FXVOLRESEARCH
Premium Weekly FX Review
05 - June - 2019  08:20 AM PST  
Sept 11 2019 : Sell the 19.00 MNX Call USD Put based on 19.55 Spot for 0.46%
Net Gain on Capital at Risk  0.46%/.35% = 131% 
Sept 5th : The near date of the MEX Calendar has expired out of the money Spot Ref 19.65 



Trade Ideas : 3M vs. 6M MXP Call Calendar Spread 
Trade Idea: Sell 3M 19 MXP Calls vs. Buy 6M 19 MXP Calls 

3-Month   Expiry 2019 -09- 05
6-Month Expiry 2019- 12 - 05
 
The is the trade we would like to put on based on a spot of 19.55 Spot 

Sell 3m M Expiry 

19.00 MXP Call (USD Put)  0.62% (20 delta)

Buy 6m Expiry 

19.00 MXP Call (USD Put) .97% (21 delta) 



Total Cost 0.35% of USD Equal Amt each period 


 


 

 
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FXVOLRESEARCH  

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