• FX option strikes expire at 10am New York/14:00 GMT on Thursday July 9

• EUR/USD: 1.1370-75 (1.3BLN), 1.1395-1.1405 (2.5BLN), 1.1415 (350M), 1.1430-40 (1.3BLN)

• 1.1445-50 (1.4BLN), 1.1460-65 (1.8BLN)

• USD/CHF: 0.8000 (381M), 0.8050 (442M)

• EUR/GBP: 0.8580-85 (698M)

• GBP/USD: 1.3300 (260M), 1.3320 (400M), 1.3400-05 (387M), 1.3440 (310M)

• AUD/USD: 0.6875-80 (942M), 0.6890 (209M), 0.6900-05 (880M), 0.7000-15 (1.3BLN)

• NZD/USD: 0.5650 (578M). USD/CAD: 1.4150 (200M), 1.4200 (795M)

• USD/JPY: 160.95-161.00 (1BLN), 162.00 (1.1BLN), 163.00 (2.1BLN)

• EUR/JPY: 180.00 (1BLN). AUD/JPY: 112.60 (200M)

• Wednesday's FX options wrap - Iran shock, muted response (Richard Pace is a Reuters market analyst. The views expressed are his own)