I just set up my first fx options trade at the cme to feel things out. Sold the July 118p x 126.5c for 20 tics. $12.5/tic. Margin to set up this trade is around $900. Premium generated is $250. Not including expenses, return on initial margin is 27% with 15 week days left until expiration. Anyone else making options trades on fx at the cme?