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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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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

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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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