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Large Option Expiry Today

AUD

There is a notable option expiry at NY cut today based on the latest DTCC data.

  • At a $0.6600 strike there are $659mn of AUD Calls expiring today.
  • Overnight implied ATM volatility is well within recent ranges at 7.7150%, implying a $0.6507-$0.6617 range today.

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