How to trade volatility?

Discussion in 'Options' started by ssp729, Sep 24, 2018.

  1. silver182

    silver182

    Selling Covered Calls in a bull market with huge portfolio(s) is not very risky..."just smart"..hey increases all dividends at a minimum...and if called use some freed up capital for buying a time machine. I suppose you are correct selling Puts in a bull market may not be contrarian...but "don't tell anyone" I've got to have buyers:)) I owned a time machine for many years although mine wouldn't fly at Jet speeds. Flying is in my blood as is trading.
     
    #21     Sep 25, 2018
    MarkBrown likes this.
  2. destriero

    destriero

    Covered calls = writing puts. The difference between calls and puts is shares. Let's not have every thread degenerate to options 101. Don't listen to MarkBrown; he's delusional, broke, and a f*cking moron.
     
    #22     Sep 25, 2018
  3. silver182

    silver182

    Covered calls = writing puts.
    Looks to me like you missed something in your classroom studies...try that on the street and you will discover a difference...a big difference...In the short time I've taken time to comment on this blog...I have discovered there are very few helpful, experienced, knowledgeable, people here...sad
     
    #23     Sep 25, 2018
  4. destriero

    destriero

    lol, please don't delete this. What pray-tell is the difference?

    A short put is a synthetic buy-write. It's a component of the synthetic long in the reversal (reverse-conversion) arbitrage.

    Long stock & short call = synthetic short put at strike x.

    Short stock & short put = synthetic short call at strike x.

    Short put/long call/short stock = reverse conversion.

    Short call/long put/long stock = conversion.

    Synthetic trading under shares -> reversal gains.

    Synthetic trading over shares -> conversion gains.

    Assumes carry at risk-free rate. No HTB condition.

    x-strike is same for call and put.

    Arbitrage 101.
     
    Last edited: Sep 25, 2018
    #24     Sep 25, 2018
    .sigma likes this.
  5. timbo

    timbo

    Wow. @destriero is really trying to help you here.
     
    #25     Sep 25, 2018
    Reformed Trader and destriero like this.
  6. destriero

    destriero

    lol he's beyond help.
     
    #26     Sep 25, 2018
    timbo likes this.
  7. Irony... too... strong. Can't... process...
     
    #27     Sep 25, 2018
    destriero likes this.
  8. destriero

    destriero

    He also implied some dividend arb as if the div isn't priced into the combo. I cannot believe that people trade these products without any basic understanding of synthetics.
     
    #28     Sep 25, 2018
  9. destriero

    destriero

    lol the dude will disappear. We need an RUOK welfare check for Hi Ho Silver.
     
    #29     Sep 25, 2018
  10. srinir

    srinir

    I thought he had $162 million portfolio at TDMA.
     
    #30     Sep 25, 2018