Options Traders Line Up Bets That Hong Kong’s Dollar Peg Will Snap

  • Rising implied volatility, demand for options drives up buying
  • Yuan slide, military intervention concerns drive speculation

Boats sail across Victoria Harbour in Hong Kong.

Photographer: Paul Yeung/Bloomberg
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Options traders are ramping up bets against the Hong Kong dollar as the city’s political unrest grows more violent and a slide in the Chinese yuan shifts attention to one of the world’s longest-standing dollar pegs.

The ultra-stable currency so far isn’t budging. It has held the peg versus the greenback since 1983, and since 2005 has moved in the tight HK$7.75-to-HK$7.85 per U.S. dollar range. That hasn’t stopped speculators from loading up on options that would pay off if the city’s dollar weakens beyond that range.