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Two Week Expiry 2020 -07 - 13 (14 Days)
Spot Ref 120.29 One Year Mid Market Vol 7.53
EURJPY Call Strike 121.40 31 Yen tics
EURJPY Put Strike 119.40 41.3 Yen tics
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Total Cost in JPY tics 72.3
Initial Delta Hedge Orders
Sell full hedge on the topside at 122.40
buy 50% only of the hedge on the downside at 118.40
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