Here's a note of the larger expiries today 6 Feb
The only ones of interest are in:
- EURUSD: 1.2400 (EUR 520m)
- USDJPY: 109.30 (USD 850m)
- USDCAD: 1.2450 (USD 270m)
- AUDUSD: 0.7900 (AUD 250m) 0.8000 (1.2bln)
- NZDUSD: 0.7280 (NZD 385m)
I highlighted the large AUDUSD yesterday but too far away now to be in play unless some major move occurs.
Remember these are vanilla options and in play right up until expiry even if breached in the meantime unlike barrier options which cease to be once broken.
Barrier option on EURUSD at 1.2600 still there. For more info on how to use this all data, please refer to my post here.
