Directional call

Discussion in 'Options' started by DTB2, Feb 23, 2020.

  1. ironchef

    ironchef

    Helpful if you know what you are doing.

    He trades combinations, which often has significant advantage over simple single legs. Since I don't know what I am doing, I only trade single legs for now. Will switch over once I can figure things out. :banghead:
     
    #11     Feb 23, 2020
  2. DTB2

    DTB2

    I certainly believe there is more than one way to skin the cat. If you can be right on vol or price direction, single legs are fine.
     
    #12     Feb 23, 2020
  3. smallfil

    smallfil

    Personally, I prefer the ITM calls because the call option only has to move a little for you to be profitable. I like to give myself time too so, 3 months out for me. If there is a strong trend in my favor, I want to capitalize on it.
     
    #13     Feb 23, 2020
    DTB2 likes this.
  4. smallfil

    smallfil

    On the plus side for options buyers is you are risking a small fixed amount to win big as your gains are unlimited to the upside. That is on a worst case scenario. Option sellers have high win rates but, you are risking a lot more to make a small fixed profit with no upside. To each his own. I would rather get more for the small amount I risk. Just my honest opinion.
     
    #14     Feb 23, 2020
    DTB2 likes this.
  5. Buying 120 DTE options when your outlook is 30 days seems inefficient to me. Granted theta cost is low, but low gamma limits your potential ROI, while holding through a large adverse move can still expose you to a large loss. You have not mentioned trade management in case of a adverse move, so I’m guessing. Look up the term “Convexity” as applied to options for further information.

    Since you have a defined exit point of 10% on the underlying, why not sell the nearest strike to that price and buy an at or near the money option? The short option will reduce your overall theta costs and maximize your return upon expiration. A potential problem arises, of course, if the stock moves too quickly to your target, causing you to lose on the short option position. However, if implied volatility (IV) is higher on the further out strike, you can gain an edge by buying cheaper IV and selling the more expensive IV.

    If you are willing to spend more time analyzing volatility surfaces and find the front months have higher IVs than back months, you could consider a diagonal spread where you sell the front month and buy the back month for a potentially very favorable theta profile. Depending what this term structure of volatility provides, you may have multiple opportunities for trades where you are long a long dated option and sell front expirations in front of it until either the front month nears expiration or your scenario is realized.

    Hopefully your trading platform has a easy way for you to visualize option scenarios. Knowledge is power and a favorable risk to reward ratio.

    I’ll leave the virtues of butterfly spreads for another day!
     
    #15     Feb 23, 2020
    ironchef likes this.
  6. IamaMars

    IamaMars

    If I look at the situation objectively, I wouldn't rush things yet and still observe the situation if I were you. The assets that you choose seem to be potential and there is probably a chance to make money from that, but think about what amounts would be appropriate to use for those trades, plus I would pick up a couple of slightly more confident assets so that you have the opportunity to block the drawdown that is definitely going to happen, Think through the amounts, for example, send 2-3% of the capital to work so that you can get a quote, if everything is ok, you can always add money, but if something goes wrong, your capital will still remain in place so that you can continue to work, which will allow you to fully restore the capital and fully return to the market.
     
    #16     Feb 24, 2020
  7. ironchef

    ironchef

    For us retail, it is a big if.

    If you are right about price direction 50% of the time and vol 50% of the time, your odds of being right on both is 25%? This also means if you write, you have a 75% probability of keeping your premium. :finger:

    On the other hand, long term profitability either writing or buying requires skills or luck or both.
     
    #17     Feb 24, 2020