Buy One Month
Expiry is 2019- 03-03-25
Spot Ref 110.69
Strangle 30 delta JPY call, 21 delta Yen put
strikes
111.75
Yen Put cost 19.6 Yen tics 5.26 Vol
109.50 Yen Call cost 35.9 Yen tics 6.00 Vol
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Total Cost = 55.5 yen tics
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