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.
s7.postimg.org/64lxr...w2ob/20150821_02.png
s10.postimg.org/svdn...ym5l/20150821_03.png
s11.postimg.org/egn3...lelf/20150821_04.png
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.
s7.postimg.org/64lxr...w2ob/20150821_02.png
s10.postimg.org/svdn...ym5l/20150821_03.png
s11.postimg.org/egn3...lelf/20150821_04.png