June Eurodollar 98.50 Straddle – Trade Analysisby George Austin11th February 202011th February 2020Sell June ED 98.50 Straddle @ 20.5 with 122 days to expiry This has been trading at 20.5 ticks this afternoon, which looks around 44… Read More »June Eurodollar 98.50 Straddle – Trade Analysis
Rinse & Repeat – USH 160.50 Puts vs FVH 119.50 Putsby George Austin5th February 20205th February 2020USH 160.50 Puts-4*FVH 119.50 Puts with 16.6 days to expiry This is a repeat of a similar successful strategy we suggested back in early Jan,… Read More »Rinse & Repeat – USH 160.50 Puts vs FVH 119.50 Puts
Options trades showing contingent backtesting promiseby George Austin3rd February 20203rd February 2020We recently introduced contingent backtesting that now allows traders to run in-depth backtests, using any number of criteria available in the PricingMonkey sheet to trigger… Read More »Options trades showing contingent backtesting promise
Copper/Gold Index vs US 10-years yields getting adriftby George Austin29th January 202029th January 2020This might be useful if you’re looking for trade ideas across Copper/Gold and US 10-Years, the Gundlach Index (Copper/Gold * 100) vs US 10-Year Yields… Read More »Copper/Gold Index vs US 10-years yields getting adrift
Accelerating Call Gamma risk in Eurodollarsby George Austin28th January 202028th January 2020As everyone is aware we’ve seen non-stop buying of Calls and Call Structures on Eurodollars over the last 3 months which has caused the Call… Read More »Accelerating Call Gamma risk in Eurodollars
Sept 85 Call (EDU0) vs Green Sept 87 Call (EDU2) – Trade Ideaby George Austin23rd January 202023rd January 2020Buy Eurodollar Sept 98.50 Calls (235 days to expiry, 41.1 delta) vs Selling Green Sept 98.75 Calls (2-Year Midcurve) (232 days to expiry, -31.1 delta).… Read More »Sept 85 Call (EDU0) vs Green Sept 87 Call (EDU2) – Trade Idea
US Treasury Bond (USH) Puts financed with short US 5-Year (FVH) Puts – Trade Ideaby George Austin12th January 202013th January 2020USH 155 Puts (-22.8 Delta) versus a vega weighted sale of FVH 118.25 Puts (25.3 % delta) with 39.7 days to expiry. If you expect… Read More »US Treasury Bond (USH) Puts financed with short US 5-Year (FVH) Puts – Trade Idea
Eurodollar Apr 83 Put vs. Jun 82/83 Put Spread – Trade Analysisby George Austin9th January 20209th January 2020Buy Apr 83 Puts with 91 days to expiry Delta -59.8%Sell Jun 82/83 Put Spread with 157 days to expiry Delta +28.5% If you’re looking… Read More »Eurodollar Apr 83 Put vs. Jun 82/83 Put Spread – Trade Analysis
Eurodollar Mar0/Jun0/Sep0 81/82/83 Fly Strip looks full value – Trade Ideaby George Austin31st December 201931st December 2019Eurodollar Mar0/Jun0/Sep0 81/82/83 Fly Strip (Sell) This is a trade we recommended back in early November at around 7.5 ticks (as a buy) after we… Read More »Eurodollar Mar0/Jun0/Sep0 81/82/83 Fly Strip looks full value – Trade Idea
Gold on the move, watch out Copper and US-10 yearsby George Austin27th December 201929th December 2019Buy TYG 129 Calls vs HGG 2.90 Calls approx. 30 Delta switch 29 & 33 days to expiry Sell the HGG 2.77/2.90 Risk Reversal (calls… Read More »Gold on the move, watch out Copper and US-10 years