Covered Calls and Implied Volatility

Discussion in 'Options' started by Abundance Magnet, Aug 15, 2016.

  1. atrp2biz

    atrp2biz

    [shakes head]

    Plot P/L vs. underlying. They look the same. If they don't, just stick with buying plain vanilla stocks.
     
    #11     Aug 16, 2016
  2. just because a graph shows similar values doesn't mean they are the same. In theory yes, but a graph has no context. As a recent example, imagine if you had a PUT on VRX back when it was near its peak. there is more continued downside risk after you hold the stock. stairs up and elevator down. To me, that's the difference in them, and in their risk reward profiles.
     
    #12     Aug 16, 2016
  3. atrp2biz

    atrp2biz

    *sigh*
     
    #13     Aug 17, 2016
  4. Indeed...
     
    #14     Aug 17, 2016
  5. #15     Aug 17, 2016
  6. newwurldmn

    newwurldmn

    How would being short a put be different than having a covered call in VRX in your example? Since it's historical, you could show with actual market prices.
     
    #16     Aug 17, 2016
  7. newwurldmn

    newwurldmn

    Only difference in your example could be liquidity in the put option vs the stock, but in reality I have never seen this to be an issue.
     
    #17     Aug 17, 2016
  8. i'm not an expert on options, hence my questions regarding it. Yes, to liquidity to being a difference. liquidity of course then affects the bid-ask spread... I still feel the context of the underlying stock to be the difference. elevator down, stairs up. Yes, they seem theoretically the same, but that doesn't mean that they are.
     
    #18     Aug 17, 2016
  9. JackRab

    JackRab

    Surely OP wants to get some extra cash with his longer term investments in equity by selling OTM calls...

    Which is different from just selling naked puts... since the starting point in this strategy is to hold equity.

    Anyway... bid ask spread shouldn't really widen much during the day, only in high volatile situations and when macro-figures are due.
    Generally speaking, IV rises mainly towards any expected volatile movement, quarterly figures etc., drops afterwards. And there sometimes is a change in IV at the start and end of the week...
     
    #19     Aug 18, 2016
    Abundance Magnet likes this.
  10. Thanks JackRab. That is exactly right. My plan is to hold onto the stock and sell OTM calls. If I called out, so be it. It's a nice profit. Ideally, I add income to the holding.
    The conversation got diverted. Thanks for bringing it back on track!
     
    #20     Aug 18, 2016