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Decent Midcurve Put Fly Buying

US EURODLR OPTIONS
  • +17,000 short Feb 98.31/98.50/98.68 put flys, 3.0
  • +5,000 Jun 99.25/99.50 2x1 put spds, 0.0
  • Overnight trade recap:
  • 2,000 Dec 98.12/98.18/98.25
  • 3,000 Jan 98.62 puts vs. Mar 98.25/98.62 put spds
  • 2,000 Blue Jan 98.00/98.12/98.25 put trees
  • Block, total 10,200 Mar 99.50/99.62 put spds, 3.0 vs. 99.68/0.20%

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