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oleg.mub

USDRUB Delta Hedge Levels

US Dollar-Ruble Futures (MOEX:SIU2015)  
oleg.mub  
MOEX:SIU2015   US Dollar-Ruble Futures
options delta hedge USD (US Dollar)
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options delta hedge usd-us-dollar
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):
s12.postimg.org/nrvn...jaj1/20150821_01.png
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