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OPTIONS: Familiar Sonia Structures Stand Out Thursday

OPTIONS

Thursday's Europe rates/bonds option flow included:

  • ERM5 98.12/98.50cs, sold at 7 in 10k.
  • 0RH5 99.00/99.25cs, bought for half in 8k.
  • SFIG5 95.60/95.65/95.70/95.85 broken c condor, bought for 0.75 in 6.5k. Was also bought Wednesday in over 16k.
  • SFIH5 9540/95.45/95.55/95.60c condor, bought for 0.75 in 3k.
  • SFIU5 96.00/96.10cs vs 95.50/95.40ps, bought for flat in 3k. This was also bought for half in 7k Wednesday.
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Thursday's Europe rates/bonds option flow included:

  • ERM5 98.12/98.50cs, sold at 7 in 10k.
  • 0RH5 99.00/99.25cs, bought for half in 8k.
  • SFIG5 95.60/95.65/95.70/95.85 broken c condor, bought for 0.75 in 6.5k. Was also bought Wednesday in over 16k.
  • SFIH5 9540/95.45/95.55/95.60c condor, bought for 0.75 in 3k.
  • SFIU5 96.00/96.10cs vs 95.50/95.40ps, bought for flat in 3k. This was also bought for half in 7k Wednesday.