Saw this trade going through on Thursday night which might be worth checking, CCM selling the EDZ 78/81 Call Strangle to buy the EDZ 77/82… Read More »EDZ Trade spotted on Thursday – CME
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… Read More »Not bearish and looking to sell Vol (EDZ)
Another Skew shift on Friday – seems the Eurodollar market is pretty unconvinced of further weakness in Eurodollars after Fridays, strong data and market selloff.… Read More »Eurodollar Skew shift Friday
A very US focused month with high Vol and skew swings providing the main entertainment. The addition of a couple of new columns (Z-Score and… Read More »June’s Summary and Tally