Trade Date 08 March 2021

Two Week vs. One Month MXN Call Calendar

Sell Two Week 21.75 MXN Put USD Call

Buy 1-Month 21.75 MXN Put USD Call

Two Week Expiry 2021 - 03-22 (14Days)

One Month Expiry 2021 - 04 -08 (31Days)

Sell Two Week 21.75 MXN Put USD Call 20% Vol Price .69% USD

Buy 1M 21.75 USD Call 18.8 Vol Price 1.22%

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