1-week implied option volatility is languishing at a session low of 5.25/5.8, having been given at 6.0 pct earlier today. At the start of the year, the 1-week traded as high as 8.25 pct (Jan 2).
An estimated E850mn 1.3000 EUR call option expires a week today (Jan 29), as does an estimated E500mn 1.3155 EUR call.
Later this week (Thursday/Friday), the 1-week should elicit a boost once it encompasses the event risk of the January 30/31 FOMC meeting, and the February 2 release of January's US employment report.
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