60 years and multiple interest rate regimes will spit out nonsense. Way to train your ML with a scope as broad as your balls - you gotta have stones to take on unpaid risk like that and say that the past is a predictor of the future.

God speed

I use 840,000 as an indicator of risk - you’d hate to be assigned that.

1. So you sold a weekly and I assume dealt with that illiquid spread.
2. You chose a strike that doesn’t exist.
3. The IV of TLT’s options are at 15% of its 52-week IVP. You weren’t well compensated.
4. Inflation nor growth prospects should spike over the next month so your delta is stupid low, if you’re actually going to do this…
5. Screening bond etfs along side equity etfs for machine learning is stupid.

Wow you just provided the long side of that bet a cheap play. $700 for $840,000 of underlying exposure is a special kind of regarded. That you’ll get a 17% return on your margin is hilarious.

I hope this creeps close to ITM so you can sweat.

Fundamental traders get out even a security surpasses their target price. What the hell is so hard about that?