📊 FX Options Report
March 13, 2026 | NY Cut Overview
■ EUR/USD
| Strike | Size |
|---|---|
| 1.1700 | €2.89B ★Largest |
| 1.1600 | €1.0B |
| 1.1500 | €870M |
| 1.1400 | €580M |
👉 1.1700 is a major magnet level.
If spot trades nearby, price may gravitate toward the 1.16–1.17 range into the NY cut.
■ USD/JPY
| Strike | Size |
|---|---|
| 160.00 | $460M |
| 159.00 | $500M ★Largest |
| 158.50 | $410M |
👉 159.00 acts as the central pin level.
Price action may become anchored around the 159 area into the NY cut.
■ GBP/USD
| Strike | Size |
|---|---|
| 1.3450 | $300M |
| 1.3300 | $150M |
■ USD/CHF
| Strike | Size |
|---|---|
| 0.7700 | $530M ★Largest |
| 0.7780 | $300M |
■ USD/CAD
| Strike | Size |
|---|---|
| 1.3835 | $470M |
| 1.3700 | $290M |
| 1.3550 | $230M |
■ AUD/USD
| Strike | Size |
|---|---|
| 0.7000 | $960M ★Largest |
| 0.7100 | $820M |
👉 0.7000 is a major option barrier.
If the pair declines, 0.7000 could act as strong support.
■ NZD/USD
| Strike | Size |
|---|---|
| 0.5790 | $310M |
■ EUR/GBP
| Strike | Size |
|---|---|
| 0.8550 | €350M ★Largest |
| 0.8650 | €210M |
👉 0.8550 is the key downside magnet.
■ Overall Market Structure
Current option positioning suggests:
✔ EUR/USD: 1.1700 major magnet
✔ USD/JPY: 159.00 pin structure
✔ AUD/USD: 0.7000 major defense line
✔ EUR/GBP: 0.8550 downside magnet
■ NY Cut Interpretation
Today’s option structure reflects a typical pinning-style option market:
-
EUR/USD → upside attraction
-
USD/JPY → price anchored near 159
-
AUD/USD → downside protection near 0.7000
In short, today’s NY cut environment resembles a “EUR upside bias × USD/JPY pin × AUD support defense” structure.
