2y midcurve Mar20 Eurodollar 98.75 straddle with 156 days to expiry Seeing this trade going through this afternoon, despite looking rich on a Vol view,… Read More »Green H 87 Straddle – Trade Analysis
GCZ9 1420/1640 fence (Risk Reversal)-1.72*SIZ9 16.1/20.6 fence(Risk Reversal) with 47.4 days to expiry If you check the skew on Silver & Gold you will see… Read More »Dec Gold/Silver Fence Switch – Trade Idea