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UPDATED EURODOLLAR VOLATILITIES
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MARKET COMMENTARY

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KEY

P = Put C =Call
^ = Straddle > = Spread
 
HOUSE

B/S

QTY

OPTION

PRICE

VOL %

TIME (E.T.)

STRAT
Local

Buy

2000

Rd Mar 85-86 C > vs. 9844 vs. Shrt Mar 83-86 C > vs. 9844

6

 

2:42:15 PM

CLICK
Local

Buy

2500

Mar 83-86-88 P Fly

4

 

1:43:28 PM

CLICK
Fimat

Buy

5000

Jun 92-95 C >

4.5

 

1:43:13 PM

CLICK
Lehman

Buy

1500

Shrt Feb 65 ^ vs. 9844

40

 

1:42:46 PM

CLICK
Goldman

Buy

3000

Jun 95-97 C > 1x2

1.25

 

11:20:00 AM

CLICK
Citi

Sell

1000

Sep 80 C

81

81.9

11:18:32 AM

CLICK
Citi

Sell

1500

Sep 80 C

82.5

67.6

10:56:10 AM

CLICK
CCM

Buy

10000

Jun 90-92 C > vs 82 P

1.5

 

10:45:27 AM

CLICK
Man

Buy

2000

Sep 93-96-98 C Fly w/ Sep 95-97-100 C Fly as a Stpd

3

 

10:44:51 AM

CLICK
Man

Buy

10000

Jun 92-95 C >

4

 

9:59:06 AM

CLICK
CCM

Buy

5000

Jun 92-95 C >

4

 

9:58:27 AM

CLICK
TJM

Buy

5000

Jun 92-95 C >

4

 

9:58:02 AM

CLICK
Cube

Buy

5000

Jun 92 C

6

84.1

9:48:34 AM

CLICK
TJM

Buy

2000

Grn Jun 80-82 C >

6

 

8:50:32 AM

CLICK
Man

Sell

3500

Mar 90-92 C >

7.5

 

8:50:12 AM

CLICK
UBS

Sell

3000

Mar 67 C vs 87.5

212.5

 

8:40:09 AM

CLICK
UBS

Sell

2000

Mar 67 C

212.5

 

8:39:58 AM

CLICK
UBS

Sell

2500

Mar 67 C

213

50.0

8:39:38 AM

CLICK
UBS

Sell

2500

Mar 67 C

213.5

 

8:25:02 AM

CLICK
CCM

Buy

5000

Jun 92 C

6

82.5

8:23:54 AM

CLICK
 

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