2.60Open3.89Pre Close10 Volume11 Open Interest75.00Strike Price2.60KTurnover24.28%IV1.39%PremiumDec 20, 2024Expiry Date1.58Intrinsic Value100Multiplier23DDays to Expiry1.02Extrinsic Value100Contract SizeAmericanOptions Type-0.6123Delta0.0871Gamma28.24Leverage Ratio-0.0326Theta-0.0244Rho-17.29Eff Leverage0.0708Vega
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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