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Apr 21 - 06:55 AM

EUR/USD - COMMENT-Stand Out EUR/USD Option Expiries Next Week

By Richard Pace  —  Apr 21 - 04:45 AM

Increased cash hedging of FX options can influence FX price action as expiry draws near and there are some big strikes expiring next week.

Monday has 900-million euros at 1.0900, 750-million at 1.0930-35 and 600-million euros at 1.1000.
Tuesday has 800-million euros at 1.0925-35, 320-million at 1.0975, 1.1-billion at 1.1000, 1.4-billion at 1.1050 and 2.2-billion euros at 1.1100.

Wednesday has the biggest swathe of option strike expiries next week.
There are 2.5-billion euros at 1.0900, 2.5-billion between 1.0925-40, 2.3-billion at 1.0950 and 1.1-billion euros at 1.0955-60.
Wednesday also has 1.1-billion euros at 1.0970-75, 1.3-billion at 1.1000 and 1.9-billion euros between 1.1030-45.

Thursday has 1-billion euros between 1.0900-10, 800-million at 1.0975, 740-million at 1.1000 and 900-million euros at 1.1040.
There's just one notable strike expiring on Friday and that's at 1.1000 on 1.6-billion euros.

Many of these strikes are likely to increase in size before they expire as those with exposure adjust positions.
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Refinitiv IFR Research/Market Commentary


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