Bearish on treasuries

I created a bear spread on IEF,  using a $0.50 credit  combo order to sell Dec 98 calls and buy Dec 101 calls.  The order filled at 0.57 and 0.07 respectively.   The straight market quote at the time for the spread was $0.40 (0.50 bid on the 98s and 0.1 ask on the 101s).


Leave a Comment