3-Month Expiry 2021 - 08- 31 (93Days)

Buy 3-Month GBPJPY Strangle

GBPJPY Call Strike 160 Vol Ref 7.06 premium 77.3 tics (23 Delta)

GBPJPY Put Strike 152 Vol Ref 8.01 premium 99.7 tics (27 Delta)

Total Premium is 177 Yen tics

Sell 50% of the hedge at 163.95

Buy 50% of the hedge at 147.05

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