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March Quarterly Option Expiration

US TSY OPTIONS
March options expire Friday, latest open interest as of Thu's close below. Large open interest in 10s in the 127 strike, could present some pin risk if underlying extends climb from current level of 126-24 (+10.5).
  • Options 0.5 tic ITM (0.25 tic for 5-, 2-yr opt's) are auto-exercised.
ExpiryCallsPutsTotalNearest ATM Strike (Totals)
Mar 30Y234,949180,934415,883152.5 (2,110C, 1,386P)
153.0 (5,857C, 9,157P)
153.5 (8,612C, 3,753P)
Mar 10Y1,052,851880,7331,933,584126.50 (30,461C, 69,590P)
126.75 (16,021C, 7,974P)
127.00 (72,003C, 154,381P)
Mar 5Y595,302461,8691,057,171118.0 (14,415C, 32,775P)
118.2 (21,626C, 32,393P)
118.5 (11,540C, 61,244P)
Mar 2Y12,53328,66541,198107.62 (5C, 0P)
107.75 (2,100C, 250P)

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