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 19 sati
  3. prije 20 sati

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

  4. 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.

  5. 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.

  6. prije 18 sati

    Quite a move in front vol over the last week!

  7. 4. velj

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

  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

    Interesting to note that last week were led by EDM0/EDU0 on rallies and today on a pullback, a more orderly curve with Reds/Greens leading the way. Gives you an idea where the pain is!

  12. 4. velj

    Lots of buys in EDH1: ~15K at 98.68.

  13. 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.

  14. 31. sij
    Odgovor korisniku/ci

    Thanks for the data driven posts, most importantly when the market was moving the opposite direction. Definitely prevented me from hitting the ejection button a few dozen times.

  15. 31. sij
  16. 31. sij

    is behind the curve. 10Y/03M Spread again inverted! Got ?

  17. 31. sij
  18. 31. sij

    Back at it today: EDM0 98.625/98.875/99.125 call fly, paying 1.75 on 25K. Lot of June call flies!

  19. 31. sij

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

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