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Expiry Friday

EQUITIES

EU Bank Synth trade:

  • SX7E (16th Aug) 135, bought the put again for 0.50 in 19.6k total now (100% Del).

Recall that we have Option expiry Friday, which can always provide some Gamma Vol at expiry.

In notional terms US:

  • SPX: 1.23T vs 1.15T Monday.
  • NDX: 89.01bn vs 86.4bn.
  • Amazon: 13.45bn vs 12.65bn.
  • Apple: 21.26bn vs 20.29bn.
EU:
  • SX5E: 103.22bn vs 98.9bn.
  • SX7E: 3.42bn vs 3.17bn.
  • CAC: 4.87bn vs 4.92bn.
  • DAX: 16.85bn vs 15.02bn.
  • FTSE: 9.91bn vs 9.61bn.

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