Spot Ref .7619
Two Week Expiry 2021 - 04 - 26 (14Days)
Buy Two Week AUD Stangle
.7700 AUD Call
.7540 AUD Put
Strikes .7700 & .7540 (Vols 8.59 & 9.46)
Total Cost in tics USD 48.6
WE ARE NOT LEAVING FIRM DELTA HEDGE ORDERS NOW,
BUT WILL CONSIDER HEDGING 50% OF THE DELTA BASED ON PRICE AT AT
.7700 AND AT 7540
IDEALLY BEST TO HEDGE ONCE WE HAVE GONE THRU THE STRIKES.