Financing a debit call spread with a credit put spread

Discussion in 'Options' started by rk4g63, Mar 23, 2017.

  1. rk4g63

    rk4g63

    LMAO no, this is for real.
    And the bull market can KMA........lol. In every bear market (as an extreme case), there will always be candidates for a long trade.
     
    #11     Mar 24, 2017
  2. rk4g63

    rk4g63

    Because I don't like the risk/return ratio. This way I go from a potential <100% return to a >200% return
     
    #12     Mar 24, 2017
  3. rk4g63

    rk4g63

    Yes, but if you notice, the lower strikes are a long way down. So the probabilities are a lot lower.
     
    #13     Mar 24, 2017
  4. rk4g63

    rk4g63

    Gotcha. Now Daniel5198's comment lines up in my head. Thanks buddy. :)
    Dan, you too. :)
     
    #14     Mar 24, 2017
  5. Get back to basics. If you're bullish:
    • If IV is low, buy a call.
    • If IV is high buy a call and sell a further OTM call to partly offset the debit. (Call debit spread)
    You're already saving money on a call by selling the further OTM call. When evaluating spreads you have more that one choice. You can move the spread closer/further OTM and the spread can be wider/narrower. In any case you should be evaluating the reward:risk ratio and picking the spreads with the highest reward:risk. You also need to evaluate the probabilities of the underlying landing below, in the middle, and above the spread.
     
    #15     Mar 24, 2017
  6. rk4g63

    rk4g63

    Yep, did all that and its still expensive. THAT's the scenario I'm looking at. AFTER adjusting for you've mentioned, if the spread is still expensive, what do I do to cut the cost? I'm thinking of selling some OTM premium and that's where I'd appreciate the input.

    You're explaining the very basics of a debit call spread (DCS) and buying/selling premium based on IV.

    I do appreciate the advice, but I'm asking something a bit more advanced than adjusting a DCS.
    :)
     
    Last edited: Mar 24, 2017
    #16     Mar 24, 2017
  7. What's "expensive" mean? That you don't have enough capital to enter a $560 trade comfortable? I'd argue that if the reward:risk is favorable then it's not expensive at all.

    If you want to go cheap do another trade instead of trying to get clever with a debit spread.
    How about a butterfly? They're cheaper than a CDS and have a better reward:risk generally.
     
    #17     Mar 24, 2017
  8. rk4g63

    rk4g63

    I don't think you're understanding my logic. Or perhaps I'm not explaining it well enough.
    I don't care about the capital, its the potential RETURN on capital that I care about. I'm actually buying 5 contracts, BTW.
    I just don't see a 5.60 buy in for a spread of 10 to be worth it. Its a 4.4 return, at most. I think we're saying the same thing here, as in, the risk/reward is not favorable. It has nothing to do with capital.

    Since you're suggesting a fly, you might want to read my original post as to WHY. I'm not trying to play both sides of the trade, I'm only playing the long side.
     
    Last edited: Mar 24, 2017
    #18     Mar 24, 2017
  9. water7

    water7


    Robert already answered your question..


    generally, credit spread and debit spread have the same risk profile
    you should include margin of your credit spread in your trading cost
    please recheck if your trading cost reduced or not?


    you can't finance an apple by buying another apple..
     
    #19     Mar 25, 2017
  10. rk4g63

    rk4g63

    LOL agreed about the apple. This one LOOKS feasible and that's why I asked the original question - am I not seeing something you guys are?

    Also, the margin doesn't seem to factor in, since I'm still at a net debit for the trade.
     
    #20     Mar 25, 2017