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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:
1.1250 (EUR 223m), 1.1295 (EUR 509m), 1.1300 (EUR 304m), 1.1450 (EUR 269m), 1.1470 (EUR 433m);

GBP/USD: 1.5100 (GBP (1.6bln), 1.5225 (GBP 308m), 1.5300 (GBP 833m), 1.5400 (GBP 290m);

USD/JPY: 118.50 (USD 272m), 119.00 (USD 1.6bln), 119.50 (USD 452m), 120.00 (USD 380m);

USD/CAD: 1.2300 (USD 1bln), 1.2445/50 (USD 630m);

AUD/USD: 0.7750 (AUD 200m);

EUR/JPY: 135.00 (EUR 554m).

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