Limited strikes

Discussion in 'Options' started by Bekim, Jun 12, 2017.

  1. Robert Morse

    Robert Morse Sponsor

    Why?
     
    #11     Jun 13, 2017
  2. Bekim

    Bekim

    Because the cost is less
     
    #12     Jun 13, 2017
  3. Robert Morse

    Robert Morse Sponsor

    When I trade any option spread, I do it with an expectation of something occurring or not occurring over a limited time period. Sometimes I want the same strike and sometimes not. Low cost of the spread is not a typical requirement for me.
     
    #13     Jun 13, 2017
  4. tommcginnis

    tommcginnis

    Two observations:
    1) ES and SPX monthlies trade at multiples of the weeklys' volume, but have bid-ask spreads of 2x-4x the weeklies, and a trade put-to-market at the MID may sit the entire day without getting hit. The same trade in the weeklies would be hit pronto.

    2) Strikes fill as expiration nears. (And gaps *may* get filled in entirely, or (for far-away strikes) remain through expiration.)
     
    #14     Jun 13, 2017
  5. Bekim

    Bekim

    I understand, I sometimes want the strike equal and sometimes I don't, but Im still curious as to why they offer less strike selections in the monthly's?
     
    #15     Jun 13, 2017
  6. tommcginnis

    tommcginnis

    You are comparing near-term weekly(s) to far-term monthlies. The monthlies will fill in.
     
    #16     Jun 13, 2017
  7. Bekim

    Bekim

    Yeah I noticed they sometimes add more strikes eventually. Its usually on a Thurs right?
     
    #17     Jun 13, 2017
  8. hhiusa

    hhiusa

    Why would low cost of a spread not be an issue for you? That's like saying, "here market maker, skim some off the top of my trade".

    The strikes do matter if limited. AAPL is a good example. Weekly is by $1 and monthly by $5. Monthly is July 21, Weekly is July 7, 14, 28. if AAPL is 147, which it was around open, I could buy a 7/14 atm instead of a monthly deep ITM 2117C145 and I would have a narrower spread than the monthly. That means more profit potential.

    Now that AAPL @145.79 11.33 ET, good time for 2117C145 monthly,
     
    #18     Jun 13, 2017
  9. sle

    sle

    Call the floor and you will get filled very close to mid.
     
    #19     Jun 13, 2017
  10. sle

    sle

    The net premium has very little to do with how much market maker is going to make on your trade. What matters is delta - if you try to execute a tight zero-cost collar it's a god send to AMMs.
     
    #20     Jun 13, 2017