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Europe Options Summary: All L's

OPTIONS

Little excitement in the European options space Tuesday. Most trades of
any note were in the Short Sterling space, not much in the way of themes
though.

Short sterling option flow included:

  • 0LX0 100.12/100.00/99.875p fly 1x3x2, bought for flat in 1k
  • LQ0 99.875/100cs, bought for 3.5 in circa 3k
  • LZ0 99.875/99.75ps vs LH1 99.87/99.75ps, bought the front for 0.25 in 5k
  • LM1 100.12/25/37/50c condor, bought for 2 in 5k (ref 100.005)
  • 0LZ0 100.12/00/87p fly 1x3x2, bought for flat in 3k

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