Examples demonstrating non-optimal & inefficient trade constructs

Discussion in 'Options' started by Quanto, Jan 18, 2024.

  1. Quanto

    Quanto

    True, but you didn't make the final comparison yet. Guess what... :)
     
    #11     Jan 18, 2024
  2. jamesbp

    jamesbp

    Feel free to enlighten the world on your new OptionMaths :-}}
     
    #12     Jan 18, 2024
  3. Quanto

    Quanto

    Have you analyzed also what each of these constructs costs, and compared them to each other?... Nope!... :)
    Please let us know the result of also this calculation of yours, by posting it here, for the amusement of us all. Come on pls! :)
    Was I right, or was right? :)
     
    #13     Jan 18, 2024
  4. jamesbp

    jamesbp

    Cost is irrelevant with synthetic positions when calculating MaxRisk !

    Try applying your theory to other equivalent positions where one trades for a Debit, one trades for a Credit

    Bull Calls Spreads for Debit = Bull Put Spreads for a Credit
    Call/Put Flies for a Debit = Iron Flies for a Credit

    This is fun :-}}
     
    #14     Jan 18, 2024
  5. Quanto

    Quanto

    @jamesbp, you just admitted that you have no clue of what you are talking, especially not of the topic in the OP, since now you try to distract by bringing-in other irrelevant contructs...
    FYI: Cost is not irrelevant! It's the MOST IMPORTANT METRIC when trading! As the basis for PnL and PnL% calcs.
     
    Last edited: Jan 18, 2024
    #15     Jan 18, 2024
  6. jamesbp

    jamesbp

    I've had enough fun for the day, See You Next Tuesday !
     
    #16     Jan 18, 2024
    Global OptionsTrades likes this.
  7. Quanto

    Quanto

    Just fixing a typo in the text: DTE=45 (not DTE=90). Corrected below. All results stay the same.

     
    #17     Jan 18, 2024
  8. Quanto

    Quanto

    Here my concluding analysis (just confirming what was said already in the OP):

    ITM LongStrangle (aka Guts) costs $2.62
    OTM LongStrangle costs $0.62
    Though both give the same GrossResult, the effective NetResult of the OTM LongStrangle is at least 4 times better due to the 4+ times better CostBase.
    The proof is simple: 2.62 / 0.62 = 4.2258 times better (in this example with the said parameters of S, DTE, K, Premium (or IV) etc).

    Said differently: when the same amount is invested in these 2 constructs then the result in case of a win for OTM LongStrangle will be 4.2258 times better than for ITM LongStrangle. Ie. a leverage factor of 4.2258.

    For example when (hypothetically) $2.62 is invested in both, then the PnL for Sx=16 at expiration is about 18.50 vs 4.38 --> 18.50 / 4.38 = 4.22 times better result. That's the result using fractional Qty to invest the same amount of $2.62 :

    Same_investment_amount.png
     
    Last edited: Jan 18, 2024
    #18     Jan 18, 2024
  9. jamesbp

    jamesbp

    Looks like #ShitForBrains @Quanto has thrown the towel in and DELETED all posts from all threads, just when it was getting fun !
     
    #19     Jan 18, 2024
  10. Quanto

    Quanto

    You must be hallucinating. B/c how were you able to post your above crap in this my thread then? :) You clearly lack some logic, man.
    But I've enough of your stupid insults. One more insult and you will be blocked by me.

    And: it was you who threw the towel when you posted this:
    But unlike you, I was not rude nor triumphed over it. That's the difference btw. your character and my character.
     
    Last edited: Jan 18, 2024
    #20     Jan 18, 2024
    EdgeHunter likes this.