0.85Open0.60Pre Close8 Volume36 Open Interest58.00Strike Price680.00Turnover12.45%IV1.36%PremiumAug 16, 2024Expiry Date0.01Intrinsic Value100Multiplier21DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type0.5490Delta0.2249Gamma72.51Leverage Ratio-0.0207Theta0.0185Rho39.81Eff Leverage0.0560Vega
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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