FXVOLRESEARCH
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18 - Nov - 2019  6:50 AM Singapore Time
Nov 25th 08:07 AM PST : Order filled at 6770 rolled out to delivery date at .677109

New Order Sell 50% of the hedge at .6829
Buy 50% of hedge at .6675
50% Delta Hedge levels to re-balance: on the topside 6914 and on the downside 6770
Two Week  AUDUSD 30 delta strangle



Trade Ideas : AUDUSD Three Month Strangle 
Trade Idea: Spot Ref  : 68.15 Buy Two Week  Expiry AUDUSD 30 Delta Stangle

2 -Week   Expiry 2019-12-02

 
The is the trade we would like to put on based on a spot of  68.15

Buy  68.60  AUD   Call Expiry Two Weeks 14.7 US Cents  Vol 5.7
Buy  67.80  AUD  Putl Expiry Two Weeks  15.3 US Cents Vol 5.6
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Total Cost                                                    31  US cents  


Break evens at expiration is 67.49 and 68.91

 


 

 
Research Director
FXVOLRESEARCH  

Direct: 604-685-4414
skype: jamesrider1