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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 $1.479bn of NZD Calls and Puts and at $0.6110 there are $300mn of NZD Calls expiring today.
  • Overnight implied volatility is a touch elevated and sits at 13.195% this morning, implying a $0.6080-$0.6182 range.

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