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oleg.mub
5 de Ago de 2015 13:02

USDRUB buying volatility 

U.S. DOLLAR / RUSSIAN RUBLEICE

Descrição

USDRUB is moving inside the rising channel (green lines), resistance level 60-62 was broken 3 days ago. Probably level 60-62 is a support now. The delta hedge levels of USDRUB volatility trading are 62, 60, 58... or 64, 66, 68 (every 2 rubles, red lines).
The September series volatility is 22%, two weeks ago it was 15%. In case of reducing of USDRUB rate to the lowest level of the channel together with reduction of volatility, buying volatility makes sense. Selling volatility at current levels seems very risky.
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