How to buy options to be neutral

Discussion in 'Options' started by Brennen81, Oct 8, 2013.

  1. Hello.

    Say I am looking to buy one stock and short the other. For example. Purchase $10,000 worth of abc and short $10,000 work of xyz. Kind of like hedging with the exact same value. I would like to do this with a call and put. Since it is inevitable that the prices of the call and put to be quite different. How do I get close to a neutral position?

    Do I buy as close to at the money as possible and the same amount of contracts of each?

    Do I buy as close to the money as possible but the same dollar value of each? (if one of the options are half the cost I would by double the amount)
    Value of options or value of the underlying?

    I hope this makes sense.
     
  2. jys78

    jys78

    Could do synthetics if you really wanted.
     
  3. Check out chapter 16 of Natenberg (intermarket spreading). I believe this explains what you are looking for.
     
  4. jerry2dt

    jerry2dt

    Go Delta neutral. That will give your positions equality to start. No doubt will take adjustments to stay that way and could offer some very wide swings

    I've never done this, but might be beneficial to get Thetas as close to neutral also. That way time decays offset.

    Good luck and let us know how it works out.