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EUROPE SUMMARY: Short Sterling Upside In Size

OPTIONS

Tuesday's options flow included:

  • RXG1 177p, bought for 35.5 in 2k
  • DUG1 112.30/112.20ps, bought for 2 in 2.5k
  • ERH1/ERM1 100.25p calendar, sold the June at 0.25 in 5k
  • LM1 100.12/100.25/100.37c fly, bought for1.25 in 10k
  • LH1 100p, sold at 5 in circa 21k
  • 2RM1 100.62/100.37 RR, sold the call at 2 in 4k (ref 100.55)
  • 0LU1 100.12/99.62 RR, bought the call for 4.75 in 10k
  • 0LK1 99.87/100/100.25 broken c fly, bought for 1.75 in 2k
  • LM1 100.00/100.125/100.25/100.375 call condor bought for 2.5 in 2k

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