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Mar 02 - 03:55 AM

EUR/USD - Very Large Option Strike Expiries To Underpin EUR/USD

By Richard Pace  —  Mar 02 - 02:25 AM
  • DTCC data shows very large FX option strikes expiring 10-am New York Thurs

  • 1.2-billion euros between 1.0605 and 1.0625

  • However, Refinitiv link to DTCC hasn't updated since December

  • Means strikes are probably much larger than currently shown

  • Delta hedging activity will help support/contain any EUR/USD setback

  • Several hundred more at 1.0600 Friday and a big one at 1.0700

  • Option traders have been paring downside strike premiums nL1N3591F6

For more click on FXBUZ

Refinitiv IFR Research/Market Commentary


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