https://www.investing.com/news/economy/futures-muted-banks-extend-gains-on-high-yields-2734480 Nasdaq set to open lower as tech stocks extend declines (Reuters) -Nasdaq futures fell 1% on Monday as heavyweight technology stocks dropped on expectations of a high interest rate environment, while big banks extended gains after U.S. Treasury yields climbed to new two-year highs.
* T-note Date 2022/1/10 Future 1st price 128.010 month = 3 Future 2nd price 127.285 month = 6 Mothly sigma -1.5 Next month's average sigma -0.3 HV 0.0490 HV/σ 0.0 Daily STDEV 0.4 Monthly STDEV 1.6 Premium total: -2.48 Net Δ -0.1 Net Γ -0.2 Net Λ 20.8 VaR/Balance (V/B) [%] 0.2%