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Options Daily Review October 26, 2018

Options Daily Review for October 26, 2018

USD/CNY: Value of CNY put options (bearish bets) hit highest since June 27, 2016

The USD/CNY one-month 25 delta risk reversals (CNY1MRR) are currently being paid at 1.22 CNY puts – the highest level since June 27, 2016. The risk r


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