Here's the forex option expiries for the 10am NY (14.00 GMT) cut today 14 June
- EURUSD: 1.1100 (EUR 877m) 1.1150 (500m) 1.1200-10 (3.15bln) 1.1250-60 (1.7bln) 1.1270-80 (530m)
- USDJPY: 109.00 (USD 250m) 109.80 (335m) 110.00-10 (640m) 111.00 (395m) 111.50 (335m)
- GBPUSD: 1.2700 (GBP 462m) 1.2890-00 (595m)
- EURGBP: 0.8640-50 (EUR 330m) 0.8670 (350m) 0.8750 (402m)
- USDCAD: 1.3265 (USD 195m)
- AUDUSD: 0.7500 (AUD 655m) 0.7550-55 (430m)
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.
