Dec Gold Options – Cheap way to sell Vol here
GCZ9 1485 Puts+GCZ9 1545 Calls-GCZ9 1515 Straddle (Short Iron Fly) 77 days to expiry This trade might be worth looking at if you’re looking for… Read More »Dec Gold Options – Cheap way to sell Vol here
George Austin
Eurodollar Sept20 98.75 Straddle printing this afternoon – Trade Analysis
Eurodollar Sept20 98.75 straddle trading at 58.5, with 375 days to expiry, vega 0.008 We’ve been spending a bit of time recently using our historic… Read More »Eurodollar Sept20 98.75 Straddle printing this afternoon – Trade Analysis
Jade Lizard in Dec Gold Options – Trade Idea
GCZ9 1580 Call-GCZ9 1560 Calls-GCZ9 1520 Puts 83.4 days to expiry, 33.5 delta This structure (Jade Lizard) looks pretty cheap in Gold Options currently, and… Read More »Jade Lizard in Dec Gold Options – Trade Idea
A Big Lizard in Dec Eurodollars – Option Trade Idea
EDZ 98.25 Calls – EDZ 98.125 Straddle (Big Lizard) 104 days to expiry, 36% Delta, -3.58 Z-Score (5-Years) This is a good structure to check… Read More »A Big Lizard in Dec Eurodollars – Option Trade Idea
Trade printing in Nov Eurodollars Options this afternoon – Trade Analysis
Nov Eurodollar 98.125/98.25/98.375 Call Fly with 77 days to expiry Check out this trade going through in Nov Eurodollar Options this afternoon at 1.5 ticks.… Read More »Trade printing in Nov Eurodollars Options this afternoon – Trade Analysis
Gold Put Fly being flagged as cheap this morning – Trade Idea
GCZ9 1535.00/1505.00/1475.00 1x3x2 Put Fly with 87 days to expiry System alert this morning to check out the GCZ9 1535.00/1505.00/1475.00 1x3x2 Put Fly with a… Read More »Gold Put Fly being flagged as cheap this morning – Trade Idea
Dec20 Eurodollar skew update and Trade Idea
EDZ0 98.75/99.25/99.75 Call Fly 473 days to expiry Dec20 Eurodollar skew has been on our radar for a while now, with our first trade idea… Read More »Dec20 Eurodollar skew update and Trade Idea
Short M 88/92/96 Call Fly – Short M 83/80/76 Put Fly – RV Trade Idea
Short M 88/92/96 Call Fly – Short M 83/80/76 Put Fly with 289 days to expiry, 12.5% delta. Maybe a slow burner but this trade… Read More »Short M 88/92/96 Call Fly – Short M 83/80/76 Put Fly – RV Trade Idea
Dec Gold 1550 Straddle trading near 3 year highs – Trade Idea
GCZ9 1550 Straddle with 89 days to expiry If you see the potential for Gold to get pinned to the 1500/1600 area here this is… Read More »Dec Gold 1550 Straddle trading near 3 year highs – Trade Idea
Use Dec19 Puts to finance Sep20 Puts – Eurodollars – Trade Idea
With every other trade seeming to be selling Puts and Puts Structures to buy Calls and Call structures, this seems to be a hugely crowded… Read More »Use Dec19 Puts to finance Sep20 Puts – Eurodollars – Trade Idea