USD/CNH: Put bias strongest since Jan. 11

2019-02-25 02:48 (GMT+)

One-month 25 delta risk reversals on USD/CNH are currently trading at -0.275, the lowest level since Jan. 11, indicating investors are adding bets to position for further strength in the offshore Chinese yuan.

The negative number indicates the implied volatility premium for puts (bearish bets) is higher than that for calls.

USD/CNH is currently trading at 6.6892, having hit a low of 6.6733 earlier today, the lowest level since July 13.


Tag:Options | USDCNY

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