George Austin

All the action seems to be in Dec Eurodollar options at the mo, with plenty of trades being flagged up as worth investigating. Check out… Read More »Mildly bullish from here, check out the EDZ 98.125/98.375/98.625 1x3x2 Call Fly

Matching the levels we saw at the end of May this year, EDZ skew (synthetic 50 wide Risk Reversal in ticks) closed at -0.029 last… Read More »Record 12 year skew in Eurodollars again

Dec Eurodollars down tick and call skew goes more bid. The move seems to be cheapening the Flys and Condors – bodies are outperforming wings.… Read More »Post FOMC call skew still holding up – EDZ

This looked an interesting trade this afternoon, the EDV (Oct) 78/80 Strangle vs 82 Call, Z-Scores at 2.79 with 72 days to expiry. Payout looks… Read More »Oct Eurodollar structure worth checking

This was a trade we highlighted a couple of weeks ago, and it certainly looks interesting to follow over the next week or so. Over… Read More »US 30-year (USU) Vol vs US 5-year (FVU) Vol still looks interesting

Flagged overnight in our system of a potential Call Fly that was worth checking out, seems a more bullish view on Eurodollars yesterday versus last… Read More »Small skew shift Dec Eurodollars cheapening some call structures

Just spotted this little trade on Twitter, which we crunched with our new performance function, looks pretty good. Selling above 60 has been profitable on… Read More »Twitter – Red Z 83 Straddle, TJM sold 1000 at 60

A small kink in the Call vol at the strike 98.75 seems to be pushing some value into the 0EH 98.50/98.625/98.75/98.875 Call Condor (Hedge EDH1),… Read More »A Eurodollar Midcurve Call Condor showing some value

Clients have been asking us for a while to develop functions to allow the performance over time of any strategy or option to be measured… Read More »Sept Bund Puts viewed on our new performance function

Discounted Put skew might be interesting if you looking to sell vol here, assuming you’re bullish/neutral at these levels. For example the EDZ 98.00/97.75 Put… Read More »Eurodollar put skew presenting some opportunities for RV Bulls on Friday