10000 IEF May19 106 went up in 1 block on the PHLX marked buy write. ?
Shares of iShares Barclays 7-10 year bond ETF (IEF) are up .20 to 106.82 today.? IEF is near the middle of the 52 week range.
- Paper traded 10000 IEF May19 106 puts for .60.?
- The ADV is 2700 contracts.?
- The OI is 20 contracts.
The volume went up in 1 block on the PHLX marked buy write. ?380000 shares traded in what looks like a delta neutral straddle but the direction is unclear.? There is a slight drop in IV and the stock printed lower so this could be a put and stock sale betting on less movement in IEF in the short term.? Given the recent volatility in bonds this would be a bolder bet.
- IV 30 is trading for 6.42. ?
- HV10 is trading for 4.5%.?
- IV 30 is trading above the HV 10.
iShares 7-10 Year Treasury Bond ETF (the Fund) is an is an exchange-traded fund. The Fund seeks to track the investment results of an index composed of the United States Treasury bonds with remaining maturities between seven and ten years.