George Austin

Mar20 Midcurve Eurodollars 0EH0 98.75/98.50/98.25 1x3x2 Put Fly (207 days to expiry, 12.6% Delta) Dec Eurodollars/Midcurve Dec Eurodollars EDZ 98.25/98.00 1×3 Put Spread (Delta 26.4%,… Read More »Eurodollar Options – 3 trades ideas to start the week

EDZ9 25 Delta Risk Reversal (synthetic 119 days to expiry) This seems to have slipped by without much notice last week, a skew move in… Read More »Eurodollar – Dec Option skew making 12 year lows

jun20 eurodollar 98.625 straddle, 303 days to expiry, 2.8% delta Just ran our analysis on this trade, -4000 at .56 in the Front M Straddle,… Read More »Trade going through this afternoon, selling the Eurodollar Front M Straddle

Eurodollar Dec 98.00/98.50 Strangle, 122 days to expiry, -5.3 Delta This trade that was printing yesterday at .17 , looks pretty rich* on a medium… Read More »A Eurodollar Dec 98.00/98.50 Strangle that was trading yesterday

EDZ 98.125/98.375/98.625 1x3x2 Call Fly and the EDZ 98.25/98.50/98.75 1x3x2 Call Fly, 124 days to expiry. Flagged to us this morning a couple Dec 1x3x2… Read More »Skew making a couple of 1x3x2 Dec Eurodollar Flys cheap