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)