Buy Atos through short put (AXI GR 08/17/18 P105 Equity)

  Atos is downgraded by 2 brokers (MS & CS) and consequently plunges by more than 5%. CS doubts about the FCF sustainability. Shares are at a 18 percent discount to the analysts' consensus target price. The…

Buy gamma on Nasdaq100 with a 2% net delta short

Buy call 7400 for 10% notional + sell NQU8 for 7% of NAV Implied volatility on the Nasdaq (see figure below white line) is back to its low range: We close it 2 vega above at…

Buy Baidu below 230 through call spread

  Baidu shares turn negative pre-market, giving up an earlier earnings-driven gain, as Google is reported to be pursuing a censored search engine for the China market. Baidu could lose significant search traffic and sales share if…

Short ESU8 2800 target 2700 stop 2850

    A bearish contrarian sentiment has just flashed on the S&P500, we go short for a target at 2700 with a stop at 2835. Then, option expiration oftens marks a reversal.  

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