Major forex option expiries set for Tuesday New York cut
Major currency option expiries for the 10am ET New York cut could influence intraday FX flows and strike-level support/resistance, especially in EUR/USD and USD/CHF. EUR/USD has €140m expiring at 1.164 and €122m at 1.1625 (spot ~1.1628), which may pin or cap moves around those strikes. USD/CHF shows the largest expiries with $324m at 0.785 (matching spot) and $649m at 0.784, creating notable near-term technical barriers. USD/JPY expiries of $231m at 159.5 and $240m at 159.25 may affect JPY crosses, while material expiries in AUD/USD, NZD/USD, GBP/USD, USD/CAD, USD/SEK and USD/NOK could also drive short-term liquidity and volatility around listed strikes. Data source: DTCC.