Eurodollar Dec 98.00/98.50 Strangle, 122 days to expiry, -5.3 Delta
This trade that was printing yesterday at .17 , looks pretty rich* on a medium term view, but looking back further it has some pretty interesting history. Might be a good fit if matches you view here.
*Beware this one has a high of .862 back in October 2008, so approach with care!
Trade booked for monitoring
