Category Archives: 30 Year US Tresury

Short Strangle – 30 Year US Terasury Bond Futures


SELL -3 STRANGLE /ZBZ4 1/1000 OCT 14 /OZBV4 145/129 CALL/PUT @0”12 LMT GTC Days to exp. = 59 ROC (max. profit) = 562.5/1654.13 =~ 34% The idea would be to take off the spread around 50% of max. profit.  Hence the actual … Continue reading

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Short Strangle – 30 Year US Terasury Bond Futures


SELL -4 STRANGLE /ZBU4 1/1000 SEP 14 /OZBU4 142/129 CALL/PUT @0”09 LMT Days to exp. = 47 ROC (max. profit) = 562.5/2279.00 =~ 24.7% The idea would be to take off the spread around 50% of max. profit.  Hence the actual ROC … Continue reading

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