Here's a note of the larger expiries today 31 Jan
The ones of real interest I see are in:
- EURUSD: 1.2300 (EUR 990m) 1.2375 (780m) 1.2400 (1.52bln) 1.2450 (1.7bln) 1.2500 (3.9bln)
- USDJPY: 108.00 (USD 600m) 108.50 (500m) 109.00-10 (1.18bln) 109.50 (780m) 110.00 (600m)
- GBPUSD: 1.4140-50 (GBP 500m)
- EURGBP: 0.8750 (EUR 670m)
- EURCHF: 1.1550 (EUR 960m)
- USDCAD: 1.2250 (USD 300m) 1.2350 (300m) 1.2450 (440m)
Yesterday I highlighted the large 1.2500 EURUSD and a few times since so you will be aware by now hopefully. Now with interest at 1.2450, 1.2400 and 1.2375 that should also help see range contained.
The USDJPY interest around 109.00 helps explain the natural supply up there too.
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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