George Austin

Front F 85 Straddle vs. Short F 87 Straddle – Trade Idea

by George Austin
26th August 2019

jan20 eurodollar 98.50 straddle vs midcurve jan20 eurodollar 98.75 straddle – 138 days to expiry This is a trade we saw going through early last… Read More »

Dec Midcurve trade looks value if you see 99.00 (EDZ0) as a good chance – Trade Idea

by George Austin
26th August 2019

midcurve dec19 eurodollar 98.75/99.00/99.25 call fly (EDZ0, currently at 98.74), 109 days to expiry, settled 0.033. If you think there’s a good chance of the… Read More »

Couple of EDZ 1x3x2 Flys that might be useful – Trade Ideas

by George Austin
26th August 201926th August 2019

With Eurodollar skew continuing to edge interestingly more extreme (the EDZ 50 wide Risk Reversal closed at -0.035 Friday, the low since August 7th 2007… Read More »

Decent value ATM condors – Trade Idea

by George Austin
23rd August 201923rd August 2019

Oct Gold 1470/1490/1510/1530 Call Condor, 33 days to expiry (25th , 1.8% Delta If you have a target for expiry of the Oct Gold Options… Read More »

EDV 98.25 Calls vs EDZ 98.25 Calls -Trade idea

by George Austin
22nd August 201923rd August 2019

EDV 98.25 Calls (50 days to expiry(Oct), 41% Delta, 0.0014 Vega) vs EDZ 98.25 Calls (115 days to expiry(Dec), 43% Delta, 0.0022 Vega) If you… Read More »

US Oct 30y (USV) Vol vs US Oct 10y (TYV) Vol – Trade idea

by George Austin
22nd August 201922nd August 2019

oct19 us t-bond 164.00 straddle vs oct19 10y note 131.00 straddle The Implied Vol play between USV and TYV looks to be at an interesting… Read More »

Dec Gold – a cheap 1x3x2 Put Fly trading near 3-year lows

by George Austin
21st August 201921st August 2019

GCZ 1510.00/1480.00/1450.00 1x3x2 Put Fly, 96 days to expiry, 11.1% Delta This trade might be useful here if you expect good support at 1480/1500 and… Read More »

Trade analysis – Front F 85 Straddle vs. Short F 87 Straddle

by George Austin
21st August 201921st August 2019

jan20 eurodollar 98.50 straddle vs midcurve jan20 eurodollar 98.75 straddle – 142 days to expiry This is a trade we saw going through yesterday, selling… Read More »

Defensive Put Condor in Nov Bunds

by George Austin
21st August 201921st August 2019

Bund Nov 175.50/174.50/173.50/172.50 Put Condor (65.4 days to expiry, -2.8% Delta), closed 17, Z-Score -2.70 This might be worth a look if you’re expecting some… Read More »

Nov Eurodollar Iron Fly looks full value – Trade Idea

by George Austin
20th August 201920th August 2019

Short EDX 98.25 Straddle vs EDX 50 Wide Strangle (87.6 days to expiry) This trade might be interesting depending on your view here, risk is… Read More »

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