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EUROPE SUMMARY: Sizeable Sep Straddles (In Euribor)

OPTIONS

Monday's options flow included:

  • OEM1 134.5/134.25/134.00p fly, bought for 2.5 in 1k
  • 2RZ1 100p, sold at 3.75 in 3k (ref 100.315)
  • 2RH2 100.25^, bought for 28 in 1k
  • 3RU1 100.12^ vs 99.87p, bought for 18.25 in 2k
  • 3RU1 100.12^ vs 99.87p (v 16.5, 40d) WITH 2RU1 100.375^, buys the strip for 33 in 1.5k
  • 3RZ1 100.125/99.875 put spread (v 100.12) bought for 8.75 in 5k

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