Shares of iShares Barclays TIPS Bond fund (TIP) are down .14 to 111.05 today.? TIP is in the middle of the 52-week range.
Today paper traded 7189 TIP Feb 111 calls for .70.? ADV is 261 contracts.? The OI is 12 contracts.
The .70 buy was followed by 4k more contracts.? The calls are offered at .60 currently.? The opening call buy is making a bit TIP?s start moving back up to highs.
?30-day implied volatility is 5%.? ?10-day implied volatility is 4%.? 30 day implied volatility is trading above the 10 Day Historical volatility.
iShares TIPS Bond ETF (the Fund), formerly iShares Barclays Treasury Inflation Protected Securities Bond Fund, is an exchange-traded fund (ETF).?