Rezultati pretraživanja
  1. prije 20 sati

    Further liquidation of big position amassed during Asian Hours: EDH1 98.625/98.875 call spread 2x3, selling the 2 legs at 0.5, 20K (-40K x +60K). I like to think that my write up on Monday started this...at least that's what I told my kids.

  2. prije 20 sati

    As a side note, the real market in that trade was 2-4. So giving up some serious edge!

  3. 4. velj

    vol has definitely picked up recently. Here's a look at the front quarterly contracts.

  4. prije 18 sati

    Quite a move in front vol over the last week!

  5. prije 18 sati

    Big trade: EDU0 98.75/99.25 call spread, paying 5.5 on 20K. Also, paid 6 vs 98.52 on 35K. Long ~100K coming into today. And this is why EDU0 lead on the rally! Painful for locals.

  6. prije 19 sati
  7. 4. velj
  8. 4. velj

    Big trade: Short June (E0M, EDM1) 98.375/98.50/98.625 put tree, paying 3 on 50K+. Looks like a new position.

  9. 4. velj

    Big trade: EDH0 98.375/98.50 call spread, selling 50K at 1.5 vs 98.33. Looks to be a liquidation as these were bought against 98.125 & 98.25 puts. But don't clap just yet. Some were put on when futures were trading around 98.545.

  10. 4. velj

    Vol coming in today. Apparently everything is fine!

  11. 4. velj

    Yesterday, I talked about the Asian Hours Block Trader and how the position, though directionally correct, was suffering due to the move in vol. I was expecting some adjustment soon and BOOM! EDH1 98.50/98.75 call spread, sold 20K at 11.

  12. 3. velj
  13. 3. velj

    Lost in all the commotion of the last week is this guy. Remember him? Directionally correct, but taking it on the chin due to the vol movements.

  14. 3. velj

    Remember the EDM0/Short June (E0M, EDM1) 98.375 put spread? paper was paying 1-1.25 for the June ~75K. Today, paying 1 for EDM0 83 vs E0M 98.50 puts, ~5K so far. A cheaper way to buy the EDM0 83 puts, as original trade now 3-4 for EDM0.

  15. 31. sij
  16. 31. sij
    Odgovor korisniku/ci

    EDH1 98.375/99.125 risk reversal is 4-5 for the call with futures trading 98.75 (midpoint).

  17. 31. sij

    No surprise here. Would certainly expect vol to be bid going into the weekend...

  18. 30. sij

    upside: EDM0 99.00 calls, paying 1.25 on 30K. And bid... Also, Red Pack (EDH1/EM1/EDU1/EDZ1) 100.00 call strip being bought, paying 6 ticks.

  19. 30. sij

    action: April (EDJ0) 98.375 puts vs May (EDK0) 98.25/98.375 put spread, paying 0.75 for the put spread, 10K. I would guess that this a closing of the April position and new may position. That put spread has been VERY popular!

  20. 30. sij

    More of the same: EDM0 86/88/91 call fly, paying 1.5 on 25K. Lots of June call flies last few weeks!

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