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EUROPE SUMMARY: Large Euribor Downside, Stg Call Sales

OPTIONS

Today's options flow included:

  • IKZ0 146/148cs 1x2, sold between 13 and 20 in 1.7k
  • IKZ0 149p, sold at 50 in 1.5k
  • DUG1 112.30/20ps 1X2, bought for flat in 5k
  • DUZ0 112.40/30/20p fly, sold at 4 in 2k
  • DUZ0 112.30/20/10p fly, sold at 2.5 in 1k
  • RXZ0 175.50/175.00/174.50/174.00 p condor, sold atr 16 in 1k
  • ERZ1 100.25/100.00ps, bought for 1 in 20k
  • 2RZ0 100.375 put bought for 0.75 in 6k
  • 3RH1 100.50/100.375 1x2 put spread bought for 1 in 4k
  • LH1 100.00 call sold at 3 in 6.5k
  • LH1 100.00 call sold at 2.5 in 10k (v 99.96) and at 3 in 9.5k (v 99.975)
  • 0LH1 100.00/100.125cs, bought for 2 in 2.5k
  • 0LH1 100.125/100.00/99.875 1x3x2 put, buys the wings and receives 0.75 in 22k

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