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Early SOFR Option Roundup

STIR
Decent volumes overnight with continued interest in call structures ahead this mornings employment data:
  • 2,000 OQH3 95.25/95.37/95.43/95.56 call condors ref 95.15
  • Block, 10,000 SFRK3 94.18/94.31 put spds, 3.5 ref 94.505
  • Block, 4,000 SFRM3 94.75/94.87/95.00 put flys, 1.0 ref 94.505
  • Block/screen, 5,000 OQJ3 96.00/2QJ3 96.87 call spds, 1.5
  • Block, 10,000 SFRK3 94.18/94.31 put spds, 3.5 ref 94.505
  • Block, 10,000 SFRM3 94.75/95.00 call spds, 4.25 ref 94.505
  • Block, 4,500 OQK3 94.62/95.00 put spds vs. 95.59/0.12%
  • 29,000 SFRN3 94.68/94.87 call spds, 6.0 ref 94.535
  • 7,000 SFRH3 95.00 calls, 0.5
  • 4,500 SFRM3 95.745 calls, 1.5 ref 94.515
  • Block, +5,000 SFRZ3 94.00/95.00 strangles 2.0-1.5 over 94.25/95.25 strangles
  • 4,000 SFRJ3 95.25 calls, 1.25 ref 94.52
  • 4,000 SFRM3 95.00 calls, 4.25-4.5 ref 94.525
  • 4,000 SFRM3 95.25 calls, 2.5 ref 94.52
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