Option Themes: General themes to highlight in the options market from the FXWW Chatroom

1.    EUR vols too high outright
2.    EUR vols too high relative to other usd pairs like AUD and GBP
3.    Correlations are high in eurgbp(vol cheap)
4.    GBP skew vs USD and particularly vs eur are good value
5.    GBP referendum vol has gone up materially, not clear if there is still value there, more clear in skew
 

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