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Overnight Trade Roundup, Call Volume Up, Vol Offered

US TSY OPTIONS
Seeing decent upside call buying fading the sell-off in underlying or simply taking profits on tactical shorts. Not seeing much in the way of unwinding downside puts, however. Option desks also reporting early vol selling via Apr and May 127 straddles.
Just out: -10,000 TYJ 127 calls from 51-50 vs. 126-26.5/0.47%
  • +35,000 TYJ 130 calls mostly 11
  • +10,000 TYJ 126.5 puts, 36-40
  • +5,000 TYK 123/124 put spds, 9 ref 126-27
  • Block, 5,000 TYJ 126 puts, 33
  • Block, 20,000 FVJ 117.25/118 put spds, 24.5-25 ongoing: 30k Blocked/traded Monday at 14.5

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