Here's a note of the larger expiries today 25 Jan

The only ones of real interest are in:

  • EURUSD: 1.2500 (EUR 950m) 1.2400 (750m) 1.2300 (450m) 1.2150 (680m)
  • USDJPY: 110.00-05 (USD 2.5bln) 111.00 (950m)
  • USDCAD: 1.2400 (USD 500m)

I highlighted the 110.00-05 USDJPY expiries yesterday.

Remember these are vanilla options and in play right up until expiry even if breached unlike barrier options which cease to be once broken.

Barrier options on EURUSD at 1.2500 and 1.2600

For more info on how to use this data, please refer to my post here.