EDZ 98.125/98.375/98.625 1x3x2 Call Fly and the EDZ 98.25/98.50/98.75 1x3x2 Call Fly, 124 days to expiry.
Flagged to us this morning a couple Dec 1x3x2 Eurodollar Flys that ended up cheap on the close last night, might be a good fit if you expect EDZ to be capped out here at 98.375 or 98.50.
Just looking the the EDZ 98.125/98.375/98.625 1x3x2 Call Fly, closed on 5 year low with a Z-Score of -3.25.
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