The euro short trade can be structured with defined risk by buying a May 117 call and selling a 120 call in a call spread, creating a hedged position that maintains core directional exposure while capping upside risk during periods of geopolitical headline volatility.

factualpending

Speaker

Patrick Sesna

Evidence Quote

buying the May 8th expiration 117 call... selling the 120 call... creating a 300 basis point wide spread for a net cost of about 60 pips

Source

MacroVoices #525 Lyn Alden: Iran Contagion, Inflation & Private CreditMacro Voices
Created: 8/12/2026, 5:52:35 PM

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