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Midmorning SOFR Option Roundup

STIR
Earlier Mar'25 call spread - carry-over from late last week followed by modest put spread volumes while underlying futures inch off early session lows.
  • +5,000 SFRZ4 94.68/94.93/95.81/96.06 Iron Condor 8.0 vs 95.16
  • +12,000 SFRM5 95.25/95.75 put spds 2x1 1.75-2.0 ref 95.72
  • +5,000 2QU4 96.12/96.37 put spds 11.75 vs. 96.315
  • +5,000 0QN4 97.12 calls 0.25 ref 95.925
  • +20,000 SFRH5 96.75/97.75 call spds, 4.75 ** adds to appr $150k bought last Thu-Fri

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