EUR/CHF risk reversals slide to 4.5-month lows
|EUR/CHF one-month 25 delta risk reversals (EUCH1MRR), a gauge of calls to puts on the Euro-Swiss Franc exchange rate, is currently trading at -1.22 in favor of puts - the lowest level early November. The gauge stood at -0.925 nine days ago.
Put simply, demand or the implied volatility premium for the EUR/CHF put options (bearish bets) has increased sharply in the last few days - a sign the investors have positioned for strength in the Swiss currency.
As of writing, EUR/CHF is trading at 1.1181, down 169 pips from the March 19 high of 1.1359.
EUCH1MRR
Information on these pages contains forward-looking statements that involve risks and uncertainties. Markets and instruments profiled on this page are for informational purposes only and should not in any way come across as a recommendation to buy or sell in these assets. You should do your own thorough research before making any investment decisions. FXStreet does not in any way guarantee that this information is free from mistakes, errors, or material misstatements. It also does not guarantee that this information is of a timely nature. Investing in Open Markets involves a great deal of risk, including the loss of all or a portion of your investment, as well as emotional distress. All risks, losses and costs associated with investing, including total loss of principal, are your responsibility. The views and opinions expressed in this article are those of the authors and do not necessarily reflect the official policy or position of FXStreet nor its advertisers.