Noob q about out of money options

Discussion in 'Options' started by maxoptions, Dec 23, 2019.

  1. Hello,
    I was wondering during a daytrade:
    If I think a stock will go from say 160 to 163 is it generally more effective to buy an out of the money option at 162 or so instead of an at the money option?

    And if so, can I exit before it reaches 162 and still make money on the out of money option for a daytrade, or does it need to go past 162 in order for it to make money?
    Also, I can exit close to entry with just a small loss if stop loss hit too?
     
  2. SteveM

    SteveM

    An option with a delta of .50, will move 50 cents for every $1 move in the stock price.
    An option with a delta of .25, will move 25 cents for every $1 move in the stock price.

    Be aware that the deltas of options fluctuate as well, based on time decay of the options, current volatility of the underlying stock, expected future volatility of the underlying stock, and current moneyness of the options.
     
  3. If you have a 90% success rate then maybe consider it, otherwise nope.
     
    murray t turtle likes this.
  4. Better with at the money then or in the money, for these kinds of trades?
     
  5. Alright, thanks for that !
     
  6. For day trades, delta is most important generally. So a delta closer to 1 means more ITM.
     
  7. spindr0

    spindr0

    With a higher delta, the $160 call will make more dollars than a $162 call if the stock goies from $160 to $163. However, the $162 call will have a larger ROI since the call cost less.

    Comparing one of each call, the ATM call makes more.

    Comparing an equal dollar cost (buy more OTM calls), the $162 call makes more money.
     
  8. ironchef

    ironchef

    If you day trade short dated options (DTE < a week), you have to worry about theta and IV too?
     
  9. upload_2019-12-23_11-59-34.png

    Depends what you're doing. Here is the current $320 call on SPY expiring today with $SPY currently around $321.50. The time value (at midpoint) is 0.01 with a spread of 0.03. There is very little room to maneuver.

    0-day is generally my favorite trade.

    I would beware of swing trading weeklies for the reasons you state. My sweet spot for swing trading seems to be 2-4 weeks out. But it's incredibly important to have a timeline by which you get out if the trade is not going your way.

    For example, I bought $322 puts last week and got out at breakeven when it wasn't going my way immediately. Usually, swing trades are profitable the next day for me. So if it isn't, I'm out.
     
    ironchef likes this.