0.37Open0.35Pre Close1 Volume3 Open Interest65.00Strike Price37.00Turnover20.60%IV5.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.1623Delta0.0720Gamma226.83Leverage Ratio-0.0182Theta-0.0060Rho-36.81Eff Leverage0.0407Vega
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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