One stop for Forex News. Updated daily with valuable Forex News and information. Keep coming back!!!
Sponsored by Nuffnang.com
Friday, February 16, 2007
FX OPTIONS: EUR/USD 1-mth Vol Pivoting 5.75% Given Level
1-mth implied option volatility is currently pivoting the 5.75 pct level at which an ATM strike was reportedly given earlier today. 5.65/5.85 is the current market. Earlier this week, the 1-mth posted a 12-week low of 5.55/5.75 (Tuesday). Last Autumn (pre-US Thanksgiving Day), the 1-mth plumbed an all-time double-day low of 5.4/5.6 (Nov 17 & 21).
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment