Condor

Futures Options Trade Idea

June Eurodollar Skew Flattening

George Austin
April 9, 2020
Here are the Interest Rate options trades we are monitoring today.
Futures Options Trade Idea

Trade Idea - Steep June Eurodollar Put Option Skew

George Austin
April 2, 2020
Interest Rate option trades we are monitoring today. This structure caught our attention, as being an interesting value trade that was being executed.
Futures Options Trade Idea

Trade Idea - Eurodollar Options Put Skew Dislocation

George Austin
March 23, 2020
Interest Rate option trades we are monitoring today. This structure caught our attention, as being an interesting value trade that was being executed.
Futures Options Trade Idea

Trade Idea - June Eurodollar Interest Rates 98.50 Straddle

George Austin
February 11, 2020
Interest Rate option trades we are monitoring today. This structure caught our attention, as being an interesting value trade that was being executed.
Futures Options Trade Idea

Trade Idea: Gundlach Index (Copper/Gold * 100) vs US 10-Year Yields Is Drifting

George Austin
January 29, 2020
This might be useful if you’re looking for trade ideas across Copper/Gold and US 10-Years, the Gundlach Index (Copper/Gold * 100) vs US 10-Year Yields is drifting for the first time in a while.
Futures Options Trade Idea

Trade Idea - US Treasury Bond (USH) Puts financed with short US 5-Year (FVH) Puts

George Austin
January 13, 2020
Interest Rate option trades we are monitoring today. This structure caught our attention, as being an interesting value trade that was being executed.
Futures Options Trade Idea

Trade Idea: Mar Eurodollar 98.25 Straddle vs Mar 98.375 Put

George Austin
December 18, 2019
Eurodollar option trades we are monitoring today. This structure caught our attention, as being an interesting value trade that was being executed.
Futures Options Trade Idea

Trade Idea: Gold Option Implied Volatility vs US 10-Year Implied Volatility

George Austin
December 13, 2019
This is the same idea we had back in October which worked well that time, selling US 10-Year Vol (TY) vs Gold Vol, which as you can see here is diverging again.
Futures Options Trade Idea

Trade Idea Eurodollar Rate Options: Put Butterfly Trading Near 10-Year Lows

George Austin
December 6, 2019
Eurodollar option trades we are monitoring today. This structure caught our attention, as being an interesting value trade that was being executed.
Futures Options Trade Idea

Trade Idea Eurodollar Rate Options: Call Option Butterfly

George Austin
December 2, 2019
Eurodollar option trades we are monitoring today. This structure caught our attention, as being an interesting value trade that was being executed.