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Early Vol Buys Evaporating

US TSY OPTIONS
  • +1,500 TYM 132.5 straddles, 121, sellers TYK 132.5 straddles
  • +3,000 TYM 132/133 strangles, 56
  • Overnight trade
  • -10,600 TYM 133.5 calls, 16
  • +17,000 wk5 TY 131/131.5 put spds
  • -4,000 TYM 128/130.5 put spds vs. +TYN 127.5/129.5 put spds, 9 db
  • 2,800 FVM 122.5/123.25 put spds vs. 125 calls

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