Trade idea
ZN selling puts
The speaker is selling June 108 puts in ZN (10-year Treasury Notes) at around 30 ticks. The trade is based on the expectation that the price will not fall below the strike price, allowing the seller to keep the premium. The speaker mentions a pop of 70% and an IVR of 37, indicating a potential profit if the market moves as expected. The trade is considered a good opportunity due to the high IVR and the potential for a significant move.
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Strategyselling puts
Assetfutures
ExpirationJune
Time horizon39 days
Entry / triggerwhen the put price is around 30 ticks
Target / exitpop of 70%
Invalidation / stopif the price moves significantly against the trade
Speakerspeaker
Structure / legs
- June 108 puts
Risks
- Market volatility
- unexpected price movements
- changes in interest rates affecting the underlying asset
high confidenceVerify in video at 14:00 ↗