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Rolling Up German Shorts And Strikes

OPTIONS

Thursday's Europe bond / rates options flow included:

  • DUH3 106.30/106.40/106.50/106.60c condor, bought for 1.5 in 7k
  • OEH3 119.25/120.25cs, bought for 31 in 25k (Rolling up short position).
  • OEG3 117.75/117.25 put spread bought for 11 in 6.4k
  • RXH3 136/134ps, bought for 26, 24 in 9k (rolling up strikes).
  • ERM3 96.75/96.50/96.37p ladder vs 97.00c, bought the ladder for 1.25 in 10k
  • ERJ3 96.625/96.50/96.375 put fly bought for 2 in 6.5k

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