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Mostly Call Condors And Flies Again Tuesday

OPTIONS

Tuesday's Europe rates / bond options flow included:

  • ERZ3 96.00/95.87/95.37 broken put ladder, bought for 3 in 20k
  • ERZ3 96.125/96.25/96.375 1x3x2 call fly trades -0.5 in 2k, buys the wings (receiving net credit)
  • 3RU3 96.75/97.00/97.62/97.87c condor, bought for 19.5 in 2k (this was bought for 19 and 19.25 in 6.5k Monday).
  • SFIQ3 94.55 call bought for 1 in 4k
  • SFIU3 94.15/94.35/94.55 call fly bought for 5.5 in 5k

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