1.29Open1.60Pre Close8 Volume570 Open Interest59.00Strike Price1.03KTurnover16.17%IV0.52%PremiumAug 16, 2024Expiry Date0.99Intrinsic Value100Multiplier21DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.6433Delta0.1743Gamma41.44Leverage Ratio-0.0156Theta-0.0166Rho-26.66Eff Leverage0.0521Vega
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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