0.60Open0.70Pre Close62 Volume135 Open Interest74.00Strike Price3.63KTurnover18.59%IV4.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.2412Delta0.0865Gamma142.18Leverage Ratio-0.0227Theta0.0124Rho34.29Eff Leverage0.0604Vega
Vanguard Extended Duration Treasury ETF Stock Discussion
So, what trading strategies can be considered for different rate cut scenarios?
1. Basic Logic: Interest Rates as the "Gravitational Pull" of Asset Prices
Interes...
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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