Yuan In-The-Money and 2011 Strangles

Since CYB is sitting at a perfect $25.50, I was looking for a 26-25 strangle for November. The puts have no ask and no open position. However, you can probably get an in the money 26-25 which requires a 2.35% move in CYB:

Risky? Yes. It's pretty much you and the market maker.

And these are real strangles for 2011, January and April:

Please do your own due diligence. This is not advice. Options are very dangerous and may cause 100% loss. Computed with StraddlesCalc Tool