Closing ITM call spread of a volatile stock with long time to expiration

Discussion in 'Options' started by Linarian, Jun 7, 2020.

  1. Linarian

    Linarian

    Hello, currently I'm holding Aug 2020 12.5/17.5C and some leap 10/15C for CPRI (trading at ~$21). I want to close the August position, but due to the stock's volatility and amount of time remaining till expiration, I am unable to sell each spread for near $5 (with the current bid/ask I can probably only get around $4.1-$4.3). I guess what I'm trying to say is, since the underlying has gone deep itm, and the chance of it staying above 17.5 by August is decent, should I try to wait out some time till I can exit closer to the intrinsic value (i.e $5), or is there a way to close out of the position and get as close to the intrinsic value as possible?
    Any help will be greatly appreciated, thanks.
     
  2. guru

    guru

    WTH, why would you even imagine that the spread is worth anywhere above $4, or that its intrinsic value is near $5? I would never buy this spread for near $5 and risk losing everything by August, especially on a volatile stock. Why would you assume that anyone else would buy it for ~$5 and take such big risk? And if you would, then do take that "no risk" profit and hold your spread till expiration. Since it's worth that much according to you, then simply keep it. You make it sound like this would be such an amazing deal for someone else to buy it off of you.

    BTW, according to options price calculations, this spread is worth $3.70, so if you even get $4 then you'll be super lucky and should be super happy.

    upload_2020-6-7_15-24-19.png

    upload_2020-6-7_15-24-23.png
     
  3. Linarian

    Linarian

    Thank you for your explanation, I can see why my previous thinking is flawed now, and yea I guess i should get out of the position.
     
    guru likes this.
  4. vanv0029

    vanv0029

    If you think CPRI will stay over
    17.50 atJuly option expiration, you
    could spend I think 30 cents to roll
    the spread back inward to the July
    expiration and then sell for 4.70 at July
    option expiration. You should definitely
    roll the +10c/-15c spread to a closer
    expiration by spending again 30 cents or
    so. There is no reason to go out so far for
    bull call spreads unless you are waiting
    for a binary event.