0.37Open0.34Pre Close3 Volume20 Open Interest75.00Strike Price119.00Turnover20.34%IV4.03%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.2079Delta0.0767Gamma172.69Leverage Ratio-0.0243Theta-0.0082Rho-35.91Eff Leverage0.0527Vega
Vanguard Extended Duration Treasury ETF Stock Discussion
1.1 Characteristics of U.S. Extended Duration Treasury ETFs
U.S. Extended Duration Treasury ETFs primarily invest in long-term Treasury bonds, with maturities typically exceeding 20 years, and in some cases, over 30 years. Here are their main characteristics:
High Sensitivity: Due to the...
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The $39 billion iShares 20+ Year Treasury Bond ETF ( $iShares 20+ Year Treasury Bond ETF (TLT.US)$ ) has lost 48% from its 2020 all-time high and is trading at its lowest point since 2011, according to data compiled by Bloomberg. At the same time, IHS Markit Ltd. data show that bets against the fund have risen, with short inter...
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