Eurodollar – Dec Option skew making 12 year lows
EDZ9 25 Delta Risk Reversal (synthetic 119 days to expiry) This seems to have slipped by without much notice last week, a skew move in… Read More »Eurodollar – Dec Option skew making 12 year lows
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Trade going through this afternoon, selling the Eurodollar Front M Straddle
jun20 eurodollar 98.625 straddle, 303 days to expiry, 2.8% delta Just ran our analysis on this trade, -4000 at .56 in the Front M Straddle,… Read More »Trade going through this afternoon, selling the Eurodollar Front M Straddle
Dec Gold Risk Reversal at 7 year lows
GCZ dec19 1470 put vs GCZ dec19 1570 call, 101 days to expiry Check out the current 100 wide Risk Reversal in Dec Gold (GCZ).… Read More »Dec Gold Risk Reversal at 7 year lows
A Eurodollar Dec 98.00/98.50 Strangle that was trading yesterday
Eurodollar Dec 98.00/98.50 Strangle, 122 days to expiry, -5.3 Delta This trade that was printing yesterday at .17 , looks pretty rich* on a medium… Read More »A Eurodollar Dec 98.00/98.50 Strangle that was trading yesterday
Sept Gold 1×2 Put Spread showing value
GCU9 1520/1500 1×2 Put Spread 12.5 days to expiry Check out this Put Spread, closed at -1.44 last night, with a Z-Score of -2.99. Pays… Read More »Sept Gold 1×2 Put Spread showing value
Sep Gold straddle with 13 days to expiry looks an interesting play
Comex gold options sep19 1510 straddle (GCU9) We had the Sep Gold Straddle closing at $41.84 last night, this flagged in our system with a… Read More »Sep Gold straddle with 13 days to expiry looks an interesting play
Skew making a couple of 1x3x2 Dec Eurodollar Flys cheap
EDZ 98.125/98.375/98.625 1x3x2 Call Fly and the EDZ 98.25/98.50/98.75 1x3x2 Call Fly, 124 days to expiry. Flagged to us this morning a couple Dec 1x3x2… Read More »Skew making a couple of 1x3x2 Dec Eurodollar Flys cheap
Eurodollar Short X 86 Put – Short H 85 Put – trade idea
midcurve nov19 eurodollar 98.625 put (94 days to expiry) – midcurve mar20 eurodollar 98.50 put (212 days to expiry) This is a trade we saw… Read More »Eurodollar Short X 86 Put – Short H 85 Put – trade idea
Selling Eurodollar longer dated midcurve straddles doesn’t seem to pay
2y midcurve dec19 eurodollar 98.75 straddle (EDZ1@ 98.72 with 122 days to expiry) Just looking at this Green Z 87 straddle that was trading late… Read More »Selling Eurodollar longer dated midcurve straddles doesn’t seem to pay
Another long dated straddle that has legs – Short M 87 Straddle
Midcurve jun20 eurodollar 98.75 straddle with 305 days to expiry Looks like someone is doing their homework, another long dated straddle trade that look decent… Read More »Another long dated straddle that has legs – Short M 87 Straddle