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Sep 15 - 05:55 AM

EUR/USD - Still Going Nowhere Fast - FX Options Show

By Richard Pace  —  Sep 15 - 03:53 AM
  • Implied volatility measures actual FX volatility expectations

  • EUR/USD implied volatility remains by pandemic lows

  • Risk reversals hold a ting EUR put/USD call (downside) premium

  • Traded volumes light as overall interest remains subdued

  • Price action in options remains consistent with limited/familiar range trade

  • Broader risk sentiment souring, but G10 FX options show limited concern, yet

  • Related comment nL1N2QH0FA

For more click on FXBUZ

EUR/USD 1-3-month implied volatility Click here

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

Refinitiv IFR Research/Market Commentary


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