Blind Squirrel Macro

Blind Squirrel Macro

Share this post

Blind Squirrel Macro
Blind Squirrel Macro
TLT Put Ratio Backspread. Update.
Copy link
Facebook
Email
Notes
More
Live Acorn Updates

TLT Put Ratio Backspread. Update.

Time is now against us on this trade. We need to close it out in the next couple of weeks.

Jun 05, 2024
∙ Paid
1

Share this post

Blind Squirrel Macro
Blind Squirrel Macro
TLT Put Ratio Backspread. Update.
Copy link
Facebook
Email
Notes
More
Share

The long bond / TLT has rallied meaningfully against us on this position since early May.

Implied volatility in TLT 0.00%↑ has ticked up but not by enough to compensate for the fact that the spot price has now …

Keep reading with a 7-day free trial

Subscribe to Blind Squirrel Macro to keep reading this post and get 7 days of free access to the full post archives.

Already a paid subscriber? Sign in
© 2025 RDAM Advisory Pty Limited
Market data by Intrinio
Privacy ∙ Terms ∙ Collection notice
Start writingGet the app
Substack is the home for great culture

Share

Copy link
Facebook
Email
Notes
More