Inflation data took center stage this week as Core CPI (MoM & YoY) came in lower than expected, while PPI came in higher than expected - showing that higher costs have not been fully passed on to consumers. New Home Sales & Retail Sales were stronger than expected.
Vol was lower on the week (see attached spd sheet).
This week’s straddle report is a wide spreadsheet, best viewed full screen.
Open report full screen Download PDFsfrg6 9650 call paper paid 1 20kx ref 96.38
sfrg6 9712 call paper paid .25 25kx ref 96.375
sfrg6 sfrh6 9650 cs (tied 96.365 d10) paper sold 10k at 1
Sfrh6 9643 9656 9668 9681 call condor paper sold 15k @ 1.75 ref 96.39
sfrh6 sfrm6 9643 9656 9668 c fly sprd paper paid .75 10kx +sfrm6
sfrh6 9637 ^ paper paid 8 7500 ( ppr -5k)
sfrj6 sfrk6 sfrm6 9650 9637 p 1x2 strip paper paid 12-13.5 7500x ref 96.58
sfrj6 9662 9675 9687 c tree paper paid .00 25kx +1 leg
sfrj6 9643 9637 ps paper paid 1.5 10kx
sfrj6 9643 9631 ps paper paid 1.5-1.75 10kx
sfrj6 9650 9643 p 2x3 paper paid 3.5-3.75 50kx
sfrj6 9650 9643 9637 p tree paper paid 2.5 10kx
sfrj6 9650 9643 9631 p fly 2x3x1 (tied 96.54 d10 put) paper paid 4 5kx *2x 65p
sfrj6 9656 9650 9643 p fly paper paid .5 7500x
sfrm6 9650 9662 9687 brk c tree paper paid .25-.5 15kx 1 leg over
sfrm6 9637 9631 9625 p fly paper paid 1 5kx ref 96.59
sfrm6 9643 9656 9662 9675 c condor paper paid 2.25-2.5 50kx
sfrm6 9650 9662 9675 c fly paper paid 1.5-1.75 10kx
sfrm6 9650 9643 9637 p tree paper paid 1.5 10kx
sfrm6 9637 9625 9618 p fly 1x3x2 paper paid 1.5 10kx ref 96.58
sfrm6 9650 9643 9637 9631 p condor 1x1x2x2 paper paid 1.5 10kx
sfrm6 9656 9637 9618 pf paper sold 10k @ 7.75 ref 96.595
sfrm6 9637 9631 ps paper paid 1-1.25 25kx
sfrm6 9637 9625 ps paper paid 1.25 10kx ref 96.57
sfrm6 sfrz6 9687 9700 cs sprd paper paid 2.5 10kx
sfru6 9650 9637 p 1x2 paper paid 1.5 5kx ref 96.68
sfru6 9656^ paper sold 2k @ 31.5 ref 96.70
sfru6 9675 9712 c 2x3 (tied 96.76 d25) paper sold 4k at 12.25
sfru6 9675 9700 9725 9750 c condor paper paid 6 60k ref 96.76
sfru6 9643 9631 9625 p fly 1x3x2 paper paid 1.75 10kx Ref 96.75
sfru6/z6 9650 9631 p 1x2 stupid paper paid 2.5-3 10kx +1 leg in both
sfru6 9675 sfrz6 9681 ^ sprd paper paid 8.5 3kx
sfrz6 9850 call paper 2 10kx
sfrz6 9643 9631 9618 p fly paper paid 1.5-1.60 25kx
sfrz6 9643 9625 p 1x2 paper paid .00 5kx +2 legs ref 96.81
sfrz6 9700/9637 P 1x2 paper sold 7500 @ 24.5 ref 96.825
sfrz6 9681 ^ (tied 96.79 d02) vs 0qg6 9675 9687 strangle (tied 96.79 d12) paper sold 6k @ 33-32.5 -z6 ^
sfrz6 9675 9681 squash (tied 96.79 d95) paper sold 5k at 1.25 -calls
sfrz6 9750 9700 p 1x2 paper sold 12k at 6.75-6.5 -1 leg
sfrh7 9712 9662 p 1x3 paper paid .5 on 5kx ref 96.85 (+1 leg)
sfrh7 9700 9650 p 1x3 paper sold 5k @ .5 to .00 -3 legs
sfru8 9650 9550 p 1x2 paper paid 11 4kx ref 96.535
0qg6 9675 9662 ps (tied 96.84 d20) paper sold 10k at 2.5
0qh6 9712 9700 9675 9650 brk p condor (tied 96.87 d13) paper sold 10k at 5.75
0qu6 9687 9737 9787 c fly paper paid 6.75 5kx ref 96.695
0qu6 9675 9725 cs (tied 96.725 d26) paper sold 5k at 13.5
0qu6 9775 9800 c 1x2 paper paid 1.5 6kx +2 legs
2qh6 9687 9700 9712 9725 c cond paper paid 1.5 5kx ref 96.68
2qh6 9662 9643 9625 p tree paper sold 10k at 5.5 Ref 96.65
2qm6 9625 9600 p 1x2 paper paid 1-1.5 50kx ref 96.66
2qm6 9600 put paper paid 3-3.25 100kx ref 96.54
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