The document provides an analysis of the EURUSD 1-year option implied volatility and its historical trends. It discusses the current low volatility environment and its implications for trading strategies, particularly in the context of diverging central bank policies. The document includes a table of mid-market premiums for EURUSD binary options at various spot levels and time horizons.
doj/DataSet10/EFTA01453855.pdf
{"title":"EURUSD Option and Volatility Analysis","key_people":["Yellen"],"document_date":"2014-04-14","document_type":"tabular","key_locations":["US"],"document_subtype":"financial analysis","key_organizations":["Fed"]}