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Options On Treasuries


Discussion in Treasury Notes and Bonds

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Options On Treasuries

  #1 (permalink)
GILD
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How do you calculate the premium for options on treasury futures?

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  #3 (permalink)
 
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 mattz   is a Vendor
 
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GILD View Post
How do you calculate the premium for options on treasury futures?

Throw the premium, strike price and the instrument and I will calculate for you.

Matt

Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
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GILD View Post
How do you calculate the premium for options on treasury futures?

They are quoted in 64ths. So, right now, the August 143 Calls in 30 year TBonds are 4 bid 5 ask.

4/64 * 1000 = $62.50

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Last Updated on June 6, 2014


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