19700 TLT Dec 142/147 call spreads went up in 2 large blocks on the ARCA.?
Shares of the iShares Barclays 20+ year Treasury ETF (TLT) are up .73 to 136.53 today.? ?TLT is making a 52 week high.
- Paper traded 19700 TLT Dec 142/147 call spreads for 3.75 over 2.41.?
- The ADV is 51k per day.?
- The OI is 22034/417 contracts.
The volume went up in 2 large blocks on the ARCA.? These spreads appeared buy to close the lower strike and reopen on a higher strike.? A similar TLT Dec 143/148 spread traded as well so the trader is looking to keep the short calls at a higher strike if the volume looks as printed.
- IV 30 is trading 16%.?
- HV10 is trading for 8%.?
- IV 30 is trading at the HV 10.
iShares 20+ Year Treasury Bond ETF (the Fund) is an exchange-traded fund. The Fund seeks to track the investment results of an index composed of United States Treasury bonds with remaining maturities greater than 20 years.