A large 1.3350 EUR call option reportedly rolls off later today, at 3pm EST (20:00GMT). Three-day highs a pip shy of the strike level have been notched on the back of post-NFP Central Bank buying of EUR/USD. On top of that, one of my sources have informed me that next Monday expiry 1.3400 strikes have traded in good size. 1.3370 was this Monday's 21-month high.
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