FX Hedging Strategy Series

FxWirePro: NPV of GBP/USD ATM calls seem overpriced - Option arbitrage for cable

Oct 26, 2015 08:39 am UTC| Technicals

The implied volatility of ATM contracts for near month expiries of this the pair is at around 6.8%. NPV of ATM call - 565.05 while Premiums trading above 20.63% at GBP 681.67 for lot size 100,000 units. NPV of ATM...

FxWirePro: NZD/USD higher IV bids writers an opportunity – CRBS hedges extended upswings

Oct 26, 2015 08:03 am UTC| Technicals

Kiwi dollar after continues losing streak that has begun from mid April, it is now making an attempt of recovery a bit as both technical and fundamental indicators are signaling buying sentiments. Hence, we recommend it...

FxWirePro: AUD/USD bearish sentiments mounting – head towards to test 0.7179

Oct 26, 2015 08:01 am UTC| Technicals

As you can observe from the diagram the implied volatility for near month at the money contracts of this APAC pair has been highest among G20 currency pool and is seen 12% levels for 1m expiry. While delta risk reversal...

FX Hedging Strategy Series

FxWirePro: AUD/USD slumps underway - deploy vega spreads to tackle higher IV

Oct 26, 2015 07:59 am UTC| Technicals

We all know ATM optionsare more expensive than OTM options, but cheaper than ITM options. They have the highest vega which means their premium is the most sensitive to changes in the underlying markets volatility to move...

FxWirePro: BTC/USD faces major resistance around $300, good to sell on rallies

Oct 26, 2015 07:52 am UTC| Technicals Digital Currency

BTC/USD has made a high of $296 and started to decline from that level. Short term trend is bearish as long as resistance $300 holds. The pairs minor support is around $277 and any break below will drag the pair...

FxWirePro: GBP/AUD faces strong resistance around 2.150, good to sell on rallies

Oct 26, 2015 07:30 am UTC| Technicals

GBP/AUD has made a high of 2.1470 and retreated from that level. Overall trend is still weak as long as resistance 2150 holds. The pairs major resistance is around 2.1500 and any break above would extend gains till...

FxWirePro: EUR/USD holds above the 1.10 handle, focus on German IFO data

Oct 26, 2015 07:16 am UTC| Technicals

The euro crawled up to 1.1043 early in Asia after falling to 1.0989, its lowest since Aug 11 on Fridays trade, currently at 1.1037. The dollar index is down on the day after hitting 97.201 on Friday, its highest...