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EUROPE SUMMARY: Early 2021 Downside Bund/Schatz Theme Continues

OPTIONS

Friday's options flow included:

  • LZ0 99.875/100.00/100.125cl fly, sold at 7.5 in 6k
  • LZ0 99.875/100.00/100.125 c1x3x2 sold at 7.25 in 3k
  • 0LH1/2LH1 99.875 c calendar, bought the 1yr for 1.25 in 4k
  • 0LM1 99.625/99.75/100.125/100.25 broken call condor bought for ~10.25 in 5k
  • RXG1 175.50p vs 179.50/180.5cs, bought the put for 10 in 1.1k
  • RXH1 175.00 put, bought from from 42.5 up to 43.5 in 15k
  • DUF1 112.50/60 cs vs 112.30/112.20ps, bought the put spread for 1 in 8k
  • DUG1 112.40/30/20 put fly bought for 2.25 in 17.5k

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