eur/usd
25 Delta Risk Reversals: A 25 delta risk reversal consists of either buying a call with a delta of 25 and selling a put with a delta of 25 or vice-versa. Thus, this is a directional trade with the volatility quote consisting of the volatility on the 25 delta call option and the 25 delta put option. Whichever contract the volatility favours that is the direction that the market currently expects the underlying currency to move. So if the 25 delta risk reversal favoured yen puts over yen calls then current market sentiment is more heavily in favour of the yen making a large movement down rather then up. Poradi tova che i az ne shvastam oste kak se talkuva zatova popitah. Kakto i da e uspeh ina teb.
25 Delta Risk Reversals: A 25 delta risk reversal consists of either buying a call with a delta of 25 and selling a put with a delta of 25 or vice-versa. Thus, this is a directional trade with the volatility quote consisting of the volatility on the 25 delta call option and the 25 delta put option. Whichever contract the volatility favours that is the direction that the market currently expects the underlying currency to move. So if the 25 delta risk reversal favoured yen puts over yen calls then current market sentiment is more heavily in favour of the yen making a large movement down rather then up. Poradi tova che i az ne shvastam oste kak se talkuva zatova popitah. Kakto i da e uspeh ina teb.
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