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Early SOFR/Treasury Option Roundup

US TSYS
Better interest in low delta put structures overnight, underlying futures trading weaker in the short end.
  • SOFR Options:
    • 4,000 SFRU3 94.93/95.06 put spds ref 95.155
    • 3,000 OQM3 96.18/96.43 2x1 put spds ref 96.565
    • 1,500 SFRN3 94.75/95.00/95.12/95.25 broken put condors ref 95.155
    • 1,500 SFRN3 95.06/95.12 put spds vs. SFRQ3 95.12/95.50/95.81 call flys ref 95.14
    • 3,500 SFRM3 94.56/94.62/94.75 put trees rev 94.89
  • Treasury Options:
    • 2,000 TYN3 109/110/111/112 put condors ref 115-24.5
    • 1,800 FVM3 111.25 calls, 3.5 ref 109-23.5
    • 3,800 FVN3 109.5 puts, 26-26.5 ref 110-13.5 to -13.25
    • 4,300 FVN3 109.25 puts, 21.5 ref 110-13
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