Trade Date 15 Mar 2021

One Week vs Two Week Yen put calendar

Sell One Week 110.00 JPY Put USD Call 8.24 Vol

Buy Two -Week 110.00 JPY Put USD Call 7.36 Vol

Spot Ref 109.07

One Week Expiry 2021 - 03-22 (7 days)

Two Week Expiry 2021 - 03 -29 (14Days)

Sell Two Week 110 JPY Put USD Call 18 JPY tics

Buy Two Week 110 JPY Put USD Call 29 tics

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