Neutral options strategy for 10-year Treasury notes due to oversaturated short market

Youtube

·

Original Report

↗ Youtube

A neutral options strategy on ZN (10-year Treasury notes) using a put and call spread, each half a point wide, is appropriate. This strategy is designed for a balanced risk-reward, with a maximum downside of $500 and a maximum upside of $500, anticipating a small rally due to an oversaturated short market.