oleg.mub

USDRUB Madness Insurance

MOEX:SIU2015   US DOLLAR-RUBLE FUTURES
In case of continued growth of USDRUB             its volatility may explode. Current level is 21.5%, it can grow up to 25+.
Ratio call spread 69/72 can be an insurance of volatility possible blast.
Vega             + delta will performe on levels 70-72.
Stop loss from theta if grow occure without volatility explosion.
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