There aren't any major expiries close to the current spot levels but there is a modestly large one for EUR/USD and USD/JPY at 1.0300 and 138.00 respectively, though they are some distance away. But with the US non-farm payrolls coming up, they might come into play although that would require some major dollar gains across the board.
For more information on how to use this data, you may refer to this post here.
