• FX Option strike expiries Wednesday January 8

• EUR/USD: 1.0300 (235M), 1.0350 (720M), 1.0370-80 (665M), 1.0385 (450M)

• USD/CHF: 0.8975 (293M), 0.9000 (250M)

• GBP/USD: 1.2450 (380M)

• EUR/GBP: 0.8300 (1.7BLN), 0.8385 (576M)

• AUD/USD: 0.6215-20 (508M)

• USD/CAD: 1.4350 (854M), 1.4400 (323M), 1.4460 (1.4BLN), 1.4500 (307M)

• USD/JPY: 157.50 (1.7BLN), 157.65 (301M), 158.00 (375M), 158.95 (670M)

• AUD/JPY: 99.00 (556M), 99.30 (240M)

• FX options wrap - EUR/USD leads collapse in volatility premium (Richard Pace is a Reuters market analyst. The views expressed are his own)