Hi, all Can any experienced FX option players provide a few pointers about suitable avenues to buy long-dated, deep out-of-the-money options in EUR/JPY and EUR/CHF? Are there any exchanges with decent liquidity in listed options for these two pairs, or is OTC the way to go? Thanks for your feedback!
OTC, most definitely. NB, vol, at least in EURCHF, has gone a bit bananas recently... Not that it's that much of a shocker.