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Not bearish and looking to sell Vol (EDZ)

  • by George Austin
  • 10th July 201920th August 2019

Check out the EDZ 97.875/97.625/97.375/97.125 Put Condor, closed at 0.08 last night, pays out 25 if it settles between 97.625/97.375 in 159 days. If you’re keen to sell Vol, and aren’t too bearish some of these Put structures look rich.

Dummy trade recorded in our Book Keeping

previousTY and FV Vol still look interesting
nextMarch Eurodollar Midcurve (0EH) Skew cheapening flys and condors

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