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EUROPE SUMMARY: All About The Midcurves

OPTIONS

Wednesday's options flow included:

  • RXG1 177/176ps 1x2 sold at 20 in 1k
  • RXH1 179c, sold at 16 down to 15 in 5k
  • RXH1 178/179cs, bought for 22 in 1k (ref 176.94)
  • RXH1 176/175ps bought for 23 in 1.2k
  • OEH1 135.25c sold at 11.0/11.5 in 15k all day
  • OEG1 137.25 call sold at 5 in 2.5k v DUG1 112.30 call bought for 1.5 in 10k
  • 3RU1 100.625 calls bought for 2 in 4k (v 100.375)
  • 3RU1 100.50+100.625 (v 100.125+100.00) combo strip, sells the calls at 1 in 12.5k total; note 7.5k also sold at 0.75
  • LH1 100c, bought for 2.5 in 4k
  • LM1 100.125/100.375 call spread bought for 2.5 in 6.4k
  • LU1 100p, sold at 5.5 in 3k
  • 2LU1 99.625 put vs 0LU1 99.75 put bought for 1.5 in 8k
  • 3LH1 99.625/99.50 put spread v 2LH1 99.75 puts, buys the blue for 0.25 in 8k
  • 3LM1 99.50/99.25ps vs 2LM1 99.62p, bought the blue for 0.75 in 8k

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