Trade printing in Nov Eurodollars Options this afternoon – Trade Analysis

Nov Eurodollar 98.125/98.25/98.375 Call Fly with 77 days to expiry

Check out this trade going through in Nov Eurodollar Options this afternoon at 1.5 ticks. We have it at 10-Year lows, with a payout of 12.5 ticks on a 98.25 expiry (15th Nov) – very cheap if this fits with your view.

Variation on this is the Nov 98.25/98.375/98.50 Call Fly which has been trading for 1 tick this afternoon, another very cheap structure that might be useful.