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EUROPE SUMMARY: Sterling Put Spreads And Vol Trades

OPTIONS

Thursday's options flow included:

  • DUU1 112.20/112.10/112p fly 1x3x2, bought for 1 in 1.5k
  • RXU1 173.50/172.50ps 1x1.5, bought for 9.5 in 2k
  • RXU1 173.50/175cs 1x2 sold at 15 in 2.5k (ref 174.63)
  • 0LU1 99.50/99.37ps with 0LQ1 99.50p, bought for 3.25 in 5k
  • 0LU1 99.50/99.37ps 2x1, bought the 2 for 4.25 and 4.5 in 10k
  • 0LZ1 99.50^, bought for 21 in 1k
  • 0LZ1 99.62^ vs 99.50p, sold at 10.5 in 3k
  • 2LU1 99.37/99.50cs 1x2, bought for 1.5 in 4k
  • 3LU1 99.25/99.37cs vs 0LU1 99.62/99.75cs, bought the 3yr for 3.25 in 9k

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