This is a binary event call....but keep in mind, with that super-high IV, much has already been priced into a "leave" event. That being said, selling the straddle makes the most sense here. Even with a "leave" vote, there is still a chance this could win or at least break-even. BTW: nice chart Gimp !
I think the move has been done already, ES is up 20 pts overnight, when the actual results come in, we might sell off.
Long puts would obviously have been a better trade. FXB July 15, 2016 143.00 put up about 3.6x from $2.60 to $9.50.