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Midmorning SOFR Options Roundup

STIR
Two-way call trade as underlying support gradually ebbs, vol sales via straddles:
  • +10,000 SFRU4 95.06/95.50 call spds 1.5 ref 94.81
  • +5,000 SFRN4 94.81/94.93 1x2 call spds 1.0 ref 94.815
  • -5,000 0QU4 95.50 straddles 51.5 vs. 95.75/0.32%
  • -5,000 0QN4 95.87 calls 9.5 vs. 95.725/0.34%
  • +5,000 SFRN4 94.75/94.87 1x2 call spds 2.0 ref 94.815

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