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Early SOFR Options Roundup

  • Latest Block/cross at 0909:25ET
  • Block, 5,000 SFRM3 94.37/94.50/94.56/94.68 put condors, 2.0 ref 94.8075
  • Earlier trade includes:
  • +10,000 SFRU3 95.75/96.50 call spds, 6.5
  • +2,500 SFRN3 95.00/95.25/95.50 call flys, 3.0
  • 3,000 SFRV3 94.87/95.12 2x1 put spds, ref 95.385
  • 2,500 OQQ3 97.00/97.50/97.75 broken put flys ref 96.60
  • 1,200 SFRZ3 94.75/95.00/95.50 put flys, ref 95.44
  • Block, 2.500 SFRU3 94.62/94.87 put spds 5.0 over 95.37/95.62 call spds ref 95.05

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