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Early Trade, Put-Centric

US TSY OPTIONS

Fading the rally in underlying carry-over put buying in 10s from overnight. Salient trade:

  • +18,000 TYX 131 puts, 14-16
  • +3,000 wk2 130.5/131 put spds, 4
  • Overnight trade
  • +6,000 TYX 130.75/131.5 put spds even over 132.75 calls
  • +2,000 TYX 129/130/131 put flys, 6
  • 2,000 FVX 122/122.5/123 put flys

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