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OPTIONS: Straddles More Prevalent Than Usual Tuesday

OPTIONS

Tuesday's US rates/bond options flow included:

  • SFRH5 96.06c, traded for half in 4k.
  • SFRJ5 95.87/95.81/95.62p ladder, traded for 4 in 2k.
  • SFRK5 97.43c, traded for 0.75 in 2k.
  • SFRM5 95.93/96.06cs, traded for 1.5 in 7.5k.
  • SFRM5 95.68p, traded for 2.5 in 3k.
  • SFRM5 95.56/95.68/96.00/96.12 Iron Condor, sold at 2.25 in 3k.
  • SFRQ5 95.93^, bought for 34.5 in 2k.
  • SFRU5 95.93^, sold at 37 and 36.5 in 8k total
  • SFRU5 95.93^, traded for 37 in 2k and 36.5 in 3.5k.
  • SFRZ5 96.37/96.12/95.68p ladder, sold at 6.25 in 3k.
  • 0QH5 95.93/96.06/96.18/96.43c condor, traded 3.5 in 5k.
  • 0QM5 96.06 with 2QM5 96.00 straddle strip, bought for 93 in 1.5k.
  • 2QU5 96.62/97.00cs, traded 5 in 3k.
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Tuesday's US rates/bond options flow included:

  • SFRH5 96.06c, traded for half in 4k.
  • SFRJ5 95.87/95.81/95.62p ladder, traded for 4 in 2k.
  • SFRK5 97.43c, traded for 0.75 in 2k.
  • SFRM5 95.93/96.06cs, traded for 1.5 in 7.5k.
  • SFRM5 95.68p, traded for 2.5 in 3k.
  • SFRM5 95.56/95.68/96.00/96.12 Iron Condor, sold at 2.25 in 3k.
  • SFRQ5 95.93^, bought for 34.5 in 2k.
  • SFRU5 95.93^, sold at 37 and 36.5 in 8k total
  • SFRU5 95.93^, traded for 37 in 2k and 36.5 in 3.5k.
  • SFRZ5 96.37/96.12/95.68p ladder, sold at 6.25 in 3k.
  • 0QH5 95.93/96.06/96.18/96.43c condor, traded 3.5 in 5k.
  • 0QM5 96.06 with 2QM5 96.00 straddle strip, bought for 93 in 1.5k.
  • 2QU5 96.62/97.00cs, traded 5 in 3k.