FX Vol Premium Trade Ideas
June 20, 2023
06:52 AM Singapore Time
2WK vs 1M USDCHF Calendar

  • July 4th 2022

  • The short leg expires out of the money Spot Ref 96.10

Spot Ref 96.95


2-Week Expiry 2022 - 07- 04 (14 days)
1-Month Expiry 2022-07-20 (30 Days)

Sell 2-Week 98 CHF Put USD Call 40.7 tics
Buy One Month 98 CHF Put 71.21 tics
  • ____________________________________________
  • Total Cost 30.5 tics
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