Here's the forex option expiries for the 10am NY (14.00 GMT) cut today 12 June
- EURUSD:1.1100 (EUR 1.2bln) 1.1130 (391m) 1.1150 (970m) 1.1180 (1.86bln) 1.1200 (984m) 1.1250 (640m) 1.1290-1.1300 (1.5bln)
- USDJPY: 109.50 (USD 431m) 110.00 (210m) 111.00 (221m) 111.30 (353m)
- GBPUSD: 1.2625 (GBP 198m) 1.2775 (407m)
- EURGBP: 0.8940 (EUR 213m)
- AUDUSD: 0.7450-55 (AUD 485m)
- USDCAD: 1.3600 (USD 270m)
- EURJPY: 123.60 (EUR 405m) 125.00 (208m)
Seems like those 1.2775 GBPUSD contracts being defended so far and capping cable but EURUSD contracts the main focus again.
Remember that these are "vanilla" options so still in play right up to expiry at 14.00 GMT on the day even if breached in the meantime, unlike barrier options which cease to be once hit. The actual amounts can change right up to expiry.
For my latest post on how to use this info click here.
