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EUROPE SUMMARY: Largely May/June Bund Structures

OPTIONS

Tuesday's options flow included:

  • DUM1 112.10/112.20/112.30c fly, bought for 2in 5k
  • RXK1 170.5/169.5/168.5/167.5p condor, bought for 21.5 in 30k
  • RXK1 168.50/173.50 strangle, sold at 23 in 1.5k
  • RXK1 172.5/173.5 call spread bought for 12.5 in 5.5k
  • RXM1 171.00/169.50/168.00p fly, bought for 26 in 1k
  • RXM1 169.00/172.50 combo bought for 0 in 1.5k (+put, - call)
  • RXM1 172.00/172.50/173.50 call fly bought for -1.5 in 1.7k
  • 3RK1 100.25/100.12ps vs 0RK1 100.50/100.37ps x2, sold the blue at half in 4kx8k
  • 3RM1 100.125/99.87/99.62p fly, bought for 1.5 in 2k

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