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Busy Opening To The Week Includes Several Closers

OPTIONS

Monday's Europe rates / bond options flow included:

  • RXZ3 130.00 calls bought for 108.5 and 109 in 5k
  • RXZ3 130/128/126p ladder, bought for 50 in 2k
  • RXX3 127.00 puts 3.5K given at 41, looks like a closer. Delta -24%.
  • RXX3 126.50p, bought for 27 up to 34 in 8.7k.
  • RXX3 131/132/132.5c fly sold at 14 in 4k
  • 0RZ3 96.75/96.50/96.00p ladder sold at 10.75 in 12k total
  • ERU4 96.375^ sold at 72 in 5k
  • ERU4 96.375^ vs ERH4 96.00^ bought in 45 in 2.5k (buys the Sep, sells the Mar)
  • SFIZ3 94.10/94.25/94.80/95.00 call condor sold at 12 in 5k

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