How is this strategy possibly sustainable?

Discussion in 'Options' started by wxytrader, Dec 22, 2023.

  1. taowave

    taowave

    All joking aside,go over the 2 spreads in OptionStrat and look at Expiry.You will see that they are equivalent.

    For some odd reason,you seem to have a block. It's pretty simple..

    P.S. when you talk about skew,talk percent of spot (some like delta),not put vs call.



     
    #51     Dec 24, 2023
  2. How are the equivalent when one is profitable in four different scenarios and the other one is only profitable in one scenario
     
    #52     Dec 24, 2023
  3. Because you’re missing the present value component from your thinking. Like @taowave said, model the whole thing in some sort of option-analysis software.
     
    #53     Dec 24, 2023
  4. destriero

    destriero

    2023-12-24_14-30-50.png
     
    #54     Dec 24, 2023
  5. taowave

    taowave

    Lets make it super simple...

    2 weelk Verticles,same strikes
    Stock at 100
    95-100 call spread trading at 4
    100 95 put spread trading at 1

    Show me a scenario(stock price at expiration) where one "outperforms" the other..

    Buy the CS vs sell the PS

    or

    Buy the PS vs sell the CS

    2 nanoseconds and you should know max risk and reward for either scenario..

    Move the stock price wherever you like,and prove to me,and yourself one spread is superior/inferior to the other..



     
    #55     Dec 24, 2023
  6. Yes they are both defined risk...not disputing that but the credit spread out performs in probability of P/L not in P/L...it will likely have a worse risk reward than the long put...but that's a fair trade off because of the positive theta working in your favour from day 1.
     
    #56     Dec 24, 2023
  7. taowave

    taowave

    Are you suggesting that at some point a trader could buy the 5 point box for 4.75 or sell it at 5.25??

    If the call spread goes to 3,what happens to the put spread???

    If the call spread goes to 5,what happens to the put spread??

    Neo,now do you beleive??




     
    #57     Dec 24, 2023
  8. Quanto

    Quanto

    @wxytrader, prove your claim with PnL diagrams, for example in optioncreator.
    I bet your claim is wrong, and you are enjoying fooling everybody here.
     
    #58     Dec 24, 2023
  9. What happens to the put contract if price doesn't move substantially?
     
    #59     Dec 24, 2023
  10. You guys are missing the subtly of my argument...I'm not saying the P/L are different I'm saying the probability of P/L is different.
     
    #60     Dec 24, 2023