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ATM or ATMF for delta neutral straddle in FX markets?

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Satriani
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Posts: 0
Joined: October 7th, 2004, 12:32 pm

ATM or ATMF for delta neutral straddle in FX markets?

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July 19th, 2006, 1:32 pm

Which one is the market practice used to price a delta neutral straddle? Theory is of course ATMF but superderivatives dictates that it is ATM....Any idea?
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