Odds calculation check

Discussion in 'Risk Management' started by dcwriter2, Oct 3, 2021.

  1. Justrade

    Justrade

    On a credit spread the max reward (profit) is the credit you received when you sold your spread
    in your case 1$
    On the credit spread the max risk (loss) is the width of the spread less the credit you received
    in your case (5-1)=4$

    However, this isn't your odds.... this is just your max risk vs your max loss
     
    #11     Oct 4, 2021
  2. emulimu

    emulimu

    Let's try this way. A stock can
    1. Go up a lot
    2. Go up a little
    3. Stay the same
    4. Go down a little
    5. Go down a lot

    If you put on an OTM Call credit spread, only if the stock goes up a lot will you lose. Therefore, you have 80% chance of winning. That's how I look at it.
    If you use a little technical analysis and put the credit spread above a major resistance, the chances of breaching the resistance and falling back in the channel are 50-50. So, in the remaining 20% you have 10% chance of winning. Overall you can say, you have 90% chance of winning if you write a credit spread.
     
    Last edited: Oct 5, 2021
    #12     Oct 5, 2021
  3. taowave

    taowave

    Keep it simple and stick to the math..

    If you want to ballpark probability,look at the Deltas of the strikes and go from there...

    Play around with IV and see how it changes your likelyhood/odds
     
    #13     Oct 5, 2021
  4. Thus my odds are 4:5, right? For some reason when I try Kelly calculators online, these dont compute.
     
    #14     Oct 5, 2021
  5. taowave

    taowave

    Dude,now you are flat out trolling

     
    #15     Oct 5, 2021