0.42Open0.42Pre Close0 Volume13 Open Interest70.00Strike Price0.00Turnover58.58%IV21.39%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.1110Delta0.0228Gamma138.12Leverage Ratio-0.0366Theta0.0036Rho15.34Eff Leverage0.0268Vega
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%) ...
No comment yet