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EUROPE SUMMARY: Short-Sterling Upside Buying

OPTIONS

Today's options flow included:

  • 0LH1 100.00/100.125cs vs 2LH1 100.00/100.125cs, bought the 1yr for -0.25 (receive) in 18k
  • 0LJ1 (April) 100.12/100.25cs, bought for 1 in 2k (ref 99.92, 9 del)
  • 0LM1 99.62/99.75/100.00/100.12c condor, bought for 8.75 in 2k
  • 0LM1 99.62/99.75/100.12/100.25c condor, bought for 10 in 6.5k
  • LZ1 100^, bought for 19.25 in 1k
  • ERH2/ERH1 100.50/100.37ps spread, sold the red at 1.5 in 3k
  • 2LM1 99.62/99.37ps, bought for 2.5 in 5k

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