An update to Eamonn's post earlier

  • EUR/USD: 1.1350 (EUR 486m), 1.1400 (283m), 1.1465 (447m), 1.1500 (520m)
  • USD/JPY: 110.00-05 (USD 1.3bn), 111.75-80 (380m), 111.90-00 (742m)
  • AUD/USD: 0.7290-00 (AUD 330m), 0.7400 (382m)

Key ones are highlighted in bold. Do take note that these are vanilla options only.

The only one potentially "at play" here is USD/JPY given the size and price levels at the moment. That will add to the defense layer of bids at the 110.00 figure level.

Apart from that, I'm hearing of barrier options for AUD/USD at 0.7250. The low today for the pair touched 0.7251. Something to keep in mind in the next few sessions ahead.

Not much else of note on board. For more info on how to use this data, you may refer to this post here.