0.35Open0.35Pre Close0 Volume48 Open Interest57.00Strike Price0.00Turnover12.30%IV2.60%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1533Delta0.1913Gamma581.60Leverage Ratio-0.0123Theta-0.0023Rho-89.16Eff Leverage0.0238Vega
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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