Free Trial

Volatility Offered

US TSY OPTIONS

Implied vol offered with underlying making session highs/off overnight levels, modest strangle and straddle sellers noted, skew continues to favor low delta puts

  • -2,000 TYJ 133/135 strangles, 35
  • -1,000 TYK 133.5 straddles, 150
  • 2,500 TYJ 132.5 puts, 20

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.