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US Option Expiry

EQUITIES
  • It's an early switch to the March contract for Emini (ESH4), likely given triple witching and Investors taking the opportunity of the quiet start of the week. March is front Month, and the volumes are all spread related.

FX Option Expiry in Notional terms:

  • SPX: 2.73T vs 2.7T (thu).
  • NDX: 94.18bn vs 91.73bn.
  • Apple: 25.28bn vs 24.44bn.
  • Amazon: 10.0bn vs 9.66bn.

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