FxVol Premium
26 - May - 2020
FXVOL Premium Trade Ideas
Three-month AUD Put Spreads
Trade Date 26 May Time 06:32 AM PST
Trade Idea: Buy Three-month AUD Put Spreads
Spot Ref 6650
Expriy Date 2020-08-24 NY cut
Buy AUD Put 6650 Cost 138 tics
Sell AUD put Receive 59 tics
Total Prem Cost 79 tics
Vol ref 10.9 vs 12.2
The trade is based upon momentum divergence
Research Director