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Early SOFR Option Roundup

STIR
Better overnight put volumes gives way to pick up in calls in early NY trade as underlying climbs on StL Fed Bullard comments on tackling inflation in 2023, rise in implied hikes last few days pauses, terminal rate slips to 5.35% vs. 5.37% high.
  • SOFR Options:
  • 1,800 SFRJ3 94.62/94.75 1x2 call spds, 0.0 ref 94.67
  • Block, 6,000 2QH3 96.50 puts, 17.5 ref 96.43
  • 2,000 SFRU3 94.68/94.81/94.93 call flys ref 94.675
  • Block, 3,000 SFRZ3 96.25/97.00/97.50 call flys, 3.0 vs. 94.97/0.05%
  • Block, 5,000 SFRM3 94.87/95.50 call spds, 5.25 ref 94.685
  • 1,000 SFRM3 94.68/94.81/94.93/95.06 put condors ref 94.68
  • 10,000 OQM3 94.50 puts, 3.0 ref 95.78 to -.79
  • 2,000 SFRZ3 95.12/95.25/95.50 put flys ref 94.89
  • Block/screen, 5,000 SFRZ3 94.00/94.25/94.50 put flys, 3.0 ref 94.88
  • 4,600 SFRZ3 94.00/94.25/94.50 put flys ref 94.88
  • Block, 2,500 SFRM3 94.68/94.81/94.93/95.06 put condors, 2.75 ref 94.68
  • 3,000 OQJ3 95.50 puts, 13.5 ref 95.765
  • 2,000 OQM3 94.50 puts, 3.0 ref 95.79
  • 1,000 SFRH4 94.62/94.87 put spds vs. 3QZ3 96.12/96.37 put spds

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