FX Vol Premium Trade Ideas
Oct 11, 2021
06:55 AM PST
1-Week EURGBP Strangle

We expired at 8449
Exercise the 8450
Net gain of 1 tic on 50% of the position
And the Net gain of 25 tics on the balance
The net gain is 13 tics on the full position

Net loss is 2 tics or 13.3% of capital at risk




  • Order filled at 07:38 AM PST Oct 15

We bought 50% of the hedge at 8425

New Delta Hedge Orders

Buy 50% of the hedge at 8407
Sell 50% of the hedge at 8475
Good until Expiry



  • Delta Hedge Orders


Buy 50% of the hedge at 8425
Sell 50% of the hedge at 8550



Spot Ref 84.84

Expiry Date 2021-10-18 (7 Days)

Buy 8450 EUR PUT GBP CAll Cost 7 (22Delta)
Buy 8525 EUR Call GBP Put 8 tics (23 Delta)
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Total Cost 15 tics


  • Vol Ref 4.50 & 4.2



No initial Delta hedge orders we will watch the price action
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