These are the close to market levels and large size forex options for expiry today

EUR and Yen have quite a few chunky ones within range. If you are a believer in option expiries limiting spot market movement then it could be a range bound few hours ahead ….

EUR/USD

  • 1.1450 EUR 603m
  • 1.1525 1.2bn
  • 1.1550 1.8bn
  • 1.1600 1.2bn
  • 1.1625 2.2bn
  • 1.1735 642m

USD/JPY

  • 109.50 541m
  • 109.80 380m
  • 110.00 733m
  • 110.30 630m
  • 110.50 501m
  • 110.65 553m
  • 110.75 1.0bn
  • 111.00 567m

GBP/USD

  • 1.3200 GBP 245m
  • 1.3205 916m

EUR/GBP

  • 0.8775 365m