Here's a note of the larger expiries today 1 Feb

The ones of real interest I see are in:

  • EURUSD: 1.2200 (EUR 2.6bln) 1.2275 (610m) 1.2300 (590m) 1.2350 (700m) 1.2400 (2.7bln) 1.2425 (1.7bln) 1.2480 (680m) 1.2500 (1bln)
  • USDJPY: 108.00 (USD 780m) 108.50 (500m) 109.00 (570m) 109.80 (530m)
  • GBPUSD: 1.4000 (GBP 410m)
  • AUDUSD: 0.7950 (AUD 470m) 0.7970 (270m)
  • USDCAD: 1.2260 (USD 440m) 1.2300 (300m) 1.2425 (350m)

Some large EURUSD again today after yesterday's range-containing list.

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

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