We are rolling the strikes

Based on Spot of 7637

We Buy for Expiry Jan 29th 7600 AUD Put 125 tics

We sell for 29 Jan 7400 AUD Put 38 AUD tics

We are now Long the 76 put and short the 72 cent put for a total cost

of 87 + 68 = 155 Tics

Spot Ref: 74.02

Spot Ref: 74.02

Expiry Two Months (Jan 29th 2021)

Buy 2Mos 7400 AUD put Cost in tics 113 Vol Ref 9.49

Sell 2Mos 7200 AUD put Receive 45 Tics Vol Ref 10.25

-------------------------------------------------

Net Cost = 68 US tics