Here's today's notable expiries for the 14.00 GMT cut 18 Aug

  • EURUSD:1.1650 (EUR 1.15bln) 1.1700 (1.1bln) 1.1780 (510m) 1.1800 (855m)
  • USDJPY:109.00 (USD 435m) 110.00 (390m) 110.10 (400m) 110.20 (410m)
  • GBPUSD: 1.2800 (GBP 410m) 1.2950 (800m)
  • AUDUSD: Nothing of note
  • USDCAD: 1.2580 (USD 580m)

I think we can see where cable might cap if rallies extend. EURUSD in play again both sides.

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.

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