FX OPTIONS: EUR/USD 1-mth 1.3500 Strike Given at 7.6%

I have been informed by one of my sources that a 1-mth 1.3500 option strike traded at 7.6 pct earlier today. Thursday February 1 (post-FOMC/pre-NFP) is the current 1-mth expiry date (as per yesterday and last Friday), according to FENICS FX 2002. In the mid-dates: a 1.4000 EUR call option was reportedly given at 8.15 pct in decent size for a March 8 expiry date earlier today. The ECB will deliver a refinance rate verdict, and host a press conference, on March 8. February's US employment report will be published on March 9.