April 22, 2024 15:49 GMT
SOFR Options Segue to Calls
STIR
SOFR option trade has segued from better downside puts in early trade to upside calls in late morning trade as underlying futures continue to pare losses - extending top end session range. Latest trade includes:
- +30,000 SFRK4 96.00 calls, 0.5
- -7,500 0QN4 95.00 puts, 6 vs. 95.585/0.18%
- +4,000 SFRM4 95.25/95.75 call spds, 0.75 vs. 94.74/0.06%
- +5,000 SFRU4 95.12/95.25 call spds, 2.0 vs. 94.90/0.05%
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