Thursday, September 30, 2010

Currency War Options: Straddles and Strangles

Speaking of currency wars, here is a update of the straddles and strangles previously posted on FXY (Yen), FXA (Australian dollar), FXC (Canadian dollar), and CYB (Yuan):

One down, two up, one neutral, not bad at all. Computed with StraddlesCalc Tool

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