Either I'm retarded or this is a pretty solid strategy

Discussion in 'Options' started by badlucktrades, Aug 31, 2015.

  1. JTrades

    JTrades

    To cut a long story short, he came out with a neutral synthetic, one long leg, one short leg, and a pair of black scholes.
     
    #11     Sep 1, 2015
    MatijaSh, jytrade, destriero and 2 others like this.
  2. Okay, so I know where I screwed my trade. it was the two additional calls and the ignoring of time value.

    So revised Position is:


    shares - 100 = +19800
    Call 200 +1 = -150
    put 197.50 - 1 =+470 (470= 50 intrinsic, 420 Time value, so linear decay would be about 0.23 per day)
    =20120

    If by sept 4, spy is at 193

    shares -100 =19300 (+500)
    call 200, +1 = -150
    put 197.50 = (-450 intrinsic -420 time value) +115 (use 0.23 per day)
    = -405
    @at this point you can still sell the 197.50 or 197 put for the following week for at least 450 + time value. (thinking it would be enough to offset the loss here and purchase 197-200 call for cheap. )

    If by sept 4, spy is at 203
    shares -100, 20300 (-500)
    call 200 = +150
    put 197.50 = (450 intrinsic + 420 time value + 115 time decay)
    =+635

    Loss area is 192-200.50

    Anyway, i think this is right.
     
    #12     Sep 1, 2015
  3. dont know why this made me laugh
     
    #13     Sep 1, 2015
  4. destriero

    destriero

    -100 shares and the long 200C = a synthetic 200-strike long put in Sep4, 2015
    -1 197.50P in Sep18, 2015

    Value on the synthetic call: $350
    Put val: $470

    Net credit (absent carry, comms): ($120)

    You would be long (1) 197/200 bear vertical if these were the same duration. You are in a diagonal from -1.20.

    The issue is that you're short 95-delta with the Sep4, yet long 65-delta with the Sep18. This is not a vola position (not now, anyway), so basically you're short 30-delta out to Sep4. You have no intention of holding this beyond Sep4 last trading day and the thing has a theta of like 5.

    Why not simply short 30 shares of SPY? I can't fathom how you think this makes any sense whatsoever. The same-expiry trade would be a short collar = bear vertical. You add in Sep18 expiration, but have no intent of holding past this weekend.

    I was going to put up the stress-test, but it's pointless as vola has rallied 500bp and the SPY has dropped $5.
     
    #14     Sep 1, 2015
  5. my intent, was to use a short put below my short stock in order to purchase a call to cover the upside risk.
     
    #15     Sep 1, 2015
  6. destriero

    destriero

    You're looking at all of these pieces as though they don't reduce; they do. Don't involve the shares. An example: long shares, long 90P, short 100C = the 90/100 bull vertical. With shares it's a collar, but it's unnecessary to involve stock that you don't already own or are in possession of a pre-existing short position. The collar reduces to a two-leg vertical spread. Some brokers will reduce your haircut due to the reduction in risk (no haircut on shares), but some will simply apply Reg-T to each individual position.

    Long shares + long put = long call
    Short shares + long call = long put
    Long shares + short call = short put... find out about synthetic relationships; P/C parity.

    Puts are calls, calls are puts.

    "The difference between a call and a put? Shares"
     
    #16     Sep 1, 2015
  7. thanks for all the response.

    Anyway, this trade was poorly executed. To recover, this is what I will do.

    Current position after commissions
    -100 shares @197.85 = +197.85 - daily interest rate % 2, 1.08 + 15% = 1.25 per day
    -1 put @197 for credit of 6.67, $667
    +1 sept 4 200.5 call (was 3 originally), @$1.50 a piece total =$450
    +1 sept 11 198 call (order in today) @$1.30
    Remaining credit 0.55

    less commissions and interest
    =0.24

    sept 4
    upside loss @200.50 =($450 +215) - put (time decay and delta)

    sept 11
    upside loss @198 = (450 + 130) - put (Time decay + delta)

    Sept 18
    going to try to use the remaining credit of 0.24 to subsidize a loss.


    Anyone have any suggestions that can make this trade better for a less damaging recovery?
     
    #17     Sep 1, 2015
  8. destriero

    destriero

    Close it out. We rally tomorrow (perhaps another 15-20 ES is possible from here), but not enough to salvage it. Repair strategies are simply loss-avoidance. Don't trade (a repair strat) that you wouldn't consider as a standalone strategy.

    So many people write calls on their long-term holdings. They see the shares drop 30% and then get called away when it rebounds. Try to remove shares from the equation; it adds comms and increases your haircut. I've seen pros turn a 20% position loss into 200% using repair strategies that turn in -gamma scalps.
     
    #18     Sep 2, 2015
  9. well if i close it out right now, im at a $70 loss but a possible gain of $24.
     
    #19     Sep 2, 2015
  10. Why do you call yourself badlucktrades...that's like wishing death upon yourself...can be a self-fulfilling prophecy. :confused:
    In trading, and in life for that matter, you kind of need all the good luck and positive vibes you can get and muster.
     
    #20     Sep 2, 2015