September 30, 2025 – FX Option Levels (NY Cut, Latest Update)
🇪🇺 EUR/USD (EUR Notional)
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1.1500: €1.3B
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1.1600: €2.2B
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1.1605: €1.2B
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1.1695: €1.3B
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1.1700: €1.0B
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1.1800: €2.5B
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1.1850: €1.8B
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1.1925: €1.5B
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1.2000: €6.6B 🚨 Largest
📌 Focus:
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Massive €6.6B at 1.2000, a dominant magnet zone.
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Heavy clustering also from 1.1600–1.1850, totaling over €10B.
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→ Upside is extremely heavy, with strong reversal risk if tested.
🇺🇸 USD/JPY (USD Notional)
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146.35: $660M
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148.00: $1.3B
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150.00: $606M
📌 Focus:
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148.00 ($1.3B) is the main concentration near spot.
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Bracketed by 146.35 and 150.00, reinforcing 147–149 range compression.
🇨🇭 USD/CHF (USD Notional)
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0.7880: $630M
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0.8200: $883M
📌 Focus:
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Medium cluster at 0.8200, likely short-term resistance.
🇦🇺 AUD/USD (AUD Notional)
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0.6415: A$941M
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0.6595: A$598M
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0.6600: A$963M
📌 Focus:
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0.6600 (A$963M) acts as a key pivot.
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Together with 0.6415, strong magnetization in the 0.64–0.66 range.
🇳🇿 NZD/USD (NZD Notional)
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0.5785: NZ$1.0B ✅
📌 Focus:
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Clear single concentration, powerful magnet effect just below 0.58.
🇬🇧 EUR/GBP (EUR Notional)
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0.8760: €1.3B
📌 Focus:
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Large standalone level at 0.8760, strong short-term pivot.
👉 Key Takeaway:
The spotlight is firmly on EUR/USD 1.2000 (€6.6B) – an historically large option level likely to exert overwhelming magnetic pull on the market.
