November 20, 2023 22:19 GMT
Notable Expiries At NY Cut Today
There are several notable expiries at NY cut today based on the latest DTCC data.
- At $0.6525 ($632mn), $0.6550 (193mn) and $0.6575 ($278mn) strikes there are AUD Calls expiring today.
- Overnight implied ATM volatility is well within recent ranges at 11.6225%, implying a $0.6508-$0.6608 range today.