At Expiry : We exercise the 98.50 CHF Put (USD Call) 

Total Return  on Spot Trading in CHF tics is 111 + 163.5 = 274.5 / 105 tics = 261% Gross Return 

Jan 24th Follow Up : Leave an order to Sell the full hedge at 1.0100 and roll forward

Feb 13th Sold the Full Hedge at 1.0100 and rolled to the delivery date at 1.0079

Leave an order to buy back the Hedge at .9975

Two Month Expiry March 7th NY Cut 2019

The is the trade we would like to put on based on a spot of 98.53

Buy 2-Month 30 (ish)  Delta Strangle

Spot 98.53

Strikes 

CHF Call 96.50  (Vol 6.89)

CHF put 98.50  (Vol 7.43)

Total Cost is 1.07% of USD or 105 CHF tics