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Early SOFR Option Roundup

STIR
  • Slightly better call structure trade overnight, overall volume modest, however.
  • 1,500 SFRJ3 95.06/95.43/95.81 put flys ref 95.05
  • 1,750 OQJ3 96.18/96.37 2x1 put spds, ref 96.505
  • over 6,000 SFRJ3 95.25 calls, 3.75 ref 95.045
  • 3,000 SFRZ3 96.00/96.50/97.00/97.50 call condors, ref 95.69
  • 1,000 OQZ3 95.50/95.75/96.25/96.50 put condors, ref 97.02
  • Block, 4,000 SFRH4 97.50/98.50 call spds, 11.0 ref 96.175
  • Block, 4,000 OQU3 97.50/98.50 call spds, 8.5 ref 96.865

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