Box Trade on SPY. Where is the Risk?

Discussion in 'Options' started by misterkel, Jun 15, 2023.

  1. SPY.

    Screenshot 2023-06-15 at 3.33.48 PM.png

    Should be able to sell to open for 4.22, maybe 4.25.
    Fees - 4, RT makes it 8 max. prolly 5 total.
    Prolly closes fine tomorrow cuz divs will settle premiums.

    .14 trade on overnight, on a credit spread, with, so far as I can tell, no risk.
    Not seeing the risk. Anybody else?
     
  2. newwurldmn

    newwurldmn

    did you trade this?

    1. it expires next week, so you won't earn all the money tomorrow.
    2. there's a div which if you don't exercise in the next 15 minutes will cost you 60 cents. If you do exercise, you will be short a naked put.
     
    Last edited: Jun 15, 2023
    BlueWaterSailor likes this.
  3. kmiklas

    kmiklas

    This should be in the Options sub
     
  4. 100% gets jammed for for div.. full assignment.
     
  5. Obviously, I thought of that, but this is a week out, so there is still a lot of premium in the short calls. Wouldn't make sense for counterparty to exercise for div, but to sell the calls and buy SPY on open market.
    short calls are ATM, btw.
     
  6. I should have looked at the trade more closely. Your trade as shown is LONG the box, not short it. And if you're actually going to sell it, the 438 call (next week) was an exercise. The dividend is not yet published as I type this but estimated to be $1.68, so your short 438 call was definitely an exercise (put was $1.03). So you're probably out $0.80 or more as the put will not be $1.03 at the opening today.

    No free lunch. At least you learned something perhaps.
     

  7. I didn't do the trade, so NBD.
     
  8. delta_1

    delta_1