月期期权的到期时间覆盖10月28日英国预算公布时点，期权定价已开始计入该事件风险。
该期限英镑兑美元隐含波动率最高上行47个基点至5.96%，为7月29日以来最高，随后涨幅收窄；相对期限溢价显示，期权交易价格较已实现波动率高出约77个基点。
风险逆转指标小幅收窄，但仍偏向美元，利差为81个基点。
存托信托与清算公司（DTCC）9月数据显示，交易员已开始针对英国预算相关风险建立头寸，但规模尚不算大。
本月迄今为止，仅有约6%的名义总成交集中在到期窗口覆盖预算公布当周及之后一周的期权。
但该部分头寸中，看空英镑的占比达67%，而全部样本中看空英镑占比为55%，表明事件窗口期内看跌英镑结构更为集中。
欧元兑英镑方面集中度更高，约9%的名义总成交在同一窗口期到期，其中大约四分之三为看跌英镑结构。
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