A trade went bad, kind of... :-)

Discussion in 'Options' started by earth_imperator, Aug 2, 2022.

  1. fix: in OP I wrongly wrote that ExpDate is Jan-2022, of course Jan-2023 is meant :)
     
    #11     Aug 2, 2022
  2. zghorner

    zghorner

    Being short vol in this environment without a hedge of some kind is begging to be sent to trader heaven. Please sweet baby infant Jesus take a break from naked options until you have a bit more of a handle on them.
     
    Last edited: Aug 2, 2022
    #12     Aug 2, 2022
    earth_imperator likes this.
  3. donnap

    donnap

    Yeah, those are some of the decisions that traders may have to make.

    The put is about $5 ITM. Last trade 5.48 one lot. Was that you OP?
     
    #13     Aug 3, 2022
    zghorner likes this.
  4. No, I still have it open. I just looked: my opening trade was on Jul-07 when USpot was at 5.62 and of the said Strike 7.5 the Bid=4.90 Ask=5.60, filled at 4.95. Ie. that Put was already about 7.5 - 5.62 = 1.80 ITM when I opened it.

    These data I can read from the screenshots I always make of any such openings and closings,
    b/c the brokers unfortunately don't save such IMO important data like the USpot, and of the option the Bid, Ask, IV, at the time of the filling, but these data is IMO important for the trader.

    I have two open orders on that position:
    - Buy-to-Close at profit >= 25% (seems very unrealistic atm; the calc is based on chg% in premium, not real profit% as this is only about half of it)
    - Sell-to-Open (ie. doubling down) @ Premium 6.55 (will maybe even set it some higher :))
    It could make sense if after that the EV car production finally starts and the stock again rises...
     
    Last edited: Aug 3, 2022
    #14     Aug 3, 2022
  5. Thx, true. Just learning the bitter lessons of Mr. Market... :)
     
    #15     Aug 3, 2022
  6. @zghorner, coming back to this statement of yours:
    "Being short vol in this environment without a hedge of some kind is begging to be sent to trader heaven."
    Can you explain it a little bit: does in this case of USpot crashing your above saying of "being short vol" apply?
    B/c IV has stayed the same. So, IMHO rather unconditionally (ie. regardless of vol) one should have a hedge. Isn't it?
     
    #16     Aug 3, 2022
  7. fix: in the OP I wrongly said "ATM", it wasn't ATM. Fixed in this posting. Sorry for the confusion.
     
    #17     Aug 3, 2022
  8. zghorner

    zghorner

    what are you calling "USpot"? US spot as in the dollar index? I don't understand the relation.

    and IMO selling options without a hedge simply for the sake of collecting the premium is always a bad idea.
     
    #18     Aug 3, 2022
  9. USpot; Spot of the underlying
     
    #19     Aug 3, 2022
  10. zghorner

    zghorner

    gotcha. so in this case, yea you obviously should have had a hedge even though IV hasn't increased (the only time I would argue not to is if perhaps you wanted to actually acquire the shares). But one smart thing you did (probably the smartest thing you can do when selling options), was wait until IV was high to sell...

    upload_2022-8-3_10-59-16.png

    on a second look, on your purchase date IV for Jan options (green line) was 190%...so not THAT much higher than now...still better than the opposite situation.

    So the question is, do you expect IV to drop enough moving forward to make holding a loser worth it? Doubt.
     
    #20     Aug 3, 2022
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