complex butterfly leveraging strategy

Discussion in 'Options' started by yishai37, Dec 20, 2024.

  1. yishai37

    yishai37

    I have an option strategy i formed and i want to hear thoughts about it, the idea is to sell long term butterflys, who is not that sensitive to big movement of the underlying, let say in average you collect 7 dollars premium to risk 1 dollar you sell multiple butterflys in different strike prices and different experation dates to minimize risk on all of these butterflys. with the money you collected you buy stocks and bonds this way you leverage your money 4 or 5 x but with that, the risk from the butterflys is low because of the long time and the nature of butterflys.
    this is the main idea, any thoughts?
     
  2. Achi, did you seriously think that your broker was stupid enough to give you a loan with no collateral? Or, to put it another way, that the market just puts money in your pocket the second you open a trade? :D Please go back to school.
     
    taowave likes this.
  3. poopy

    poopy

    Short irons are debit vert flies. You're not collateralized.
     
    nbbo and BlueWaterSailor like this.
  4. yishai37

    yishai37

    1: I didn't mentioned but I use almost all of the money to buy short term(3 month) treusery bonds, for that I need only 1% buying power.
    2: when you sell option premium you can use the credit you collect to buy equetis until you close the position.
    I will give you example.
    10,000 dollar account
    sell butterflys at 1 to 7 risk profile - risk 7,000 dollars and collect 49,000 credit. (until now 7,000 dollar buying power used). buy let say 50,000 dollar of 3 month treusery bonds ( another 500 dollar buying power). buy 5,000 dollar worth of stock (using 1,500 dollars of buying power).
    summery: margin equity = credit+ original money=59,000
    long marginable value =stocks +bonds = 55,000
    buying power used = butterfly max risk + 1% of treusery bonds + 30% of stocks/etf= 9,000
     
  5. taowave

    taowave

    Whis bidding 7 bucks for an 8 point fly??
     
  6. poopy

    poopy

    upload_2024-12-22_9-35-2.png
     
  7. taowave

    taowave

    Lol..got me..was thinking 1x2x1 not risk equivalent short straddle plus long wings...
     
  8. poopy

    poopy

    Yeah, he said "collect" in the OP.