GCZ9 1530.00/1500.00/1470.00 1x3x2 Put Fly with 62.3 days to expiry, 13.1% Delta
If you expecting the market to continue to hold 1500 but are wary of a spike on the upside, this trade is probably worth a look. Trading near 3 year lows with a Z-Score of -1.97.
Also, with a trade price of around -5.38 it’s trading below its historic 5 year average performance payout -3.02
Trade booked for tracking
