1000% Implied Volatility In GameStop

Discussion in 'Options' started by Matt_ORATS, Jan 29, 2021.

  1. .sigma

    .sigma

    right, I did mention this scenario above, but Des lower wing was still 20pts OTM even so.. this is why he chose to do the 132C I believe, as he saw risk to the downside before the eventual up-move. But I agree with you man.
     
    #121     Apr 16, 2021
  2. taowave

    taowave

    The NVDA fly was delta long...You really think you would have sat there and watch the stock trade down from 600 to 460 without doing anything?

    Pure spec,but I am pretty dam sure Des either had some short stock against it,delta hedged or blew out of it...An 86 dollar debit isnt a tear up that you close your eyes and let go to zero..

    Just think how much you could have made of you put the fly on with the sock at 460 :)




     
    #122     Apr 16, 2021
    .sigma likes this.
  3. taowave

    taowave

    The 450/650/750 is a pure fly that was delta long..The fact that he chose 1x3x2 has very little to do with seeing risk to the downside..IMHO,he offset the position with some sort of short delta or blew out of it...Hes too good a trader to ride that shit down to 460...

     
    #123     Apr 16, 2021
  4. destriero

    destriero


    Yeah, I didn't have that on for long. Sorry, completely forgot about the trade. I closed it after the earnings report.
     
    #124     Apr 16, 2021
  5. taowave

    taowave

    Thanks Bro..Guys are looking at that trade in awe,not realising that unless you left the country,that was one gnarly little fly :)
     
    #125     Apr 16, 2021
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  6. destriero

    destriero

    I didn't even remember it, but I dumped it within a few days, post-report.

    I sold it post report on Feb 26 with shares at 550. It was a wash (-4, from notes). What's funny is that the GOOGL fly was my biggest winner of the quarter and was pinned to the body at OpExp.
     
    Last edited: Apr 16, 2021
    #126     Apr 16, 2021
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  7. destriero

    destriero

    I am strict about closing when spot trades inside my opening fill (intrinsic) on local flies (short gamma; not OTM at inception). I would never have held NVDA once it broke 536 (450 + 86 fill); barring gaps, etc.
     
    #127     Apr 16, 2021
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  8. .sigma

    .sigma

    just curious, how is it a pure fly? In my mind a “pure” fly (classic natural) is symmetric. Which would be the 550/650/750 121. But Dest fly had the downside leg 2/1 the upside leg.

    I didn’t mean to say the 132 structure is why the risk was too the downside, more so because of the placements of the wings.
     
    #128     Apr 19, 2021
  9. taowave

    taowave

    When I say pure fly,i mean it's not a broken wing,and the risk is the debit..

    Doest matter if it 1×2×1,1×3×2 or 1x4x3,etc...as long as the OTM wing/s limit risk to the debit as opposed to being short embedded verts,I call it a pure fly..

    The 450-650-750 1x3x2 breaks down to a 200 point 1x3,breakeven 750 ignoring debit/credit. (Distance between strikes/# of naked short options)

    Des was long 750 wings,limiting loss to the debit..If he
    Chose to reduce the 86 debit and bought the 800s,he would be synthetically short 2 750 -800 call spreads...Not a pure fly.Smaller debit,more upside risk..






     
    #129     Apr 19, 2021
    .sigma likes this.
  10. I think it’s going out of track. We need to understand the purpose of this forum. Trading needs to be done according to your understanding and comfort. Don’t focus on monetary benefits solely.
     
    #130     Jun 16, 2021