1.77Open2.24Pre Close4 Volume264 Open Interest68.00Strike Price577.00Turnover17.78%IV0.28%PremiumMay 16, 2025Expiry Date1.11Intrinsic Value100Multiplier8DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.7167Delta0.1924Gamma48.65Leverage Ratio-0.0322Theta-0.0090Rho-34.87Eff Leverage0.0344Vega
Vanguard Extended Duration Treasury ETF Stock Discussion
So, what trading strategies can be considered for different rate cut scenarios?
1. Basic Logic: Interest Rates as the "Gravitational Pull" of Asset Prices
Interes...
1.1 Characteristics of U.S. Extended Duration Treasury ETFs
U.S. Extended Duration Treasury ETFs primarily invest in long-term Treasury bonds, with maturities typically exceeding 20 years, and in some cases, over 30 years. Here are their main characteristics:
High Sensitivity: Due to the...
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The $39 billion iShares 20+ Year Treasury Bond ETF ( $iShares 20+ Year Treasury Bond ETF (TLT.US)$ ) has lost 48% from its 2020 all-time high and is trading at its lowest point since 2011, according to data compiled by Bloomberg. At the same time, IHS Markit Ltd. data show that bets against the fund have risen, with short inter...
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