Three Month Expiry 2020 -07 - 01
Six Month Expiry 2020-10-01
3M AUD Call Sell AUD points 40.3 Vol 12.78
6M AUD Call Buy AUD points 72.8 Vol 11.42
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Net Cost 32.5 AUD points
3M AUD delta -19
6M AUD delta +25
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Net delta at Trade date +06
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