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EUROPE SUMMARY: Flurry Of Late Vol And Downside Rate Plays

OPTIONS

Monday's options flow included:

  • OEM1 135.0/134.5 put spread, bought for 10 in 1.8k
  • OEM1135.25/134.75/134.25p ladder, sold at 10 in 1.5k
  • DUM1 112.20/10/00p fly vs 112.40c, bougt the put fly for 1 in 5k
  • RXK1 172/173/173.5/175c condor, sold at 23 in 4k vs RXK1 176.5c, bought for 1.75 in 4k
  • 3RU1 100.25/100.125/100.00 put ladder bought for 0.75 in 5k
  • 3RZ1 100/99.75ps, bought for 3 again, now 9k total done
  • 0LU1 100/99.87ps 1x2, bought the 2 for 7.5 in 6k (ref 99.715)
  • 0LZ1 99.62/99.7599.875c ladder, bought for 3 in 2k
  • 0LZ1 99.75/99.875/100.125 broken 1x3x2 call fly, buys the wings and receives 0.5 in 10k
  • 0LH2 99.625^ bought for 33 in 2k
  • 2LM1 99.375 put bought for 5 in 4k (v 99.51)

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