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Overnight SOFR Option Roundup

STIR
  • Better overall call volume overnight with underlying futures trading firmer in the short end firmer as markets anticipate 25bp hike from the FOMC on Wednesday.
  • Block, 5,000 SFRM3 96.00/97.00 call spds, 20.5 ref 95.63
  • 19,000 SFRJ3 95.18/95.43/95.68 call flys, 11.0 ref 95.64 to -.615
  • 2,000 2QM3 96.68/96.87/96.93/97.12 call condors
  • 2,000 SFRK3 95.00/95.502x1 put spds ref 95.70
  • 5,000 SFRJ3 95.43 calls 55.5 ref 95.615 to -.645
  • 4,000 SFRJ3 94.62/94.87/95.12 put flys ref 95.675
  • 2,000 3QM3 97.50/98.00 call spds ref 97.03
  • 4,500 OQJ3 96.75/97.00 call spds, ref 96.94
  • 2,000 OQM3 98.00/99.00 call spds, ref 96.88
  • 4,000 SFRM3 94.12/94.37 put spds vs. SFRN3 94.00/94.12 put spds

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