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OPTIONS: Rolls, Close-Outs, And Large Put Spreads Tuesday

OPTIONS
BulletMarketsFixed Income Bullets

Tuesday's Europe rates/bonds options flow included:

  • RXZ4 135c vs RXX4 136c, bought the Dec for 60 in 7k (ref 133.64)
  • OEX4 120.75c, sold at 5 and 4.5 in 5k
  • OEX4 119.75/119.25ps, bought for 33.5 in 2.5k vs RXX4 134.5/132ps, sold at 110.5 in 1k.
  • ERV4 97.25c, bought for 0.25 in 27k
  • ERV4 97.12/97.25cs, sold at 0.75 in 12k
  • ERM5 97.875/97.375ps 1x1.25, bought for 19 in 20k (ref 97.765, 27del)
  • 0RX4 97.875/97.75 put spread paper pays 4.25 on 8K vs. ERZ5 97.955
  • 0NZ4 96.50/96.70 call spread vs. 95.70 puts (vs. 96.23) paper paid 0.25 for the call spread on 4K
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Tuesday's Europe rates/bonds options flow included:

  • RXZ4 135c vs RXX4 136c, bought the Dec for 60 in 7k (ref 133.64)
  • OEX4 120.75c, sold at 5 and 4.5 in 5k
  • OEX4 119.75/119.25ps, bought for 33.5 in 2.5k vs RXX4 134.5/132ps, sold at 110.5 in 1k.
  • ERV4 97.25c, bought for 0.25 in 27k
  • ERV4 97.12/97.25cs, sold at 0.75 in 12k
  • ERM5 97.875/97.375ps 1x1.25, bought for 19 in 20k (ref 97.765, 27del)
  • 0RX4 97.875/97.75 put spread paper pays 4.25 on 8K vs. ERZ5 97.955
  • 0NZ4 96.50/96.70 call spread vs. 95.70 puts (vs. 96.23) paper paid 0.25 for the call spread on 4K