FX Vanilla Options Prices

Pricing model

The pricing model Saxo Capital Markets uses for FX Vanilla Options is the Black-Scholes model.​

Spreads are variable depending on maturity and currency pair. Prices are shown as dynamic bid/ask spreads.

Please refer to the platform or call your Saxo representatives for the most up-to-date information.

Spreads

The quoted FX Options spreads are for 30 day at-the-money options. Spreads for other strikes and maturities will vary.

Platinum spreads are available to customers trading more than 25 million EUR notional a month in FX Options.

Premium spreads are available to customers trading more than 7 million EUR notional a month in FX Options.

See all FX options spreads with live updates

Saxo Capital Markets reserves the right to apply different spreads for notional amounts exceeding market standard or for customers requiring a specific level of service.

Ticket fee on small trades

Small trade sizes incur a 'Minimum Ticket fee' of USD10 or equivalent in another currency. A small trade that attracts a Minimum Ticket fee is any trade below the 'Ticket Fee Threshold' listed below.

FX Vanilla Option ​Ticket Fee Threshold
XAUUSD​ 50​
XAGUSD​ 5,000​
AUDSGD, EURCZK, EURHUF, EURPLN, EURTRY, EURUSD, GBPAUD, GBPCAD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDHUF, USDILS, USDJPY, USDMXN, USDPLN, USDSGD, USDTRY, USDZAR 50,000​
AUDJPY, AUDNZD, AUDUSD, CADJPY, CHFJPY, EURAUD, EURCAD, EURCHF, EURGBP, EURJPY, EURNOK, EURNZD, EURSEK, NZDJPY, NZDUSD, USDNOK, USDSEK 100,000​
NOKSEK​ 1,000,000​