 28 - 03:55 AM

EUR/USD - Still Going Nowhere Fast - According To FX Options

By Richard Pace  —  Sep 28 - 02:59 AM
  • EUR/USD continues to suffer from higher U.S. yields and USD - sub 1.1700

  • But price action in FX options still showing little concern

  • Implied volatility clings to pandemic-era lows - 1-month by Fri's 4.5 low

  • Premium for EUR puts over calls (downside strikes) stays small at 0.15

  • Price action remains consistent with slow and limited FX grind lower

  • Current levels can provide cheap protection for those who disagree





For more click on FXBUZ


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

1-month expiry EUR/USD implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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