Top 3 Eurodollar Option Trade Ideas

Futures Options Trade Idea

Futures Options Trade Idea

#1Eurodollar Options Trade Idea

Eurodollar Dec Put Spread (1×2)

After Friday’s frenzy in 1×2 Call spreads in Eurodollars, we thought it might be good to take a quick look at the much-neglected Puts while everyone is looking the other way. Here are 3 different strategies that might be useful as an RV trade or Hedge.

The EDZ 98.125/98.00 1×2 Put Spread, 115 days to expiry with the Futures around 98.16. Trades cheap at -0.02 (Z-Score -3.46) on a synthetic basis, payout @ 98.00.

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Eurodollar Options Trade Idea (cont.)

About the Author

George Austin is a co-founder of Pricing Monkey. Pricing Monkey provides financial derivative pricing and analytics software that helps improve understanding of complex derivative positions.