• FX option strikes expire at 10-am New York/15:00 GMT - Friday January 10

• EUR/USD: 1.0200 (1.2BLN), 1.0225-30 (1.3BLN), 1.0240-50 (642M)

• 1.0275 (1BLN), 1.0300 (2.6BLN), 1.0315-25 (3BLN), 1.0350 (1.8BLN)

• 1.0400 (2.3BLN). Related

• USD/CHF: 0.8975 (350M), 0.9000 (446M), 0.9050 (201M)

• GBP/USD: 1.2300 (291M)

• AUD/USD: 0.6185 (1.6BLN)

• USD/CAD: 1.4300 (758M), 1.4325 (909M), 1.4400 (760M), 1.4500 (372M)

• USD/JPY: 157.00 (730M), 157.75 (552M) , 158.00 (520M), 159.00 (335M)

• FX options wrap - GBP leads scramble for volatility protection (Richard Pace is a Reuters market analyst. The views expressed are his own)