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Notable Option Expiries Today

AUD

There are several notable option expiries at NY cut today based on the latest DTCC data.

  • At a $0.6595 strike there are $420mn of AUD Calls expiring today, also due is a mixture of AUD Calls and Puts at a $0.6600 strike totalling $308mn. A touch further OTM at $0.6550 there is a mixture of AUD Calls and Puts totalling $302mn.
  • Overnight implied volatility is well within recent ranges and sits at 11.4875% this morning, implying a $0.6519-$0.6671 range.
  • The uptrend in AUD/USD remains intact, resistance comes in at $0.6623 high from Dec5 then $0.6691, high from Dec 4 and bull trigger. Support is at the 20-Day EMA ($0.6547).

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