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02 - Nov - 2020  07:10 AM  Singapore   
Spot AUD at Expiration .7290 
We are assigned on the 7200 AUD call (net loss 90 tics)
We sell the Dec 2 Expiry 7200 call for 116 tics
Net gain 26 tics

Cost of the trade = 14.9 tics

% Gross Gain on Capital = 26/14.9 = 175% 
Trade Idea: Sell 2-Week 7200 AUD Calls & Buy 1M AUD 7200 AUD Calls

Two-Week Expiry 2020-11-16  (14 Days)
One-Month Expiry 2020-12-02  (30 Days)

Spot Ref .7020 Vol Ref 12.88 vs 11.66

Sell  7200 AUD Call USD PUT 17 Delta receive 17.7 Tics
Buy  7200 AUD Call USD Put  23 Delta cost 32.6 tics 
______________________________

Total Cost in tics 14.9 Tics







 

 
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