Saturday, March 17, 2018
Banner Top
AUD/USD risk reversals retrace bearish bias
Banner Content
  • AUD/USD risk reversals hit the two-week high.

Currently, AUD/USD one-month 25 delta risk reversals stand at -0.90 (AUD 0.90 puts) – the highest level since Feb. 5. The recent low was -1.20 (AUD 1.2 puts).

The improvement indicates the premium claimed by AUD puts has dropped somewhat over the last few days. The pick up adds credence to the rise in the AUD/USD from 0.7759 (Feb. 9 low) to 0.7989 (Friday’s high).

Banner Content


Leave a Comment