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:

1.1180 (EUR 600m), 1.1200 (320m), 1.1290 (EUR 250m), 1.1350 (EUR 350m)

USD/JPY: 119.00 (USD 300m), 119.75 (USD 250m), 121.00 (USD 430m)

USD/CHF: 0.9500 (USD 250m)

AUD/USD: 0.7700 (AUD 255m), 0.7750 (AUD 273m), 0.7800 (AUD 364m), 0.7900 (AUD 398m)

AUD/JPY:92.80 (AUD 289m)

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