Options - EUR

EUR Vol: Top and mid-left active

The top and mid-left of the grid were active.

EUR Vol: Implieds mixed as risks linger

Implieds are mixed as some traders find that risks linger.

EUR Vol: Quarter-end spurs flows

Quarter-end has spurred a few flows in the interbank market

EUR Vol: Rebound as yields head higher

Vols are rebounding higher as yields increase amid thinner markets.

EUR Vol: Near-term support amid Archegos jitters

Short-dated gamma found some support amid a broader risk-averse backdrop.

EUR Vol: Stable markets make for lower implieds

Implieds moved lower today as global fixed income stabilised and EUR rates tread a relatively tight range.

EUR Vol: Implieds follow Bunds higher

Vols are closing slightly firmer as some expressed surprise at the extent of today's rally.

EUR Vol: Intra-day moves eyed; Payer skew richness

Gamma moved lower today, while sources highlight intra-day volatility as an important driver. Talk about payer skew richness continues.

EUR Vol: Fed premium underpins gamma

Implied vols firmed up a touch today as delivered increased and sources reported a slight bid for the Fed ahead of tonight’s FOMC meeting.

EUR Vol: Gamma slams lower as traders put their faith in ...

Euro gamma has slammed lower today as some traders put their faith in the ECB to control the pace of increase in euro yields.