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Vol drifts lower

EGB OPTIONS SUMMARY

Option morning recap.

  • Despite a tight range in Futures, Nov Vol in Bund trend lower to 3.3% Bund:
  • RXX0 171p, bought for 3 in 5k
  • RXX0 172p, bought for 6 in 2k
  • RXX0 175^, sold at 121 in 250 (3.35%)
  • RXX0 173/176.5^^, sold from 24 down to 23 in 1.3k
  • RXX0/RXZ0 177c cal, bought for 28 in 2k
  • RXX0/RXZ0 173.5p cal, bought for 43 fin 1.5k
  • Schatz:
  • DUX0 112.30/40/50c, sold at 2 in 4.5K

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