FXVOLRESEARCH
Premium Weekly FX Review
13 - August  - 2018  11:18 AM Singapore 
Trade Ideas

It is a  fair bet that CHF dispersion will rise from these depressed levels and that spot trending price action will develop from here. 
Trade Idea: Buy 2 Month CHF Strangle : Expiry Oct 11th 2018

Two Week Expiry 2018-10-11

The is the trade we would like to put on based on a spot of 99.30


Spot 99.30

Strikes 

97 CHF Call USD Put Cost .43%  Vol 7.1
101.50  CHF Put USD Call Cost .23%   Vol 6.85
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Total Cost is 0.66% of USD 
 


 

 
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FXVOLRESEARCH  

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