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September Options Expiration Details

US TSY OPTIONS
September options expire this Friday, latest open interest below.
  • Large open interest in 10s and 5s in-line with prior June quarterly expiration, moderate amount of pin risk there as well if underlying futures hold around current levels. Options 0.5 tic ITM (0.25 tic for 5-, 2-yr opt's) are auto-exercised.
ExpiryCallsPutsTotalNearest ATM Strike (Totals)
Sep 30Y242,962204,413447,375165.5 (7,623C, 3,135P)
166.0 (14,735C, 10,893P)
166.5 (11,513C, 1,304P)
Sep 10Y881,2361,372,4392,253,675133.7 (12,958C, 33,153P)
134.0 (111,592C, 83,700P)
134.2 (29,384C, 23,250P)
Sep 5Y301,189549,047880,236123.7 (17,868C, 38,551P)
124.0 (43,900C, 44,184P)
124.2 (49,793C, 32,963P)
Sep 2Y1,1414,6725,813110.12 (0C, 2P)
110.25 (0C, 7P)

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