Buying puts on treasury bond ETFs

Discussion in 'Options' started by tradelosses, Jul 10, 2017.

  1. tradelosses

    tradelosses

    easy $ due to low IVs and high realized volatility. Perfect environment for option buyers. SPX puts are waaaaaay expensive but realized volatility of SPX is always very low.
     
    #1     Jul 10, 2017
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  2. Martinghoul

    Martinghoul

    Last time I looked implied was quite a bit higher than realised in rates as well...
     
    #2     Jul 10, 2017
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