Day trading Options (best option?)

Discussion in 'Options' started by tradingpoker, Apr 1, 2022.

  1. newwurldmn

    newwurldmn

    lt depends on the volatility of the skew? :D
     
    #21     Apr 8, 2022
    taowave likes this.
  2. taowave

    taowave

    Lol....why didn't I think of that :)


     
    #22     Apr 8, 2022
  3. easymon1

    easymon1

    Cold you recommend a concise info source to investigate this question?
     
    #23     Apr 8, 2022
  4. taowave

    taowave

    Yes,3rd edition of "Options made Complicated" by NewWurldDmn :)

     
    #24     Apr 8, 2022
  5. newwurldmn

    newwurldmn

    The abridged version is only 3500 pages.
     
    #25     Apr 8, 2022
  6. newwurldmn

    newwurldmn

    you were busy thinking about stochastic vol models that incorporate jump diffusion’s.
     
    #26     Apr 8, 2022
  7. easymon1

    easymon1

    How many hours would you say that or an effective course of action would require from a trader just walking in the options door that day trades well of off stock and etf PA action that has a successful track record when applied to the stock's 5minute charts themselves and the day-trader's new intent is to work the setup triggers using weekly options to be held for a range between 20minute to 60 to maybe the rare 240minute hold time? For that scenario and considering the amount of Gamma effect to be found on a max 240minute hold, how much time would be required to take Gamma into relevant consideration, Two hours, Tens, Hundreds, Thousands of hours?

    How much gamma rate of change for a ~40delta based on a 3% move in a leveraged etf's underlying's price for a 60 minute hold on say a Thursday could there be? How much associated % reduction in that trade's net could there be?

    How about a Friday afternoon?

    I'm thinkin' it has relatively little effect on the profitability of the trade.

    If that's true, then why would more than a passing familiarity with the definition of Gamma require more than an hour?
     
    Last edited: Apr 8, 2022
    #27     Apr 8, 2022
  8. taowave

    taowave

    For the time frame you are trading,and assuming you are trying to capture some multiple ATR move with a hard stop,simple is better...You don't need much more than Delta and simple payout diagrams..

    The big question is would you buy more OTM options than ATM and in what ratio


     
    #28     Apr 9, 2022
  9. easymon1

    easymon1

    Hell if I know, lol.
    Here's what I'm thinkin...
    If some highly liquid product, e.g. SQQQ 5minute chart generates a Long setup/trigger that provides a measured move target, then the idea would be to Not trade the sqqq - no, but to Buy a ~40delta Weekly Call option and exit that call at the target or exit that Call when the Chart's Stop is triggered. This trade shows a general duration of 20 to 90 minutes.
    ~40delta is the just a place to start exploring for Simple Fast Methods for selecting strike under this half-baked scheme. If ~75delta is better, that's cool. If ATM is better, that's cool. If this is a bad idea and if I find out for a reasonable price, that's cool.
     
    #29     Apr 9, 2022
  10. taowave

    taowave

    Are you saying you may buy 1 40 Delta call or 1 75 Delta call instead of buying 100 shares of stock??

    The only way that works is if you are a bad directional trader :)

    You are guaranteed to underperform if you are good
     
    #30     Apr 9, 2022