Domestic Payoff: A Gap Put Option. Formula: Hd = (Xd1 - Sd) * heavy (Xd2 - Sd) Xd1 = 3; Xd2 = 1

Foreign Payoff: A Gap Call Option.

As can be seen from this and the following diagrams, a Gap Put Option and a Gap Call Option possess a pairing relationship that is similar to the parity relationship of plain vanilla European Put and Call options.