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EUROPE SUMMARY: Large Bund Put Condor Features

OPTIONS

Friday's options flow included:

  • RXM1 168.50/167.50/166.50/165.50p condor, bought for 7.5 in 30k
  • 0RH2 100.37/100.12ps, bought for 4 in 3k
  • 0RH2 100.37/12 p/s bought for 3.75 in 5k
  • 2RZ1 100.25p v 0RZ1 100.37p, bought the 2yr for 4.75 in another 5k (10k all day)
  • 2RH2 100.25^ bought for 27.5 in 3k2RU1 100.37^, sold at 14.5 in 1k
  • LZ1 99.75/87/00 c/fly sold @ 1.75 in 6k
  • 0LU1 99.75/99.50ps vs 99.87c, sold the ps at 6.25 in 2k

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