There is not a lot in play that current levels
Looking at the option expires for the 10 AM New York cut, there is not a lot in play:
EURUSD, current price 1.1024
- 1.0995 (EU751M), 1.1110 (EU539M), EU 1.1140 (EU510M)
USDJPY, current price 109.50
- 109.50 ($691M), 109.52 ($750M)
GBPUSD, current price 1.2933
- 1.3000 (GBP222M)
NZDUSD, current price 0.6475
- 0.6425 (NZD280M)
EURGBP, current price 0.8524
- 0.8500 (EU820M), 0.8550 (EU608M)
