Are options a waste of time and money? (pun intended)

Discussion in 'Trading' started by wxytrader, Jul 22, 2023.

  1. Fark 66:1 reward risk that is some wicked juice right there if ya can get it. Good to see you back posting Dest the options section has been missing some useful content of late.
     
    #161     Jul 24, 2023
    nbbo likes this.
  2. Let's see how my stone soup is coming along...;)

    IWM
    ATM IV 20.46% 1.73
    25 delta call IV 22.20% @ .57
    25 delta put IV @25.84% @ .61

    So this is a reverse skew which is pretty normal for index funds. As I understand it puts are generally more expensive because since the crash in 1987 traders put more weight on buying puts for protection than calls for speculation.

    It is also a volatility smirk since the outer strikes have higher volatility than the inner strikes but IV is skewed more to the downside.

    Great. So the "edge" would be buying puts in a forward skew because it should return to a reverse skew and IV/price will increase? Or selling calls that will come down in IV/price? Isn't this the same as looking at the chart for pullbacks? Pull backs are one of the most measurable, and predictable characteristics about price action.

    Also, the VIX is 14.20 right now...will a forward skew develop in index funds prior to VIX making a move up or the other way around or chicken or egg?
     
    Last edited: Jul 24, 2023
    #162     Jul 24, 2023
  3. newwurldmn

    newwurldmn

    story doesn’t apply to this thread.
     
    #163     Jul 24, 2023
  4. Sergio123

    Sergio123

    I downloaded this book to learn the difference for free. Since I don't like paying for options, why would I pay for a book about options? But he seems pretty legit. He is probably fishing on his yacht too while I am just a small-time retail trader using options to turn every stock into a dividend stock.

    Trading Volatility by Colin Bennett (trading-volatility.com)
     
    #164     Jul 24, 2023
  5. Some of the guys on this thread are of similar caliber. :)
     
    #165     Jul 24, 2023
  6. destriero

    destriero


    A pair of backspreads. Lol you’re going to get burned.
     
    #166     Jul 24, 2023
  7. I'm not sure why you guys try to over complicate your trading. Here is my BTC outlook. I think short term we will continue to the ((5)) leg, and then we will return to the 26k order block at ((C)) on the correction before ripping up again so I can purchase my Lamborghini. :)

    Otherwise it will double correction now which is not ideal but manageable.

    (I'm currently holding Nov.17 16 BITO calls.)

    Clipboard13.png
    Clipboard01.png

    Yesterday I took my waverunner out for the second time ever and first time this summer and sucked a rock into my impellor. Today I am going to ignore everything and chill even though part of me wants to 0dte the IWM to cover the cost of repair...or maybe I'll youtube some video and do the repair myself today.
     
    Last edited: Jul 24, 2023
    #167     Jul 24, 2023
  8. destriero

    destriero


    lol you think that RenTech uses Elliott Wave?
     
    #168     Jul 24, 2023
    ChipShotTrader likes this.
  9. I would assume they are using statistical analyses then by definition they are using EW, fractals, cyphers. I read that they basically look for anomaly's to exploit.
     
    #169     Jul 24, 2023
  10. Sergio123

    Sergio123

    I would now skew it to the short call side. I have a Bollinger Band Strategy that has sell signal on the ES that generates over 300k a year to swing a single contract. It also makes almost $400 per share on SPY and VOO.

    ES.PNG
     
    #170     Jul 24, 2023