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OPTIONS: Large Call Spread Selling Features Monday

OPTIONS

Monday's Europe rates/bond options flow included: 

  • OEF5 120.00/120.50 call spread sold at 4 down to 3.25 in 17.5k vs OEG5 120.00/120.50 call spread bought for 10 in 15k (rolling Jan into Feb)
  • ERG5 98.00/98.12/98.25c fly, bought for 1 in 4k
  • ERH5 97.75/98.12 call spread sold at 10 in 47k (vs 77, 77.5)
  • ERJ5 98.12/98.25cs vs ERG5 97.75/97.87cs, bought the April for -0.25 in 2.5k.
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Monday's Europe rates/bond options flow included: 

  • OEF5 120.00/120.50 call spread sold at 4 down to 3.25 in 17.5k vs OEG5 120.00/120.50 call spread bought for 10 in 15k (rolling Jan into Feb)
  • ERG5 98.00/98.12/98.25c fly, bought for 1 in 4k
  • ERH5 97.75/98.12 call spread sold at 10 in 47k (vs 77, 77.5)
  • ERJ5 98.12/98.25cs vs ERG5 97.75/97.87cs, bought the April for -0.25 in 2.5k.