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3-Month
Expiry 2020-07-20 NY Cut
The is the trade we would like to put on based on a spot of 87.02
Buy 8700 EUR Call GBP Put 3-Month Expiry Cost in GBP tics 153.2 Vol 8.3
Sell 8950 EUR Call GBP Put 3-Months Expiry Cost in GBP tics 75.8 Vol 9.4
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Total Cost 77.4 GBP Tics
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