FxVol Premium
18 - May - 2020
FXVOL Premium Trade Ideas
Trade Unwind
Spot Ref 1.0900
We sell @ 6.0 Vol
1.0900 EUR call Expiry 2020-01-06
And 1.0740 EUR put same expiry
Total Premium 39.6 tics

Gain on Trade 101 tics on Delta Hedge + Sale of Option 139.6 tics

Gain Gross in % on Capital = 140.6/46.4 = 303% return

Second Delta Hedge Order Filled
22 May 01:23 AM PST
We bought back the full hedge at 1.0900 and rolled to 03 June at 1.09002

We will re-instate the original orders at 1.10 & 1.0600
Delta Hedge Order Filled
May 20th 07:23 AM PST
We sold the full hedge at 1.1000 and rolled it forward to 03 June at 1.10025
New Delta Hedge Order

Leave an order to buy back the full hedge at 1.0900 good to Expiry
Two-Week EURUSD Strangles
Trade Date 18 May Time 09:07 AM Singapore
Trade Idea: Buy Two Week EUR Strangles
Spot Ref 1.0818
Expriy Date 2020-06-01 NY cut
Strikes 1.0900 EUR Call
1.0740 EUR Put
Total Prem 46.4 EUR tics
Vol ref 6.40
Delta Hedge : 1.10 Full Hedge & 1.0600 for 50% of the hedge only
Research Director