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Several Close, Large Option Expiries Today

NZD

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

  • At $0.6100 strike there are $649mn of NZD Calls and at $0.6050 there are $281mn of NZD Calls expiring today.
  • Overnight implied ATM volatility is elevated as tomorrow's RBNZ meeting comes into view last printing at 16.215%, implying a $0.6044-$0.6162 range.

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