FX Options InsightsEUR/USD is leading a significant surge in implied volatility for EUR/cross options, with a pronounced shift in premiums favoring EUR calls over puts. The lack of topside options for...
FX Options Insights 04/03/25
FX Options InsightsFX option markets are signaling heightened concerns over currency volatility, driven by trade tariffs, political developments, and shifting policy outlooks. The recent introduction...
FX Options Insights 28/2/25
FX Options Insights President Donald Trump's remarks on tariffs on Thursday reduced risk appetite, leading to widespread USD strength, with the CAD suffering the most. Implied volatility remained...
Institutional Insights: Credit Agricole FX Weekly 28/02/25
USD: exercise caution regarding tariffs in March (or possibly April?)The turnaround of the USD fortunes in the weeks following President Donald Trump’s inauguration on January 20 took many by...
FX Options Insights 27/02/25
FX Options Insights Despite the lack of realized FX volatility, broader implied volatility remains supported above both recent and long-term lows. This resilience underscores the persistent...
FX Options Insights 26/02/25
FX Options InsightsImplied volatility acts as a proxy for actual or realized FX volatility, a crucial yet unpredictable factor in determining FX option premiums. Despite low realized volatility and...
Institutional Insights: Month End FX Rebalancing Models
Institutional Insights: Month End FX Rebalancing ModelsBanks are sharing their expectations for month-end rebalancing in February, indicating a consensus for demand for USD. According to Deutsche...
FX Options Insights 20/02/25
FX Options InsightsIn the past 24 hours, certain currency pairs experienced a surge in strength, leading to a notable shift in FX market dynamics. Broader FX options saw their implied volatility hit...
FX Options Insights 17/02/25
FX Options Insights 17/02/25FX options are signalling a potential for further losses in USD/JPY. Recently, there has been a trend of buying downside strikes for USD/JPY options, particularly those at...
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