FXVOLRESEARCH
Premium Weekly FX Review
02 - Apr - 2019  10-:08 AM PST 
86.00 Straddle Expired on July 3rd with Spot EURGBP at 89.68 
We Exercized the 86.00 EUR call to realize 368 points or 4.27% 
Cost of the position was 2.97%
Gross Gain on Capital-at-Risk 4.27/2.97 = 144%
The One Month Strangle has Expired out of the Money. 
We are now long the 86.00 Straddle for a cost of 2.97% 
Trade Ideas : 1-Mos vs 3 Mos EURGBP Strangle vs. Straddle Spread 


Trade Idea: 1-Mos vs. 3 Mos EURGBP Calendar Spread 

One Month Expiry 2019-05 - 02 (30 Days) Expired Out of the Money. 

Three Month Expiry 2019 - 07 -03 (92 Days) Spot at Expiry 89.68
 
The is the trade we would like to put on based on a spot of 85.75

Sell  1 month 83.50 / 88.00 Strangle receive net Premium 0.96% of EUR  

Buy 3 Month 86.00 EURGBP Straddle (on the same amount) 3.93% of EUR 

Net Cost of the spread = 2.97% 



 


 

 
Research Director
FXVOLRESEARCH  

Direct: 604-685-4414
skype: jamesrider1