Eurodollar June 98.875/99.125/99.375 Call Fly with 249 days to expiry, closed at 0.015 last night
A rare one in the current market, the Eurodollar June 98.875/99.125/99.375 Call Fly trading with a small negative Z-Score. Most of these call structures seems to be bid only but this one currently shows up offering some value.
Payout with break-even between 98.89 & 99.36, think the earlier payout profiles also look reasonable here.
Trade booked for tracking
