Testing out an Idea...
Currently Sold a USD/CAD Apr 15 2011 strangle 0.9650-.9950 for premium of 124.9 pips.
Current Greeks:
delta: -0.3
gamma: -21.44
theta: 65
vega: -164
Break even points:
topside: 0.9950 + 124.9 = 1.00749
downside: .9650 - 124.9 = 0.95251
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