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EUROPE SUMMARY: Sterling Put Fly vs Call In Large Size

OPTIONS

Friday's options flow included:

  • RXN1/RXU1 170/169.5/169/168.5p condor spread, sold July and receive half a tick in 2k
  • 2RU1 100.50/100.62cs, bought for 0.75 in 2.5k
  • 3RU1/3RN1 100.25 call calendar, bought for 2.5 in 3k
  • 0LZ1 99.625/99.375/99.125p fly vs 99.875c, bought the fly for 3 in 15k
  • 0LZ1 99.25/99.00ps, bought for 1.5 in 1k

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