Dec Gold Negative Put skew – Trade Ideaby George Austin17th September 201917th September 2019GCZ9 1480 Put – GCZ9 1500 Put with 69.4 days to expiry, -9.4 Delta Out of the money puts look cheap verses at the money,… Read More »Dec Gold Negative Put skew – Trade Idea
Dec Eurodollar 80/81/82/85 Call Condor – Trade Analysisby George Austin16th September 201916th September 2019Front Z 80/81/82/85 Call Condor with 90.7 days to expiry A trade going through this afternoon, that looks to offer some value on a historic… Read More »Dec Eurodollar 80/81/82/85 Call Condor – Trade Analysis
Nov Eurodollar Straddles & Strangles look rich – Trade Analysisby George Austin16th September 2019nov19 eurodollar 98.00 straddle & nov19 eurodollar 97.875/98.00 strangle both with 61 days to expiry As we highlighted last week, Vol looks very vulnerable and… Read More »Nov Eurodollar Straddles & Strangles look rich – Trade Analysis
June Midcurve Eurodollar 86 Straddle – Trade Analysisby George Austin11th September 201912th September 2019midcurve jun20 eurodollar 98.625 straddle with 275 days to expiry Just saw this strategy printing at .53, although it looks high in the context of… Read More »June Midcurve Eurodollar 86 Straddle – Trade Analysis
Dec Gold – Cheap Dec Flys & Condors catching our attention – Trade Ideaby George Austin11th September 201911th September 2019GCZ9 1500/1510/1520/1530 Call Condor with 75 days to expiry After the recent down move, Call Condors and Flys seem to have hit new lows, and… Read More »Dec Gold – Cheap Dec Flys & Condors catching our attention – Trade Idea
Dec20 Eurodollar 98.875/99.25/99.625 Call Fly – Trade Analysisby George Austin10th September 201910th September 2019Dec20 Eurodollar 98.875/99.25/99.625 Call Fly with 460 days to expiry Just spotted this trade going through, and quickly checked its pricing logic, looks an interesting… Read More »Dec20 Eurodollar 98.875/99.25/99.625 Call Fly – Trade Analysis
Dec Eurodollar realized Vol on the move, watch out – Trade Ideaby George Austin9th September 20199th September 2019EDX 97.875/98.375 Strangle – 98.125 Straddle with 68 days to expiry Despite sharp moves on Thursday, realized Vol seems to be trucking south , while… Read More »Dec Eurodollar realized Vol on the move, watch out – Trade Idea
Dec Gold Options – Cheap way to sell Vol hereby George Austin9th September 20199th September 2019GCZ9 1485 Puts+GCZ9 1545 Calls-GCZ9 1515 Straddle (Short Iron Fly) 77 days to expiry This trade might be worth looking at if you’re looking for… Read More »Dec Gold Options – Cheap way to sell Vol here
Eurodollar Sept20 98.75 Straddle printing this afternoon – Trade Analysisby George Austin4th September 20195th September 2019Eurodollar Sept20 98.75 straddle trading at 58.5, with 375 days to expiry, vega 0.008 We’ve been spending a bit of time recently using our historic… Read More »Eurodollar Sept20 98.75 Straddle printing this afternoon – Trade Analysis
Jade Lizard in Dec Gold Options – Trade Ideaby George Austin3rd September 2019GCZ9 1580 Call-GCZ9 1560 Calls-GCZ9 1520 Puts 83.4 days to expiry, 33.5 delta This structure (Jade Lizard) looks pretty cheap in Gold Options currently, and… Read More »Jade Lizard in Dec Gold Options – Trade Idea