September 20, 2024 17:27 GMT
OPTIONS: Sizeable Put Spread Structures To Close A Busy Week
OPTIONS
Friday's Europe rates/bond options flow included:
- DUX4 107.20/107.50 call spread paper paid 4.25 on 8K
- DUX4 107.00/107.30/107.70 broken c fly, bought for 4.25 in 4k
- OEZ4 120.50/121.50/122.50c ladder sold at 11 in 1.8k (ref 60, 7del).
- RXZ4 135.00/136.50/138.00c ladder sold at 17 in 2k (ref 41, 3del).
- RXZ4 136.50/138.50cs bought for 34 in 1k.
- RX (27th Sep) 132p, bought for 2 in 3k (weekly)
- ERX4 96.87/96.75 put spread vs. ERZ4 96.87/96.75 put spread, paper paid 1.5 on 20K, buying the Nov. 30K of that structure lifted over the past 2 sessions.
- ERX4/ERZ4 96.87/96.75ps spread, bought the Nov for 1.5 in 10k
- ERZ4 97.00/97.125/97.25c fly, sold at 2.25 in 10k
- ERF5/ERG5 97.25p calendar spread, bought for 1.5 in 5k total
- SFIX4 96.65/96.55/96.35p fly bought for 1.25 in 2k
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