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Early SOFR/Treasury Options Roundup

US TSYS
Overnight option trade more pared compared to the better upside call trade in the prior session. Slightly better put trade as accts fade the carry-over support in the underlying since Thursday's sharply weaker than expected Philly Fed Mfg Index.
  • SOFR Options:
    • 10,000 SFRK3 94.62/94.75/94.81/94.87 put condors ref 94.915
    • 4,000 SFRK3 96.12/96.18/96.56/96.68 call condors ref 94.915
    • 3,000 OQZ3 96.25/96.50 put spds vs. 2QZ3 96.50/96.75 put spds
    • 2,250 SFRM3 94.37/94.56/94.75 put flys, ref 94.91
    • 4,000 SFRK3 95.00/95.12 call spds, ref 94.925
  • Treasury Options:
    • 4,000 FVK3 109.5 puts, 9 ref 109-14.75
    • 4,400 FVM3 108 puts, 17 ref 109-12.75
    • 5,000 FVM3 108.25 puts, 21 ref 109-13.5
    • 11,000 FVM3 111 calls, 19 ref 109-13.75 to -12.75
    • 5,000 TYM3 110 puts vs. 4,000 TYM3 111 puts ref 114-22
    • 5,000 TYM3 117 calls, 24 ref 114-24.5 to -26.5
    • 1,000 TYM3 115.5/117/118.5 call flys
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