0.17Open0.17Pre Close2.77K Volume0 Open Interest98.50Strike Price33.25KTurnover21.23%IV1.30%PremiumAug 14, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.1984Delta0.2110Gamma671.31Leverage Ratio-0.1230Theta0.0008Rho133.19Eff Leverage0.0173Vega
104240685 : You're being conservative with the strike. If you sell an at-the-money put on TLT expiring in December, you're averaging close to 1% per month. Also, cash plus is 5.2 if I remember correctly. The cash yield from this strategy is 15%+.
Wenhao95 104240685 : Would you be kind enough to explain further? I would love to learn more about what you’re saying. Thankyou
104240685 Wenhao95 : Which part specifically?