A Rachet System to lock in gains and limit the losses

Discussion in 'Options' started by thecoder, Oct 23, 2021.

  1. Overnight

    Overnight

    Which market? Indices are up a bit. As is Oil, NG, gasoline, gold, bitcoin, copper, etc etc blah.
     
    #11     Oct 24, 2021
  2. wmwmw

    wmwmw

    Indices were down after Sunday open, and now it reversed up. So if you have a trailing stop you would cut loss yet market is up now.
     
    #12     Oct 25, 2021
  3. thecoder

    thecoder

    Yes, of course, that's the whole idea of it.
    Ie. the MaxLoss is guaranteed at least for the end result (ie. when holding the options till expiration).
    On the way to there, the DrawDown can be more than the wanted MaxLoss, but with time things settle to the MaxLoss guarantee... This is due to the fact that options have an intrinsic time value that goes to 0 on the ExpDay, and also Volatility (ie. the IV) does not play any role anymore when the option expires at the end of the ExpDay; then only the current price of the underlying plays a role...
    This is Options Basics 101 :)
     
    #13     Oct 25, 2021
    Cabin111 likes this.