How Profitable Is Writing Options

Discussion in 'Options' started by ironchef, Nov 23, 2016.

  1. How much can you make with 100,000 $ and what drawdown with annualized figures?
     
    #11     Nov 23, 2016
  2. Buy1Sell2

    Buy1Sell2

    Its a nice steady income. You will not become rich from the ground up. Beware the 20 percent of the time that options end up in the money
     
    #12     Nov 23, 2016
  3. Telepuzik

    Telepuzik

    Oh, if you don't expect it to stay above 100... wow, thanks! Wait, but... who are you exactly? A person with 10K+ posts on ET, that is what I see but maybe you could elaborate, no? Janet, is it you?!

     
    #13     Nov 23, 2016
  4. drcha

    drcha

    Why you should care about Sharpe (or whatever similar measure you want to use):

    Volatility robs you of returns. I hope the below will print out legibly. Consider 2 methods, both with a mean return of 10%. The method that is more volatile has a lower cumulative return. You may not think $152 is that much less than $161, but multiply this out over more periods with more volatile returns, and it becomes real money.

    If you are withdrawing from the portfolio, the situation becomes even more critical.


    Year Return-Method A Cum. Return on $100 Return-Method B Cum. Return on $100
    1 10 110 10 110
    2 10 121 -10 99
    3 10 133 20 119
    4 10 146 -5 113
    5 10 161 35 152
     
    #14     Nov 23, 2016
  5. drcha

    drcha

    Sorry it's not that legible, can't figure out how to do it. But, volatility matters. As for options, you have correctly figured out that the market is efficient, theta is not an edge, and simple swing trading methods that seem like they "should" work do not always work that well. You'll need to come up with a method that can predict volatility, direction, or both, then use options to trade it. Options do not provide any new magic, only leverage and/or hedges.
     
    #15     Nov 23, 2016
  6. Pekelo

    Pekelo

    Damn baby, you have just blown my cover!

    [​IMG]
     
    #16     Nov 23, 2016
    Telepuzik likes this.
  7. Telepuzik

    Telepuzik

    You are amazing!

     
    #17     Nov 23, 2016
  8. I asked a simple question.
     
    #18     Nov 23, 2016
  9. You write naked calls?
     
    #19     Nov 23, 2016
  10.  
    #20     Nov 23, 2016