1.35Open0.60Pre Close4 Volume22 Open Interest57.00Strike Price540.00Turnover13.24%IV0.33%PremiumJul 19, 2024Expiry Date1.16Intrinsic Value100Multiplier11DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.8293Delta0.1886Gamma42.30Leverage Ratio-0.0222Theta0.0143Rho35.08Eff Leverage0.0257Vega
Vanguard Long-Term Treasury ETF Stock Discussion
Portfolio 1 consists of:
$SPDR S&P 500 ETF(SPY.US)$ (70%)
$Invesco QQQ Trust(QQQ.US)$ (20%)
$Vanguard Long-Term Treasury ETF(VGLT.US)$ (10%)
Aim: to capitalise on the growth sector while maintaining some of that “diversification” that comes from SPY and VGLT
Portfolio 2 consists of:
$Invesco QQQ Trust(QQQ.US)$ (60%)
$Consumer Staples Select Sector SPDR Fund(XLP.US)$ (20%)
$The Health Care Select Sector SPDR® Fund(XLV.US)$ (20%) ...
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