CME Direct now supports Greeks for non-USD denominated options, enhancing the platform's functionality and providing traders with more comprehensive risk management tools.
Options Greeks, such as Delta, Vega, Theta and prices in implied volatility are now available for options denominated in various currencies, including:
- USD/CNH (Offshore Chinese Renminbi)
- ESTR
- Dutch TTF Natural Gas
This update ensures that traders of our growing suite of non-USD denominated options have access to the same level of detailed and actionable information they are used to for our most popular options contracts.
Options on the offshore Chinese renminbi saw record volumes and open interest last year, with the Chinese currency only growing in importance in the global foreign exchange market. We list both monthly and Weekly options, available for trading on Globex and as blocks on ClearPort.
Get answers to frequently asked questions about USD/CNH options.
Figure 1. Option Greeks including Delta, Vega and Theta shown for USD/CNH in CME Direct
Figure 2. Listed USD/CNH options average daily volume by Exchange, H2 2024, $m
All examples in this report are hypothetical interpretations of situations and are used for explanation purposes only. The views in this report reflect solely those of the author and not necessarily those of CME Group or its affiliated institutions. This report and the information herein should not be considered investment advice or the results of actual market experience.
