USDRUB Delta Hedge Levels

MOEX:SIU201530

US Dollar-Ruble Futures (Sep 2015)MOEX

Description

⋅ Aug 21, 2015 8:34 AM

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/nrvnhjaj1/20150821_01.png