Underlying broadly weaker but off post-data lows.

  • -5,000 SRZ4 94.87/95.12/95.56/95.81 Iron Condor, 16.5 ref 95.11

  • +5,000 2QK4 96.25 straddles, 42.5 vs. 95.90/0.70%
  • -15,000 SRM4 94.75/94.87/95.00/95.12 call condors, 2.75-2.25 ref 94.73

  • -7,000 SRM4 94.87/94.93/95.00/95.06 call condors, 1.5-1.25 ref 94.74

  • +5,000 SRU4 94.62/94.87/94.93/95.06 put condor, 1.0 vs. 95.085/0.07%
  • -2,500 SRK4/SRM4 94.50/94.62/94.75/94.87 put condor strip, 10.5 ref 94.845

STIR: Post-Data SOFR Options Roundup: Vol Bid, Call Condor Unwinds

Last updated at:Apr-10 13:40By: Bill Sokolis

Underlying broadly weaker but off post-data lows.

  • -5,000 SRZ4 94.87/95.12/95.56/95.81 Iron Condor, 16.5 ref 95.11

  • +5,000 2QK4 96.25 straddles, 42.5 vs. 95.90/0.70%
  • -15,000 SRM4 94.75/94.87/95.00/95.12 call condors, 2.75-2.25 ref 94.73

  • -7,000 SRM4 94.87/94.93/95.00/95.06 call condors, 1.5-1.25 ref 94.74

  • +5,000 SRU4 94.62/94.87/94.93/95.06 put condor, 1.0 vs. 95.085/0.07%
  • -2,500 SRK4/SRM4 94.50/94.62/94.75/94.87 put condor strip, 10.5 ref 94.845

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