Late SOFR/Treasury Option Roundup

Early downside puts gave way to some chunky upside call buying Monday as underlying SOFR and Treasury futures recover from weak opening levels, gap higher following disinflationary ISM services miss.

• SOFR Options:
  • 10,000 SFRM3 94.68/94.75/94.81put flys ref 94.73 to -.7275
  • Block, 6,000 OQU3 98.00 calls, 4.5 ref 96.37
  • over 8,000 OQM3 95.87/96.00 put spds, 15.5-16.0
  • Block, 30,000 SFRH4 97.00/98.00 call spds, 10.0 ref 95.43
  • Block, 5,000 SFRU3 94.00/94.50 put spds, 7.0 ref 94.765
  • over 11,600 SFRU3 98.00 calls, 1.5 ref 94.77
  • Block/screen 9,500 SFRU3 94.50 puts, 10.5 vs. 94.75 -.755/0.32%
  • 1,500 SFRZ3 94.75/94.93/95.12 put flys, ref 95.025
  • Block, 4,000 SFRN3 94.56/94.81 put spds, 11.0 ref 94.775
  • 1,000 SFRQ3 94.62/94.75 put spds ref 94.76
  • 1,000 SFRU3 94.43/94.56 put spds vs. 95.00/95.12 call spds
• Treasury Options:
  • 3,000 TYN3 113.75 straddles, 137
  • 2,000 USN3 130/133 call spds, 28 ref 128-02
  • over 7,000 TYN3 111 puts, 5 ref 113-31.5
  • over 28,000 FVN3 112 calls, 2 ref 108-20.5 to -22.75
  • 3,200 FVQ3 109.5 calls, 29.5 ref 108-15
  • 7,500 FVQ3 106.75 puts appr 6.5 over 110/112 call spds ref 108-11
  • over 6,800 TYN3 112.5 puts, mostly at 26 ref 113-16.5
  • 1,700 FVN3 107.5 puts, 17.5 ref 108-12.5
  • 1,000 TYU3 115/117/119 call flys ref 113-14
  • 1,250 TYU3 110/111.5 put spds, ref 113-14
  • 2,500 TYN3 116 calls, 8 ref 113-16.5
  • 1,250 TYN3 113.5/114 put spds ref 113-18.5