FX Vol Premium Trade Ideas
Apr 19, 2021
06:43 AM Singapore Time
EURCAD Calendar Spread

Spot Ref 1.4981


One Week Expiry 2021 - 04 - 26 (7Days) 6.5 vol
1-Month Expiry 2021-05-19 (30 Days) 5.7 vol

Sell One Week EURCAD Call Stike 1.5000 (45Delta)
Buy 1M EURCAD Call 1.5000 (48 Delta)

One Week EURCAD price in pips receive 45.9
One Month EURCAD call price in pips pay 94.8
----------------------------------------------------------
Total Cost 48.9 Tics





PRIVACY STATEMENT: FxVolResearch will not disclose, reveal, or sell to any third party the names of our clients or subscribers unless we have received the full consent of our client. FxVolResearch will not advertise or solicit business on the basis of our existing or future client list. We treat any information about our clients and their business activities as proprietary and confidential. Independence: Our research & consultancy services are offered free from any on-going or pre-existing economic relationships with any bank, broker-dealer, or liquidity provider. It remains unbiased and based solely on indicators developed in-house. ents will at all times remain confidential.

Suite 439 - 1231 Pacific Blvd,
Vancouver, BC V6Z 0E2 Canada
James Rider | 604-685-4414