168
Currency Analyst since 2010

Key option levels

FXBAZOOKA.com - Market prices tend to move towards the strike price at the time large vanilla options (ordinary put and call options) expire. It happens (all things equal) as each side of the deal seeks to hedge its risk exposure. This action is most noticeable ahead of 10 a.m. New York time when the majority of options expire (15:00 GMT).

Here are the key options expiring today:

EUR/USD: 1.2265 (EUR 639m), 1.2300 (EUR 477m), 1.2350 (EUR 950m), 1.2400 (EUR 1.9bln), 1.2450 (EUR 2bln);

USD/JPY: 119.00 (USD 1bln), 119.75 (USD 350m), 120.00 (USD 2.1bln);

USD/CHF: 0.9640 (USD 210m), 0.9900 (USD 381m);

USD/CAD: 1.1365 (USD 670m), 1.1400 (USD 1.36bln);

AUD/USD: 0.8400 (AUD 275m);

NZD/USD: 0.7725 (NZD 525m);

EUR/JPY: 146.75 (EUR 450m), 148.50 (EUR 350m);

EUR/CHF:1.2030/40 (EUR 560m).

Scroll to top