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FX Vol Premium Trade Ideas
Jun 28, 2021
05:22 AM PST Time
Two Week Expiry EURUSD Strangle

Spot Ref 1.1908


Two-Week Expiry 2021 - 07- 12 (14Days)

Buy Two Week EURUSD Strangle Vol 5.03 and 5.2

EURUSD Call Strike 1.1980 21 tics
EURUSD Put Strike 1.1840 22 tics
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Total Premium 43 tics
Initial Delta Hedge Orders (subject to change)

Sell 50% of the hedge at 1.2006
Buy 50% of the hedge at 1.1765



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