FX options update

Vols in EURUSD continues to grind higher: 1m ATM is now trading at 13.05, up from 11.25 on Friday morning. The market is mainly buying EUR puts. Frontend options are also bid. We have NFP on Friday which is the main calendar event, but also the ongoing talks surrounding Greece. 1w EURUSD ATM traded at 17 vols this morning which implies a daily range close to 120 pips.

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