Home EUR/CHF risk reversals flip bullish for first since Q4 2017

EUR/CHF risk reversals flip bullish for first since Q4 2017

Updated: 18 Aug. 2020 | 05:32

EUR calls or bullish bets in EUR/CHF options have become more expensive than EUR pus or bearish bets for the first time since the fourth quarter of 2017, according to data source Reuters.

Risk reversals, which reflects pricing differential between calls and puts, for one-month 25-delta options stood at 0.10 on Monday, having bottomed out at -2.30 in the second quarter.

In other words, options traders have turned bullish on EUR/CHF or adding bullish bets to position for a rally in EUR/CHF. The pair is currently sidelined near 1.0763

Risk reversals

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