A small kink in the Call vol at the strike 98.75 seems to be pushing some value into the 0EH 98.50/98.625/98.75/98.875 Call Condor (Hedge EDH1), which closed at 1.25 last night.
Probably not the most exciting trade but @ 1.25 with a Z-Score of -2.24 and 231 days to expiry it’s certainly not bad value at close to 5-year lows.
Trade added to our Book Keeping for monitoring.
