usd/cad

current prices:
short call .9950: 0.00497 +16.5
short put .9650: .01026 -43.9

Premium - current = pnl

.01245 - (0.00497+0.01026) = .01245 - .01523 = -27.7

Current Greeks:
Delta: 0.18
Gamma:-22.01
Theta: 67
Vega:-149

current spot rate: 97.13
Trying to understand where the loss is coming from...I am assuming its from volatility, but unsure.