Skip to content
  • Blog
  • Home
  • Blog
  • Home

Long Green Z 85 Straddle – Eurodollar Options Trade Analysis

  • by George Austin
  • 17th September 201917th September 2019

dec21 eurodollar 98.50 straddle with 817 days to expiry

A quick look at this trade printing this afternoon at 77 & 77.5. On a historical basis this looks a pretty reasonable level, it’s average price is .84

Historic payout is 1.82 since 2006, and .748 since 2011.

previousDec Gold Negative Put skew – Trade Idea
nextDec Eurodollar 80/81/82 Call Fly – Trade Analysis

Join the Newsletter

    Enter your email and get notified of new content added to this blog.

    Categories

    • Equities (6)
    • Euro Rates (8)
    • Precious Metals (30)
    • Rates (6)
    • Rates (129)

    Recent Posts

    • Fly Canada
    • The Silver Vol Surfer
    • The Green Slopes of ED Vol
    • Tweety vs Sleepy And The Election Premium In Treasury Vol
    • The World Is Flat! (If You Are A Short End Trader)

    Archives

    • March 2021
    • January 2021
    • November 2020
    • August 2020
    • May 2020
    • April 2020
    • March 2020
    • February 2020
    • January 2020
    • December 2019
    • November 2019
    • October 2019
    • September 2019
    • August 2019
    • July 2019
    • June 2019
    • May 2019

    © Copyright Pricing Monkey