Dec20 Eurodollar Skew update – Trade Idea
Check out the skew on Dec20 Eurodollar, unusually out of shape and offering potential trading opportunities. We’ve had this Skew blip on our radar since… Read More »Dec20 Eurodollar Skew update – Trade Idea
George Austin
Green M 86 Straddle-Green Z 86 Straddle – Trade Analysis
2y midcurve Jun20 Eurodollar 98.625 Straddle (254.7 days to expiry) – 2y midcurve Dec19 Eurodollar 98.625 Straddle (72.8 days to expiry) with -4.2% Delta Noticed… Read More »Green M 86 Straddle-Green Z 86 Straddle – Trade Analysis
US 2-10s Steepeners using Options – Trade Idea
TYZ 129 Put -4.359*TUZ 107.50 Puts with 52.6 days to expiry. With a lot of talk in the market of Steepeners being the big trade… Read More »US 2-10s Steepeners using Options – Trade Idea
Dec Eurodollar Midcurve Strategies – Trade Idea
Dec Midcurve 98.625 Call – Dec Midcurve 98.50 Straddle with 74.4 days to expiry, 33.2 Delta. With Dec 20 Eurodollars ticking off this morning (98.515… Read More »Dec Eurodollar Midcurve Strategies – Trade Idea
EDM0 98.50/98.75/99.00 Call Fly looks good value – Trade Idea
EDM0 98.50/98.75/99.00 Call Fly with 263 days to expiry 4.1% Delta Seeing this Trade as decent value this morning, steepening skew between the 12.5 Calls… Read More »EDM0 98.50/98.75/99.00 Call Fly looks good value – Trade Idea
Nov Gold Broken Wing Iron Fly – Trade Idea
GCX9 1465 put-GCX9 1510 Straddle+GCX9 1540 call with 32.4 days to expiry, 11.9% delta, .2268 Theta Just noticing the the Realized Vol (15 days) is… Read More »Nov Gold Broken Wing Iron Fly – Trade Idea
Dec Gold – a cheap 1x3x2 Put spread that’s worth checking – Trade Idea
GCZ9 1530.00/1500.00/1470.00 1x3x2 Put Fly with 62.3 days to expiry, 13.1% Delta If you expecting the market to continue to hold 1500 but are wary… Read More »Dec Gold – a cheap 1x3x2 Put spread that’s worth checking – Trade Idea
More Bund/Bobl Vol Ideas to Explore – Trades Ideas
2*Nov Bobl 135.25/134.25 Put Spread- Nov Bund 174/173 Put Spread with 31.3 days to expiry Using our Performance tool on strategies can turn up some… Read More »More Bund/Bobl Vol Ideas to Explore – Trades Ideas
Eurodollar Straddle Spreads seem to be on-trend – Trade Analysis
Mar Midcurve 98.625 Straddle vs Mar 3yr Midcurve 98.50 Straddle with 172 days to expiry Have been seeing these types of Straddle spreads going through… Read More »Eurodollar Straddle Spreads seem to be on-trend – Trade Analysis
Eurodollar Options Jan Vol vs Mar Vol – Trade Idea
Mar20 98.25 Straddle – Jan20 98.25 Straddle with 178 & 112 days to expiry (Vega 0.0055(Mar) & 0.0043(Jan)) Jan Vol trading 1.06x over Mar Vol,… Read More »Eurodollar Options Jan Vol vs Mar Vol – Trade Idea