Forex option expiries for the 10am NY (14.00 GMT) cut 5 May
- EURUSD: 1.0850 (EUR 1.1bln) 1.0890 (410m) 1.0900 (2.54bln) 1.0930 (538m) 1.0950 (1.9bln) 1.0970 (652m) 1.0980 (716m) 1.1000 (2.7bln) 1.1050 (582m) 1.1100 (525m) 1.1180 (800m)
- USDJPY: 111.00 (366m) 111.30 (388m) 111.50 (705m) 112.00 (787m) 112.50-60 (860m) 113.00 (292m) 113.60 (250m)
- GBPUSD: 1.2800 (GBP 197m) 1.2850 (223m)
- EURGBP: 0.8625 (EUR 246m)
- USDCHF: 1.0170 (USD 240m)
- USDCAD: 1.3725-35 (USD 524m) 1.3800 (360m)
- AUDUSD: 0.7400 (AUD 270m) 0.7450-60 (379m) 0.7500 ( 1.3bln)
- EURJPY: 121.75 (EUR 181m)
Large EURUSD contracts in play again. No coincidence that it took until after 14.00 GMT for the pair to break up through 1.0950 yesterday. Today big interest in play at 1.0900, 1.0950 and 1.1000
Remember though 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.
For my latest post on how to use this info click here.
