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FXVOLRESEARCH
Premium Weekly FX Review
18 - June - 2018  08:30 AM Singapore 
Trade Ideas

Trade Idea: Three Month Yen 25 Delta Strangles 

Two Week Expiry 2018-09-18

The is the trade we would like to put on based on a spot of 110.50 

Buy 3-Month 25 Delta Strangle

Spot 110.50 

Strikes 

112.50 USD Call  6.85 Vol 
107.10 USD Put   7.85 Vol 

Total Cost is 1.10% of USD 
 


 

 
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