SOFR Options Trade Hedges 50-BP Fed Rate Hike in December
SOFR options trading remained light on Wednesday, November 11, due to the U.S. holiday closure of cash markets; however, a few executed trades continued Tuesday’s theme—market participants seeking add
VolFlash analysis
🔒 Direction
Magnitude ●●●●○
Horizon Days
VolFlash engine · 16481ms
SOFR options trade prices in 50 bps hike for Dec FOMC
- Large buy of SFRZ6 95.75 put (10k lots) hedges risk of 50 bps Dec hike
| Asset | Bias | Rationale |
|---|---|---|
| US 10-Year YieldINDEX^TNX | 🔒 Members only | 🔒 Members only |
| US Dollar IndexFXDX-Y.NYB | 🔒 Members only | 🔒 Members only |
🔒 2 more key points, asset bias and rationale are members-only · Unlock full analysis
Watchlist
- Fed funds futures Dec implied probability
- SOFR OIS spread (Dec tenor)
- Dollar Index
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Public information plus VolFlash reasoning. Not investment advice; no price targets.
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Published：2026-11-11 15:24:26 · Source：wallstcn · Automatically aggregated and analysed — verify against the original source.