The risk reversal curve's EUR call premium has been subject to inflation on the back of today's EUR/USD rise to an eight-week high of 1.3245. The 1-mth 25 delta R/R is now 0.1/0.2 EUR calls over, having been 0.0/0.15 EC over at today's European open.
Late last Autumn, the 1-mth 25 delta R/R was bid at a three-year high of 0.8 pct for EUR calls (Nov 28). Spot scaled a 21-month peak of 1.3370 less than a week later (Dec 4).
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