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Author: Conor Weldon

Weekly Interest Rate Options Review (6/18 – 6/22)

Jun 22, 2018

Conor Weldon

EURODOLLAR OPTIONS * The USA vs the world trade war helped ED option vol, however gamma in the fronts was…

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Weekly Interest Rate Options Review (April 9-13)

Apr 13, 2018

Conor Weldon

EURODOLLAR OPTIONS: * Once again, vol was lower across the ED complex on below average volume. Front months are at…

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Weekly Interest Rate Options Review (March 19-23)

Mar 23, 2018

Conor Weldon

EURODOLLAR OPTIONS: * Volatility took a tumble, particularly after the FOMC, and finished lower for the week. Red mids are…

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