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Notable Option Expiry Today

NZD

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

  • At a $0.6000 strike we have $430mn of NZD Puts expiring.
  • Overnight implied ATM volatility is well within recent ranges at 10.6800%, implying a $0.5978-$0.6066 range today.
  • NZD/USD was supported below the $0.60 handle yesterday, with gains capped at the 200-Day EMA ($0.6062). General liquidity will be affected today due to the US holiday.

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