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Midmorning SOFR Options Roundup

STIR
Mixed trade in the first half leaning long delta w/better call structure buying, put unwinds:
  • +15,000 SFRK4 96.50 calls, 0.5 ref 94.73
  • +20,000 SFRZ4 96.00/97.00 call spds, 6.5 ref 95.07
  • -7,000 SFRM4 94.50/94.62/94.75 put flys, 5.75 vs. 94.735
  • -3,000 0QM4 95.50/95.87 call spd w/ 0QM4 95.50/95.93 call spd strip, 22.5
  • 2,500 SFRZ4 94.37/94.50/94.75/94.87 put condor vs SRH4 94.25/94.62/95.00 put flys 2.5

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