Wednesday, 15 January, 2020
***Huge Sterling option volume today – over 500k now***
***Huge Sterling option volume today – over 500k now***
510k of sterling options have traded so far today…452k of Calls vs 58k of puts
Highest volume strikes:
L H0 9950C 91k
L H0 9937C 56k
L M0 9950C 37k
L H0 9962C 34k
Summary of main trades:
L G0 9937C paid 5.5 total 16,000 vs 9939 56%D
L G0/H0 9950.62 CS Cal ppr pays 0.5 x10,000 (+H0)
L K0 9950/62 CS ppr pays 0.75 x4000
L H0 9950C ppr pays 1 x10,000
L H0 99.375P ppr pays 4.25 x4000
L H0 9937/50/62 cfly ppr pays 3.5 x6000 (Pre data)
L H0 9937/50/62 cfly ppr pays 4.25 x5000
L H0 9937/50 1×2 ppr pays 4.25 x5000
L M0 99.62/75 CS ppr pays 1.25 x15,000
L M0 9950/62/75 cfly ppr pays 1.75 x5000
L M0 99.00/12/37/50 ccondor ppr sells 12k @ 5.5 vs 43/43.5 25%d
L M0 9925/12/00 pfly ppr pays 1 x4000
L M0 9925/37/50 cfly ppr pays 2.75 x2000
L Z0 9950/37/25 pladder ppr pays 1 x2700
L Z0 99.25/37 combo ppr pays 2 x3000 (vs 46.5 +P -C)
L J0 9950/62/75 cladder vs 2LJ0 9950/62 CS ppr pays -0.5 x2000
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