Derived Data That Drive Results
By Richard Pace — Apr 18 - 05:35 AM
Risk appetite returns and potential policy divergence is being questioned
That's forced the paring of the recent and rapid rise in FX option premium
Implied volatility surged earlier this week, with USD/JPY at the fore
Benchmark 1-month expiry USD/JPY implied vol reached 10.1 Tues from 8.5 Fri
Its now retraced all of those gains - tri-lateral statement plays its part
Broader 1-month implied volatility also drops, but still above Fri lows
USD call premiums against the likes of EUR and GBP are slower to ease
For more click on FXBUZ
1-month expiry FXO implied volatility Click here
Source:
Refinitiv IFR Research/Market Commentary
