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May Serial Options Expiration, Final Strike Details

US TSY OPTIONS

Reminder, May serial ops expire Friday. Decent amount of options coming off the sheets for a serial expiry -- though accts have been active unwinding/rolling to avoid pin risk. Options 0.5 tic ITM (0.25 tic for 5-, 2-yr opt's) auto-exercised.

EXPIRYCALLSPUTSTOTALNEAREST ATM STRIKE TOTALS
May 30Y242,975129,465372,440157.50 w/ 11,884 (8,525c, 3,359P)
158.00 w/ 20,218 (11,634c, 8,584P)
158.50 w/ 5,363 (3,564c, 1,799P)
May 10Y615,505802,4551,417,960132.00 w/ 91,540 (41,606c, 49,934p)
132.25 w/ 29,153 (12,962c, 16,191p)
132.50 w/ 65,527 (41,430c, 24,097P)
May 5Y260,175282,412542,587123.75 w/ 43,468 (24,252c, 19,216p)
124.00 w/ 65,102 (46,953c, 18,149p)
124.25 w/ 27,249 (21,674c, 5,575p)
May 2Y1,1869,35710,543110.38 w/ 7,014 (1,075c, 5,939p)
110.50 w/ 2,251 (101c, 2,150p)

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