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: 1.0700 (EUR 323m) 1.0800 (EUR 495m) 1.1000 (EUR 504m);

USD/JPY: 118.00 (USD 1bln) 120.00 (USD 745m) 120.50 (USD 330m);

USD/CHF: 0.9540 (USD 620m) 0.9600 (USD 764m) 0.9800 (USD 624m);

USD/CAD: 1.2400 (USD 250m);

NZD/USD: 0.7550 (NZD 1.36bln);

EUR/CHF: 1.0500 (EUR 307m);

EUR/GBP: 0.7275/80 (EUR 785m);

EUR/JPY: 128.50 (EUR 400m).

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