Are there advantages to selling calls at several strike prices?

Discussion in 'Options' started by MathTeacher, Jan 29, 2023.

  1. You are obviously not at fault.
     
    #131     Feb 26, 2023
  2. destriero

    destriero

    What do you teach? ABCs and 123s?

    You were long the 111/120 call spread through earnings. It was your idea to sell the risk reversal and you were asking about strikes. I made a comment about the likelihood of the 111P going off worthless (they did). I was not making a call. I was expressing a probability.

    I told you to overwrite (sell two of the 120C -> bull synthetic straddle).

    Path dependency refers to the fact that they briefly traded ITM but expired OTM.
     
    #132     Feb 26, 2023
  3. destriero

    destriero


    20 delta. IOW delta as a rough exp-probability and 40% touch prob.
     
    #133     Feb 26, 2023
  4. destriero

    destriero


    "How can you sell the calls if you haven't bought the puts!"

    He was long the puts against the calls. Long shares. Long cs.
     
    #134     Feb 26, 2023
  5. Thanks,
    I bought the puts (not 20 day) just before earnings/fed announcement with expiration that Friday. You are correct I can't second guess myself. I have an order in to buy to close the calls at .02. They expire on 3/10
    XOM will go back up with crude. Then I will sell calls again. I have owned the stock for many years. Collected dividends.
    I originally asked about selling covered calls at different strike prices.
     
    #135     Feb 26, 2023
  6. Thank you destriero,
    I really appreciate it when you explain things a little more. They did trade briefly ITM, I could not time my trade as I should have. Oh well.
     
    #136     Feb 26, 2023
  7. I mostly teach x, y, z
     
    #137     Feb 26, 2023
    hilmy83 likes this.
  8. taowave

    taowave

    Its absurd to think you could possibly nail the low..If you got any money for the puts that expired worthless, you did your job..



     
    #138     Feb 26, 2023
  9. destriero

    destriero


    It sucks. Missing an oppo like that after it trades 2x implied vol (as realized) is tough. I was not making a call on XOM just the probability of the thing trading ITM. It only works as prot if it's realized. IOW, if you thought I was making a directional call on the shares I did not mean to give you that impression. I had no clue where it would end up. Beta was higher (mkt was rallying).

    I like to run synthetic straddles (2xOTM calls) as you're going to earn even if the strike is touched.
     
    #139     Feb 26, 2023
  10. Thanks.
     
    #140     Feb 26, 2023