0.08Open0.05Pre Close560 Volume672 Open Interest85.50Strike Price3.92KTurnover23.09%IV2.04%PremiumMay 7, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0732Delta0.1141Gamma2181.00Leverage Ratio-0.0396Theta-0.0002Rho-159.71Eff Leverage0.0073Vega
philip shaffer : yea 85 seems to be trumps breaking point everytime yields have hit that 5% mark or 85 on tlt he flips or softens his narrative
Derpy Trades OP philip shaffer : He knows we absolutely cannot afford yields that high, especially when we have to refinance.
philip shaffer Derpy Trades OP : yea plus they have long dated bond auctions this week so I'm expecting some type of softening or pull back from him this week
Derpy Trades OP philip shaffer :
That's actually something I pointed out in my last video. 10 yr notes and 30 yr bonds. Very important.