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OPTIONS: Fade Off Highs in EUR/USD Opens Gap With Largest Expiry of the Day

OPTIONS

Fade in EUR/USD spot off the day's highs opens a gap with the most notable option expiry set to roll off at today's cut - E2.1bln at $1.0885-00, which could limit declines in the pair should news and dataflow remain subdued. Other sizeable expiries today include:

  • EUR/USD: $1.0775(E535mln), $1.0885-00(E2.1bln)
  • AUD/USD: $0.6825-40(A$2.3bln)
  • USD/CAD: C$1.3800($715mln)
  • USD/CNY: Cny7.1500($644mln)
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Fade in EUR/USD spot off the day's highs opens a gap with the most notable option expiry set to roll off at today's cut - E2.1bln at $1.0885-00, which could limit declines in the pair should news and dataflow remain subdued. Other sizeable expiries today include:

  • EUR/USD: $1.0775(E535mln), $1.0885-00(E2.1bln)
  • AUD/USD: $0.6825-40(A$2.3bln)
  • USD/CAD: C$1.3800($715mln)
  • USD/CNY: Cny7.1500($644mln)