0.28Open0.28Pre Close1 Volume0 Open Interest95.00Strike Price28.00Turnover13.33%IV2.69%PremiumAug 28, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.1668Delta0.0939Gamma397.30Leverage Ratio-0.0197Theta-0.0060Rho-66.25Eff Leverage0.0499Vega
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?