diff --git a/README.md b/README.md
index ee48218..b477186 100644
--- a/README.md
+++ b/README.md
@@ -2,6 +2,8 @@
 
 # [finmarketpy (formerly pythalesians)](https://github.com/cuemacro/finmarketpy)
 
+[![Downloads](https://pepy.tech/badge/finmarketpy)](https://pepy.tech/project/finmarketpy)
+
 finmarketpy is a Python based library that enables you to analyze market data and also to backtest trading strategies using
 a simple to use API, which has prebuilt templates for you to define backtest. Included in the library
 
diff --git a/finmarketpy_examples/fx_options_pricing_examples.py b/finmarketpy_examples/fx_options_pricing_examples.py
index a711069..e2a2cb4 100644
--- a/finmarketpy_examples/fx_options_pricing_examples.py
+++ b/finmarketpy_examples/fx_options_pricing_examples.py
@@ -274,3 +274,28 @@
     # TODO: calendar around election results in slightly different pricing
     # print(fx_op.price_instrument(cross, pd.Timestamp(horizon_date), '25d-otm', contract_type='european-put', tenor='1W').to_string())
     # print(fx_op.price_instrument(cross, pd.Timestamp(horizon_date), 3.5724, contract_type='european-put', expiry_date=pd.Timestamp('2 Nov 2018')).to_string())
+
+###### Price GBPUSD option around Brexit with unquoted deltas
+if run_example == 8 or run_example == 0:
+
+    horizon_date = '23 Jun 2016'
+    cross = 'GBPUSD'
+
+    # Download the whole all market data for GBPUSD for pricing options (vol surface)
+    md_request = MarketDataRequest(start_date=horizon_date, finish_date=horizon_date,
+                                   data_source='bloomberg', cut='NYC', category='fx-vol-market',
+                                   tickers=cross, base_depos_currencies=[cross[0:3], cross[3:6]],
+                                   cache_algo='cache_algo_return')
+
+    df = market.fetch_market(md_request)
+
+    fx_vol_surface = FXVolSurface(market_df=df, asset=cross)
+
+    fx_op = FXOptionsPricer(fx_vol_surface=fx_vol_surface)
+
+    # Price several different options
+    print("atm 1M european call")
+    print(fx_op.price_instrument(cross, pd.Timestamp(horizon_date), 'atm', contract_type='european-call', tenor='1M').to_string())
+
+    print("25d 1W european put")
+    print(fx_op.price_instrument(cross, pd.Timestamp(horizon_date), '25d-otm', contract_type='european-put', tenor='1W').to_string())