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Overnight SOFR Option Roundup

STIR
Better put trade on net overnight, lighter volumes after less variance in underlying futures overnight (short end scaling back small portion of Wednesday's gains).
  • Block, 5,000 OQJ3 96.00/2QJ3 96.87 call spd, 40.0 net conditional curve
  • Block, 3,750 OQM3 97.00/97.62 call spds, 15.5 vs. 96.465/0.15%
  • 7,500 SFRK3 94.75/94.62 put spds vs. 95.75/95.87 call spds
  • 7,500 SFRM3 94.75/94.62 put spds vs. 95.75/95.87 call spds
  • 10,000 SFRZ3 94.50/95.50 put spds, ref 96.05 to -.045
  • 2.000 SFRK3 94.75/95.00/95.25 put flys, ref 95.58
  • over 13,700 OQM3 95.75 puts ref 96.53 to -.445
  • Block, 2,500 SFRJ3 95.43 calls, 54.0 vs. 95.55/0.55%
  • Block, 17,500 SFRK3 94.00 puts, 2.5-3.5
  • Block/screen, 4,000 SFRM3 94.75/95.25/95.75 call flys, 8.5

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