The CME listed FX options lack liquidity almost across all pairs (EUR/USD included). If you will be trading less than 20 option contracts, this should be fine, although you should expect slippage when closing out. Anything more than that will prove challenging. Liquid FX options are mostly OTC, traded between corporations, Hedge Funds and Investment Banks. Not accessible to retail investors. And they are also quoted differently (Quoted in Volatility rather than premium). Although CME has Vol quoted FX options, but still they are not liquid.