Ishares Treasury Bond ETF 20+ Anni
Short
Aggiornato

OPENING: TLT MARCH/JUNE 120 PUT CALENDAR

109
... for a 1.56/contract debit.

Notes: TLT is in a really low implied volatility state (30-day at 9.5%) and at or near horizontal resistance in the 122-123 area. With a June hike being talked about in terms of timing of the next hike, I figured I'd put on a calendar to potentially benefit from that scenario, which would lead to a downturn in the underlying along with a volatility expansion, both of which would benefit this setup.

Not looking for much out of it: 20% max.
Trade attivo
Rolling the short put out as is to April at >50% max for a .58/contract credit. Scratch at 1.03.
Trade chiuso manualmente
Closing: For a .38/contract credit, a .65/$65 loser.

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