Spot at Expiry was 20.12

Gain on the 20.90 - 20.60 Call spread = 30 points

Lost on the 20.30-20.00 Call spread = 18 points

Net gain = 12 points

Cost of the strategy was   11.9 points

So the Trade came out FLAT, no gains no loss.

Two Week Expiry 2018-06-25

The is the trade we would like to put on based on a spot of 20.40. 

Buy 2 week  20.90 MXP Call  2.63%

Sell 2 week  20.60 MXP Call  1.60%

Sell 2 week  20.30 MXP Call   0.86%

Buy 2 week  20.00 MXP Call   0.40%

_________________________

Net Debit 0.57% of USD 

at-the-money vol approx. 15.45%