Here's a note of the larger expiries today 29 Jan

The only ones of real interest are in:

  • EURUSD: 1.2280 (EUR 780m) 1.2300 (EUR 640m) 1.2465 (7560m)
  • USDJPY: 108.70 (USD 750m) 109.25 ( 850m)
  • EURGBP: 0.8775 (EUR 300m)
  • AUDUSD: 0.8000 (AUD 670m)

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 option on EURUSD at 1.2600 still in play

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

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