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Large Nov'23 10Y Put Volume

US TSY OPTIONS

Large volume of in the money 10Y puts on the screen - November expires this Friday. Option desks noted an account has been buying the high-delta options in large size over the last week, open interest coming into the session: 54,230 107.5 puts, 49,559 in the 108.5 puts.

  • 50,000 TYX3 107.5 puts, 153 ref 105-22.5 and
  • over 47,000 10Y weekly 108.5 puts, 251

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