Bonds

from past trades am short 115/112 TLT put spreads and long 139 /ZBU august/July expiry calls.  I am looking to sell the 145 calls for $2 if they get there.  That will give me a Max Payout of 5% AUM if for instance the stock market crashes.  If that were to happen I would lose 4% on equities and end up modestly ahead on the trade.  If equities finally bottom I still expect bonds to rally but unlikely to the full width of the 139/145 call spread.  For TLT I think the equivalent long Call ended up being 118 so writing the 123 calls at around your cost would be smart.  For unlevered long TLT, I don’t think you need to sell anything.  For those with way too much TLT risk perhaps sell 1/4 of your long 120 ish.

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