Long and Short ATM Straddles are Dead Money - But a very accurate indicator of future stock movement

Discussion in 'Options' started by OptionGuru, Jul 10, 2016.

  1. TradeCat

    TradeCat

    Meanwhile, the earliest known definition of the term “dafuq” can ___.jpg
     
    #71     Jul 16, 2016
  2. OptionGuru

    OptionGuru


    • Judging the results on 2 examples over a 1-week time frame is unproductive. Most option traders have a longer market outlook than 1 week.
    • Do you believe that a long ATM weekly GOOGL straddle can be bought for about $11.10 and exited at about $18.00 on a weekly basis? From your post you seem to think so.
    • Over time (a few months) and a few trades both the long and short ATM straddles are dead money (zero-sum game) minus the bid/ask spread and commissions.



    • #1 through #6 in the OP.
    • Very active thread with lots of participants, including you.


    :)
     
    #72     Jul 17, 2016
  3. Cswim63

    Cswim63

    I still must say, I don't get it.
     
    #73     Jul 17, 2016
  4. Cswim63

    Cswim63

    OP, it would help if you clarified your intentions. Being wrong is ok, I (we) might still learn something yet. You have a couple of broken trades in a short period of time. Shrugging them off won't work. Try being short the spread X 100. Then tell me how you would have felt Saturday morning.
     
    #74     Jul 17, 2016
  5. OptionGuru

    OptionGuru



    My thread originated from a post by J_Smith about predicting a stocks close on expiry based on option open interest and option volume. IMO ........ the ATM straddles are a much better indication of were a stock is most likely to close at when the options expire.



    Broken trades? Those aren't trades in the OP.


    :)

     
    #75     Jul 17, 2016
  6. Cswim63

    Cswim63

    Ok volume and open interest. But you didn't say that. If so it's interesting. Do you want to repostulate?
     
    #76     Jul 17, 2016
  7. Cswim63

    Cswim63

    Ok the short straddle closed quite a bit above its upper band. Whatever you want to call it, that trade didn't work. When questioned about it, you shrugged it off. Yes or no?
     
    #77     Jul 17, 2016
  8. OptionGuru

    OptionGuru


    It's not a trade. I'm using the cost of the ATM straddles to get a trading range of the underlying during the life of the options AND the expected close on expiry, then base a real trade on that info. Perhaps sell an Iron Condor outside of the trading range, buy a Debit Spread, buy some ATM calls only, etc.



    My trading and market outlook is much longer than 1 week.


    :)
     
    #78     Jul 17, 2016
  9. Cswim63

    Cswim63

    If you are saying there is a skew away from the strike, I'd love to see that over time. Put it together w volume and open interest, maybe there is something. Usually it ends up as a bell curve centered around the strike, I'm guessing. So option sellers would be favored, with the occasional blowout.
     
    #79     Jul 17, 2016
  10. So let me ask again, in this case, what's the point of this thread then?
    I believe nothing other than it's relatively easy to do some basic analysis using historical data. I am reasonably sure that any such analysis will show that you're talking bollocks.
    Sadly, yes, including me... I'm regretting it already.
     
    #80     Jul 18, 2016