Notable FX Option Expiries for Today's NY Cut: October 27, 2026
Newsquawk ·
A comprehensive schedule of foreign exchange option expiries for the New York cut on October 27, 2026, highlights significant volume across major currency pairs. In EUR/USD, expiries include EUR 834 million at 1.1175, EUR 721 million at 1.200, a notable EUR 1.1 billion at 1.1250, and EUR 695 million at 1.300. For USD/JPY, sizable amounts roll off, featuring USD 510 million at 155.75, USD 1 billion at 157.00, USD 869 million at 157.50, USD 1 billion at 157.75, a massive USD 2.1 billion at 157.85, and USD 1.5 billion at 158.00. GBP/USD reports GBP 542 million at 1.3260, GBP 800 million at 1.3300, and GBP 552 million at 1.3400. Meanwhile, USD/CHF sees USD 840 million expiring at 0.8155. Finally, AUD/USD displays blocks at 0.6900 for AUD 895 million, 0.6975 for AUD 2.1 billion, 0.7015 for AUD 774 million, and 0.7030 for AUD 1.2 billion.
AI 시장 분석
Large-scale FX options expired in the New York foreign exchange market on October 27, 2026, including EUR/USD (1.11 billion EUR at 1.1250) and USD/JPY (2.1 billion USD at 157.85). This may induce price action where exchange rate volatility expands or funds converge near the strike prices at expiration. Investors should be mindful of the possibility of support and resistance tests in the sections where option volumes are concentrated.
DYAX 전담 분석
Large-scale FX option expirations cause short-term supply-demand imbalances and price fixation for the relevant currency pairs around the New York cut. In particular, in sections where large volumes are concentrated, such as USD/JPY 157.85 (2.1 billion USD) and AUD/USD 0.6975 (2.1 billion AUD), volatility can surge due to exchange rate defense and hedging flows right before expiration.
The bullish scenario is the inflow of trend-following buying due to directional breakout after convergence to the option strike price, and the bearish scenario is exposure to sharp volatility after artificial price lock-in right before expiration. Investors should closely monitor whether key strike prices are broken and changes in exchange rate spreads after the New York cut.
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