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Oct 13 - 07:55 AM

AUD/USD - Potential Value In AUD/USD Using FX Options

By Richard Pace  —  Oct 13 - 05:58 AM
  • Volatility players using FX options may find value in AUD/USD

  • Current implied levels are back near recent lows - benchmark 1-month 8.9

  • Suggests further downside potential less likely for now

  • Historic (actual) volatility flags the value potential

  • While 1-month daily historic is below implied, higher frequency well above

  • 1-month hourly historic is 11.2 - favours more frequent cash hedging

  • If AUD/USD keeps moving as it has, in any direction, options can profit



For more click on FXBUZ


AUD/USD 1-month option implied volatility Click here

Source:
Refinitiv IFR Research/Market Commentary

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