oleg.mub

USDRUB Delta Hedge Levels

MOEX:SIU2015   US DOLLAR-RUBLE FUTURES
Delta hedge step has grown last 3 days in USD/RUB             options of the September '15 series. Now it is 1000 points. 3 days ago it was 500. An example of appropriate book (option position):
http://s12.postimg.org/nrvnhjaj1/20150821_01.png
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