advice for beginners; out of the money options contracts are wholly useless.

Discussion in 'Options' started by rtw, Apr 17, 2019.

  1. Robert Morse

    Robert Morse Sponsor

    I should have said not a consistently profitable process.
     
    #11     Apr 17, 2019
  2. :) Agreed! "Consistently profitable" would be sweet! <-- I think that is not in my wheelhouse!
     
    #12     Apr 17, 2019
  3. I agree that randomly (or systematically) is dangerous. Depending on your trade/process, you should observe that launching the trade at certain times is too risky, so avoiding those time (or altering of the trade to something more likely to work) may be called for. For example, my trades work more consistently when the SPX is in contango, so backwardation entries are no longer done!
     
    #13     Apr 17, 2019
  4. ironchef

    ironchef

    What exactly is contango? And backwardation?

    Thanks.
     
    #14     Apr 17, 2019
  5. "https://www.google.com/search?q=wha...1.69i57j0l5.5488j0j8&sourceid=chrome&ie=UTF-8"

    one way to monitor: "http://vixcentral.com/"
    Note that this relationship also holds for SPX option series directly as well (as long as you discount the near dated, such as <21DTE).

    Below is a TOS study (lower chart) indicating Backwardation of the front 2 months of /VX Futures in RED as a reference. Note that in this 5-year period, SPX was in Contango about 83% of the time!
    https://i.imgur.com/9t4e5sf.png
    The Y-axis of this study is %Contango! <0 is RED, > 6.77 is Green (slightly Contango is White)

    I might add, that this is appropriate for my entry duration (60-80DTE), so it may not be best fit for others!
     
    Last edited: Apr 17, 2019
    #15     Apr 17, 2019
  6. JSOP

    JSOP

    They are not totally useless. They just have to be traded very very carefully in order to be useful since the probability of them being useful is low. They can be quite profitable when the market movement is large and subsequently the price movement is large. They need volatility, big HUGE volatility. It's just that right now, the market is dead and since there is no volatility, then they are dead. One thing though, you need to buy those s*** long-term, like several months out or at least several weeks out if they are weeklies. Short-term contracts of these s*** gives you virtually no chance of profiting because you need to give them time to experience some possible market movement in the future. When the DTE is too short they won't have any chance to experience any volatility to profit, that's why they are so cheap. But the prob. is when they are longer term, they are also more expensive exactly compensating for the possible market movement that the underlying could be making cuz the MM wants to get their money's worth. You are only going to profit if there is EXTRA volatility that the MM hadn't account for and the price hasn't compensated for, e.g. MM thinks the volatility is going to be +(-) $4 and thus priced the option at $4, but the underlying moved so much that the price movement ended up being +(-) 10, that's when you profit, for that $6 (10 - 4) is yours and the MM goes bust if he/she hadn't hedged, James Cordier fashion. But the majority of the time, options are priced exactly or very close to reflecting its future price movement, i.e. if the price is $4, the movement ended up exactly +(-)$4, then there is no money to be made. You just paid $4 that ended up being $0 at expiration. If the option is OTM, then it's even harder to make money because its price sensitivity to the underlying price movement is even lower, less than 1 on 1, so in this case, if the underlying moves +(-) $4, it's only going to be moving +(-) $2, then of course if there is no *uncompensated* price movement, i.e. *extra* volatility, they go straight to $0, even before their expiration.
     
    #16     Apr 17, 2019
    Epicurus and ironchef like this.
  7. ironchef

    ironchef

    Thanks but they don't explain why it is called Contango or Backwardation?
     
    #17     Apr 17, 2019
  8. Overnight

    Overnight

    Contango is where a future price has to rise to meet the current spot price. Backwardation is where a future price has to fall to meet a current spot price.
     
    #18     Apr 17, 2019
  9. Overnight

    Overnight

    Ahh shit, I see this is the options section. Damn it!

    Sorry guys, I dun think those terms are applying here in the truest sense. Damn it, @Magna or @Baron , can you ban me from this section so I do not see it? All I do is reply to new posts from the main page, and I wind up here on many occasions. I do not see a way to block this options section.

    Please be a dear and block my access to the options sections. Options are crazy!
     
    #19     Apr 17, 2019
  10. JSOP

    JSOP

    Why avoid us? Join us!!! Options are fun until they are not... :)
     
    #20     Apr 18, 2019