If you recall, I executed an AUDUSD call option on July 8th expiring Nov 27th with the following details: –
Spot: 0.7390
Strike: ATM
Premium: 200bps
Breakeven: 0.7590
The high on November 27th was 0.7234.
Oh well, you can’t win them all. I still have two other AUDUSD call option expiring in July and August 2016.