Condor

Trades we are monitoring today. this structure caught our attention, as being one of few value trades that was being executed. If you’re on the steepening track in the US, the recent drop in 30-Year Vol might be worth a look.
Trades we are monitoring today. If you’re also looking at the Silver Options this might be a trade that’s worth a look.
Trades we are monitoring today. this structure caught our attention, as being one of few value trades that was being executed. The market focus seems to be entirely centered on ramming up the value of Call structures.
Trades we are monitoring today. Volatility in Eurodollar (rates) looks very vulnerable despite falling last week. It still is an attractive sell.
Trades we are monitoring today. Volatility in Eurodollar (rates) looks very vulnerable despite falling last week. It still is an attractive sell.
Trades we are monitoring today. This is a good structure to checkout for a way to short volatility at these levels, the trade closed around -25.51 on Friday.
Trades we are monitoring today. This is a good structure to check currently as it’s trading very cheap (5-Year lows), and potentially covers a lot of potential risks to trades.
System alert this morning to check out the GCZ9 Put Fly with a sub 2 z-score. It trades closed around -6.96 last night (Pays a credit with breakeven at 1486.51).
Trades we are monitoring today. Dec20 Eurodollar skew has been on our radar for a while now, with our first trade idea being to buy the EDZ0 98.875/99.25/99.625 Call Fly, that trade still looks cheap.
Trades we are monitoring today. Selling Puts in Eurodoolars makes a lot of sense at these Vol levels, but paying sky-high for Calls doesn’t, Market Makers aren’t giving much away.