JohnKicklighter

EURUSD Implied Volatility Doesn't Reflect A Health Fear

Short
FX:EURUSD   Euro / U.S. Dollar
10
Implied (expected) volatility levels - both at the FX level and measured by the CBOE's own indicator - do not reflect properly the building pressure in the political/economic/financial situation surrounding Greece. Traders arbitrage price, but divergence from appropriate risk appreciation is just as influential.

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