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SOFR Options Roundup: Large Put Condor Roll

STIR
  • Large ratio put condor roll 5.5 net cr, narrowing strikes:
    • +28,953 SFRJ3 94.62/94.87/95.00/95.25 put condors, ref 95.075-.080 vs.
    • -27,153 SFRH3 94.62/94.87/95.12/95.38 put condors, ref 95.105-.085
  • Block, 1,500 +94.93/95.06/95.18 put flys, 2.5 net ref 95.105
  • 10,000 OQF3 96.00 puts, ref 96.07-.075
  • 3,000 SFRF3 95.00 puts, 1.0 ref 95.11-.115
  • Block, 2,000 SFRH3 95.12/95.18/95.25/95.37 call condors, 1.0 net ref 95.115
  • 6,150 SFRG3 95.31 calls ref 95.105-.115
  • Block, 3,750 SFRG3 95.18/95.31/95.43 call flys, 2.5

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