GCZ9 1515.00/1505.00/1495.00 Put Fly with 52 days to expiry
An ATM trade flagged to us this morning as markedly below its historic payout the Z-Scoring -1.87 Dec Gold 1515.00/1505.00/1495.00 Put Fly.
The main reason this trade might be interesting, is that it’s beneath its 5-year average payout of .63, plus is centered just above 1500. A long shot with some value.
Trade booked for tracking
