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An option play which is very little known in the market place is the CADJPY.
We have been selling 80 puts and selling 90 calls since I can remember.
Known problem premiums are very low and interest in this market is low too and you need to go way out 6-12 months to find some decent premiums and ths is the risk as 200 day historical volatility is so low that it could lose the plot any minute!.
Suffice to say - it has been in a sideways slumber for a very long time and no matter what is thrown in the market place - it just doesn't want to move. It is not a day trade nor a short term trade but sure beats beating any bank deposit.
For the time being it has been money for jam for two years