TLT Convexity Desk

Pricing a sharp long-bond rally in TLT calls: where the upside convexity is cheap, and where it only looks cheap, on Moontower data

loading… Snapshot

Convexity shop

Click a row to select that expiry · Δ above picks the line

If the rally arrives

Value ÷ premium · ×0 is the maximum loss

Call IV by expiry

Hover an expiry · hover an event mark for its premium · click to select

Implied vs realized, 30-day · 2023 analog

Hover for the day · range above