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EUROPE SUMMARY: Large Sterling Ratios

OPTIONS

Monday's options flow included:

  • DUG1112.30/112.20ps, sold at 3.5 in 2.5k
  • RXG1 178/176.50/175p fly, sold at 48.5 in 1.5k
  • RXG1 178.00/177.00/176.00 put fly sold at 33 in 1.5k
  • RXG1 176.50/175.5/175.00p fly, sold at 9.5 in 1.5k
  • ERM1 100.75c, sold at 0.5 in 17k
  • LM1 100.00/12/25c ladder, bought for 2.5 in 2k
  • LM1 100.12/100.25cs x4 vs 100p, bought for 4.75 in 20k x 5k
  • LH1100.00/10025/100.50c flfy vs LM1 100.12/100.37/100.62c fly, sold the March at 0.25 in 2.5k
  • LZ1 100.375/100.50/100.625 c1x3x2 bought for 0.25 in 10k
  • 2LH1 99.875/99.75 put spread bought for 2.5 in 3.6k
  • 3LZ1 99.75/99.875/100.00 c fly, bought for 2 in 40k

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