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Thank you everybody for your responses, but the original question still remains: "How does “Yield To Maturity” actually materialize in an ETF that is constantly rolling bonds and therefore many won't ever reach maturity". Does anyone know?

Hello everyone, Right now, at the iShare’s official webpage, TLT is listed with a “Yield" of 2.90% and a "Yield To Maturity" of 4.00%. I understand that the difference is because many of the bonds currently held in TLT trade below par at the moment. However, I struggle to understand how that...

I am trying to find any website or charting platform where I can see the following data: Bloomberg US MBS Index OAS Agency MBS issuance Fed's MBS purchases Any suggestion on where I can get up to date info on any of those 3 items? Google is not helping. Thanks!

Remember that the dividends (and interest rates) are already baked into the prices. So, you will receieve less money from your short call and you will pay more for your long put, and that net debit will be equal to the sum of dividend plus interest rates. In short: no arbitrage possible... That...

Upon a bit more of research on the topic, it seems like the only difference between owning a stock downright vs owning its synthetic (long call + short put + bond) is the tax treatment. At first I thought that the synthetic would win out as it requires a lower capital outlay, but it's not quite...

Thank you BlueWaterSailor, I appreciate the contribution.

Thank you VERY much, super useful response. Do I understand, then, that the dividend part of the "basis" is repriced every quarter, thus adjusting the prices of the call and the put overnight on the date the dividend is paid out? Again, thank you for sharing your knowledge!

Thank you for the response, BlueWaterSailor. I am not aiming to exploit any arbitrage. I am simply looking to learn how exactly future dividend payments reflect into the prices of the put+call forming the synthetic long. Let me rephrase: when you own the stock, the dividends roll in every...

Hello all! There's a dividend-paying stock that I am looking to own, but I would rather own it via a synthetic long (buy a long-term ATM call and sell a long-term ATM pull). My question in particular is about the dividend itself: as you hold the synthetic long, does the dividend get somewhat...

Agreed. They are derivatives of #1, but they help me complete the picture from a visual point of view.

Hello all! Can anyone point out how to get ThinkOrSwim (or any other platform) to draw the different versions of the volatility skew chart for any ETF? In particular, I am looking for... 1) IV (Y axis) vs Strike (X axis) 2) Premium (Y axis) vs Strike (X axis) 3) Extrinsic value (Y axis) vs...

Thank you, that is a very good point :thumbsup:

Not a useful comment... :thumbsdown: And here I thought this was a discussion forum to exchange ideas... Please avoid participating in the thread if you dont have a valid contribution as per the original post - we are adults here, nobody has time for snarky comments.

Hello all! I am looking for a tech ETF ticking the following boxes: 1) Profitable tech only: profitable companies with positive cashflows, solid balances, reasonable debt, reasonable P/Es, not dependent on investors and easy monetary policy to survice, etc. Basically, ETFs based on companies...

Thank you SunTrader. Can you be think of one more ticker for each category to complete the list? I am looking for a 5th ticker that is not reduntant, meaning not directly correlated to the ones already in the list (like for example ARKK if I already got QQQ). Thanks!

I am creating a dashboard with a number of metrics. One of them is "Risk ON vs Risk OFF sentiment", where I follow 10 diversified tickers or asset classes that best represent each market sentiment. This is what I got so far: RISK ON: 1. QQQ 2. BTC 3. VWO 4. XLI 5. RISK OFF: 1. TLT 2. GLD 3...

Any other recommendation for educational books aimed to youngsters?

My son, aged 16, is showing interest as he sees me managing the family's portfolio, looking at charts, reading market data, etc. I have tried teaching him the basics of trading and macroeconomics, but I am just not a talented teacher :( Can anybody recommend any introductory educational...

BUMP! Any suggestion for an option-based vehicle to hedge off against unexpectedly aggressive rate hikes? Thanks!

I prefer to manage my risk via options than via stop losses, I just find them more flexible and they protect me better in case of price gaps or liquidity dry outs. Also, I like to gain exposure on my long term positions through deep ITM LEAPs (80+ delta) which carry very small extrinsic value...