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Further Profit Taking In FVH2 Puts, With Some Rolling Down & Out

US TSY OPTIONS

Latest block trade lodged at 03:58:37 London, 22:58:37 NY:

  • FVH2 118.75 puts 10.0K lots blocked at 0-32, looks like a seller. Delta -67%.
  • FVJ2 117.50 puts 7.0K lots blocked at 0-27, looks like a buyer. Delta -38%.
  • Looks like 3K lots of the FVH2 118.75 puts represented some pure profit taking, while the remaining 7K was rolled down and out in terms of strikes & expiries.
  • Same size and direction as previously outlined block trade.
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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