The forex options expiring today
Note a couple of biggies in EURUSD, AUDNZD and USDMXN. Not much size in the other expiries.
USDJPY
99.00, 99.25
100.00, 100.25, 100.65/67/70/75, 100.90
101.00
102.00
103.50/55, 103.75
104.50/54, 104.75
105.00, 105.75
EURUSD
1.0895
1.0900 (2.38bn), 1.0925
1.1000, 1.1025, 1.1075, 1.1090
1.1100 (511m), 1.1150, 1.1160
1.1200
GBPUSD
1.2400, 1.2450
1.2500, 1.2560
AUDUSD
0.7600, 0.7615, 0.7670, 0.7680
NZDUSD
0.7100
0.7235/40
AUDNZD
1.0625 (823m)
EURGBP
0.9050
USDCAD
1.3055, 1.3080/85
1.3130/35, 1.3150
1.3220, 1.3250
1.3300, 1.3350/55
USDCHF
0.9700 (600m)
0.9825
0.9925
EURJPY
116.00
USDMXN
17.35 (2.31bn)
Looking at the Peso, this one is big by some margin, compared to the rest of the month. There's a lot of option activity around 9th Nov (day after US election) but none are even close to this one in size. It doesn't mean the price is going to go there but we've noted it so if you do trade MXN and see a move later, you know what it might be.
