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Overnight SOFR Options Roundup

STIR
Outright put and put spd buying, opening and position adjusts as underlying gradually prices in chance of more than 25bp hike(s).
  • over 6,000 SFRJ3 94.56/94.68 put spds, ref 94.71
  • Block/screen, 15,000 SFRZ3 94.5/95.00 2x1 put spds, 1.5 ref 94.935
  • 5,000 OQM3 95.62/96.25 strangles, check price, ref 95.775
  • 4,750 SFRM3 94.37/94.62/95.06/95.12 broken put condors ref 94.70
  • 1,250 SFRH3 95.00/95.06/95.18/95.25 put condors ref 95.0225
  • 10,000 OQU3 94.00/94.50/95.00 put flys ref 96.075
  • Block, 3,000 OQH3 95.37/95.62/95.87 1x3x2 call flys, 1.5 vs. 95.355/0.05%
  • Block, 20,000 SFRU3 94.00 puts, 4.0 ref 94.71
  • Block, 10,000 SFRU3 94.25 puts, 8.0 ref 94.71 to .715
  • Block, 10,000 SFRU3 93.75 puts, 2.5 ref 94.71
  • Block, 12,000 OQM3 94.50/95.12/95.75 put flys, 14.0 ref 95.76 to -.77
  • over 6,000 SFRM3 94.50 puts, 6.0 ref 94.71
  • 3,000 SFRJ3 94.37/94.62/94.87/94.93 put condors ref 94.70

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