Live Updates > Live Update Details
2025-09-18 16:30:09
[EUR/USD options market remains focused on the 1.20 level] ⑴ Following the Fed's rate cut and the dollar's rebound, EUR/USD option implied volatility has given back recent gains, but with the euro's slight rebound in the London session, market demand remains. ⑵ The benchmark one-month implied volatility fell from 7.6 before the Fed's decision to 6.55 and has now rebounded to 6.75. ⑶ One-month 25-delta risk reversals show that the premium of call options over put options has narrowed to 0.475, down from 0.625 before the Fed's decision, but still reflects the market's increased caution regarding an upward move in the euro. ⑷ The 1.1900 level was broken after the Fed's decision, with the next key level being the 1.2000 option barrier.
