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Early Trade Roundup, Bullish

US EURODLR OPTIONS
Better upside call skew buying in first half a departure from better downside / rate-hike insurance buying via low delta puts (positions remain on books of course, with some rolling out to mid-late year put buying last few sessions). Large vol seller recently:
  • -10,000 Dec 98.37 straddles, 63.0
  • +15,000 Red Mar 99.25 calls, 5.5 vs. 98.165/0.10%
  • +10,000 Jun 99.75/99.87 call spds, cab
  • 5,000 Blue Feb 98.00 calls
  • -5,000 short Jun 98.50 calls, 6.5
  • +25,000 short Mar 97.87/short Jun 97.37 put diagonal spds, 3.0 net steepener/Jun bought over
  • Overnight trade
  • +6,850 Apr 99.00/99.06/99.12/99.25 call condors, 0.0/wings over
  • 7,000 Feb 99.25/99.31 put spds
  • +3,500 Jun 99.25/99.62 call spds, 4.75
  • -4,000 Dec 98.00 puts, 18.0
  • +5,000 Blue Feb 98.00/98.12 call spds, 0.5 vs. 97.85/0.10%

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