Decent value ATM condors – Trade Idea
Oct Gold 1470/1490/1510/1530 Call Condor, 33 days to expiry (25th , 1.8% Delta If you have a target for expiry of the Oct Gold Options… Read More »Decent value ATM condors – Trade Idea
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EDV 98.25 Calls vs EDZ 98.25 Calls -Trade idea
EDV 98.25 Calls (50 days to expiry(Oct), 41% Delta, 0.0014 Vega) vs EDZ 98.25 Calls (115 days to expiry(Dec), 43% Delta, 0.0022 Vega) If you… Read More »EDV 98.25 Calls vs EDZ 98.25 Calls -Trade idea
US Oct 30y (USV) Vol vs US Oct 10y (TYV) Vol – Trade idea
oct19 us t-bond 164.00 straddle vs oct19 10y note 131.00 straddle The Implied Vol play between USV and TYV looks to be at an interesting… Read More »US Oct 30y (USV) Vol vs US Oct 10y (TYV) Vol – Trade idea
Dec Gold – a cheap 1x3x2 Put Fly trading near 3-year lows
GCZ 1510.00/1480.00/1450.00 1x3x2 Put Fly, 96 days to expiry, 11.1% Delta This trade might be useful here if you expect good support at 1480/1500 and… Read More »Dec Gold – a cheap 1x3x2 Put Fly trading near 3-year lows
Trade analysis – Front F 85 Straddle vs. Short F 87 Straddle
jan20 eurodollar 98.50 straddle vs midcurve jan20 eurodollar 98.75 straddle – 142 days to expiry This is a trade we saw going through yesterday, selling… Read More »Trade analysis – Front F 85 Straddle vs. Short F 87 Straddle
Defensive Put Condor in Nov Bunds
Bund Nov 175.50/174.50/173.50/172.50 Put Condor (65.4 days to expiry, -2.8% Delta), closed 17, Z-Score -2.70 This might be worth a look if you’re expecting some… Read More »Defensive Put Condor in Nov Bunds
Nov Eurodollar Iron Fly looks full value – Trade Idea
Short EDX 98.25 Straddle vs EDX 50 Wide Strangle (87.6 days to expiry) This trade might be interesting depending on your view here, risk is… Read More »Nov Eurodollar Iron Fly looks full value – Trade Idea
Dec Gold (GCZ9) – Call Condors looking good value
Flagged to us this morning, these couple of Call Condors are worth checking out. GCZ9 1510.00/1530.00/1550.00/1570.00 Call Condor This closed at around 2.50 which gives… Read More »Dec Gold (GCZ9) – Call Condors looking good value
Gold – expecting consolidation at the 1500 mark – trade idea
Gold Dec 1490/1510/1530 Fly (ATM) – 98 days to expiry, 0.5% Delta Expecting 1500 to hold – check out the Gold Dec 1490/1510/1530 Fly (ATM)… Read More »Gold – expecting consolidation at the 1500 mark – trade idea
Eurodollar Options – 3 trades ideas to start the week
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