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Closing Positions On A Volatile Tuesday

OPTIONS

Tuesday's Europe rates / bond options flow included:

  • SFIZ3 94.50/95.00 call spread bought for 5.5 in 2.5k
  • ERF4 96.375/96.25/96.00/95.75 "broken" put condor bought for 1.75 in 4.25k
  • SFIZ3 94.30/94.50/94.70 call fly v 94.00/93.90 put spread. Pays 1.75 for the put spread / sell the call fly in 12k. Hearing liquidation of a bullish position at a loss
  • DUU3 104.90/104.70 put spread sold at 9.75 in 5k. Had been bought yesterday for 6.25
  • ERU3 96.125/96.25/96.375 call fly bought for 4 in 14k

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