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EUROPE SUMMARY: Large Sterling Downside

OPTIONS

Today's options flow included:

  • RXZ0 174.5 call, sold at 23, 21, and 20 in 3k
  • RXZ0 176/175/174p fly, sold at 30 in 1.6k
  • RXF1 178.5/179cs, sold at 8.5 in 2k
  • RXF1 179/181cs 1x2, bought for 10 in 1k
  • 3RM1 100.37/100.25/100.125 p ladder, sold at 0.75 in 2k
  • LZ0 99.875/100 cs sold at 7.5 in 5k
  • LH1 100 calls, sold at 2.75 in 3.75k (ref 99.97, 40 del)
  • LM1 100.125/100.25cs, bought for 1.75 in 5k
  • LU1 99.875/99.625 put spread sold at 2.5 in 16.5k
  • 0LF1 100/100.12cs, bought for 1 in 1k
  • 0LH1 100.12/100.00/99.87p fly 1x3x2, bought for -1 in 17.5

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