8250 TLT Jan2017 127 puts and Jan 2017 140 calls went up in two blocks on the ISE marked straddle.?
Shares of the iShares Barclays 20 year+ Treasuries ETF are down 1.61 to 133.98 today. TLT is near the middle of the 52 week range.
- Paper traded 8250 Jan2017 127 puts and Jan 2017 140 calls for .22 net.
- The ADV is 89k contracts.?
- The OI is 5397 and 16k contracts.
The volume went up in two blocks on the ISE marked straddle.? The calls traded throught the bid at the time and as priced looks like a short call and long put combination.? The trade would do well on a crash in TLT between now and Jan 2017.
- IV 30 is trading for 14%.?
- HV10 is trading for 14%.?
- 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.