Castagna's book (FX Options and Smile risk) is also great for explaining these things

<t>Ancast,Let me say first that this is a great book. I'm a student and have been trying to understand various aspects of the fx options market for a while now. Your book has really clarified things for me.In regard to your comments above on the Vanna Volga method, I had 2 questions regarding implem...

<t>Hi,I'm new to the fx options market and have a very general question on market practice. I know that most fx options are "New York Cut" in that they expire at 10AM New York time and it is the spot rate at this time that is used to decide whether the option is in the money. I was wondering which s...

There's a publicly available fx options data set from the BBA on their website. If you have access to Bloomberg you can also download historical fx options data from there.