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Overnight Trade, Mixed Put Flow

Some sporadic upside call interest as underlying takes another large leg higher, but low delta call volumes not as robust as in Tsy options. Put trade mixed with some unwinds vs. new buys looking for a reversal. Implieds running firmer
  • 8,000 short Sep 96.75/97.25 put spds
  • 6,000 Jun 98.25 puts vs. short Jun 97.50/97.75 put spds
  • 3,500 short Mar 98.25/98.37/98.50 call flys
  • 5,000 short Jun 97.25/97.50 put spds
  • 4,000 Dec 98.12/98.75 put spds
  • 9,000 short Mar 97.87/98.00 put spds
  • 6,000 short Apr 97.68/97.81 put spds
  • Block, 5,000 Dec 99.00 calls, 11.5 vs. 98.26/0.18%

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