February 11, 2025 17:52 GMT
OPTIONS: Rates Call Condors Continue To Soar
OPTIONS
Tuesday's Europe rates/bond options flow included:
- ERJ5 97.875/97.9375/98.00/98.0625c condor, bought for 2 in 8.5k total
- ERK5 97.68/62/56/43 broken p condor bought for half in 3k
- ERM5 98.00/98.25/98.62 broken c fly, bought for 4 in 3k
- ERM5 97.9375/98.0625/98.1875c fly, bought for 3 in 6.5k
- ERU5 97.87/98.00/98.12/98.25c condor, sold at 3.5 in 3k
- ERU5 98.125/98.25cs vs 97.625p, bought the cs for 1.5 in 10k
- SFIM5 96.15/96.25/96.35/96.45c condor, bought for 1 in 5k
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