Bund (RXZ) vs US 10-Year (TYZ) Put Vol – Trade Ideaby George Austin8th November 201912th November 2019RXZ 169 Puts vs TYZ 128 Puts with 14 days to expiry If you expect US-10 Year yield to hold here at 2% for the… Read More »Bund (RXZ) vs US 10-Year (TYZ) Put Vol – Trade Idea
EDH0/EDM0/EDU0 98.125/98.25/98.375 Put Fly Strip trade – Trade Analysisby George Austin6th November 20196th December 2019EDH 98.125/98.25/98.375 put fly + EDM0 98.125/98.25/98.375 put fly + EDU0 98.125/98.25/98.375 put fly with 131/222/313 days to expiry (Buy) This trade traded yesterday at… Read More »EDH0/EDM0/EDU0 98.125/98.25/98.375 Put Fly Strip trade – Trade Analysis
Gold Bearish Weighted Iron Fly on our radar this morning – Trade Ideaby George Austin5th November 20193*GCZ 1475 Puts-GCZ9 1505 Straddle+ 1*GCZ 1555 Calls, -46.4 Delta, -43.7 Sticky Delta with 20.4 days to expiry Saw this trade flagged up this morning… Read More »Gold Bearish Weighted Iron Fly on our radar this morning – Trade Idea
June Midcurve Eurodollar Puts Trees – Trade to Watchby George Austin3rd November 20194th November 20190EM0 98.50/98.375/98.25 Put Tree (EDH1) with 222 days to expiry 16.3 Delta (Sell) We saw a lot of 2-way action post FOMC in the close-to-the… Read More »June Midcurve Eurodollar Puts Trees – Trade to Watch
EDZ0 85 Straddle vs EDH1 85 Straddle – Trade Analysisby George Austin1st November 20194th November 2019EDZ0 98.50 Straddle(Sell) vs EDH1 98.50 Straddle(Buy), with 408 & 499 days to expiry, previous settlement -0.0575 Saw this trade printing this afternoon for -6… Read More »EDZ0 85 Straddle vs EDH1 85 Straddle – Trade Analysis
SX5E weighted Fly that has a good payout history – Trade Ideaby George Austin28th October 20191.5 x SX5E Dec 3475 put-SX5E Dec19 3625 Straddle+3 x SX5E Dec 3725 call with 53 days to expiry 40% delta, closed -29.2 on Friday… Read More »SX5E weighted Fly that has a good payout history – Trade Idea
Silver Implied Vol looks vulnerable here – Trade Analysisby George Austin27th October 201928th October 2019Silver realized Vol is taking a hit in the last couple of weeks and could start to impact the current high levels of Implied Vol.… Read More »Silver Implied Vol looks vulnerable here – Trade Analysis
US 2-Year(TUZ) vs US-30 year(USZ) steepener for a credit -Trade Ideaby George Austin24th October 201924th October 2019Good recent divergence in the US 2-Year (TUZ) & the US 30-Year(USZ) Vol has pushed 2’s/30’s switches into a potential credit again, i.e you can… Read More »US 2-Year(TUZ) vs US-30 year(USZ) steepener for a credit -Trade Idea
Long Green H 85 Straddle vs Short H 85 Straddle trading close to 7-year lows – Trade Analysisby George Austin22nd October 201922nd October 2019Mar22 eurodollar 98.50 straddle with 873 days to expiry vs midcurve Mar20 eurodollar 98.50 straddle with 143 days to expiry Just alerted to this trade… Read More »Long Green H 85 Straddle vs Short H 85 Straddle trading close to 7-year lows – Trade Analysis
Euro Stoxx 50 Vol (SX5E) vs STOXX Banks Vol (SX7E) – Trade Ideaby George Austin22nd October 201922nd October 2019Check out the recent divergence of Euro Stoxx Vol(SX5E) and STOXX Banks Vol (SX7E), its back at a 2x ratio currently (SX7E over). Regardless of… Read More »Euro Stoxx 50 Vol (SX5E) vs STOXX Banks Vol (SX7E) – Trade Idea