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Put Fly Strips And Upside Structures Feature Wednesday

OPTIONS

Wednesday's Europe bond/rates options flow included:

  • ERU3 96.125/96.25/96.375 c fly, sold at 4.25 in 2.5k
  • ERU4 97.00/98.00cs vs 95.75p, bought the cs for half in 12k
  • ERU4 96.37/96.25/96.12p fly with ERU4 96.12/96.00/95.87p fly strip, bought for 1.75 and 2 in circa 10k total.
  • OEX3 115.00/113.50 1x1.5 put spread paper paid 16.5 on 4K
  • DUV3 105.40/105.70cs, bought for 7.5 in 2.5k

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