Open Interest Pinning and Butterflies

Discussion in 'Options' started by caroy, Jan 3, 2021.

  1. caroy

    caroy

    <iframe width="560" height="315" src="https://www.youtube.com/embed/zn5KvrhkerM" frameborder="0" allow="accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
     
    #31     Jan 4, 2021
    • RIOT
    • 19,20,22
    • +1,-3,+2
    • Credit $0.45

    1. Expiry below $19 = $.45 profit
    2. Expiry at $20 = $1.45 profit
    3. Expiry at $21 = $0.55 loss
    4. Expiry above $22 = $2.55 loss


    Thought I would layout the OP's RIOT position for easy visualization.
     
    Last edited: Jan 5, 2021
    #32     Jan 5, 2021
    .sigma likes this.
  2. cesfx

    cesfx

    Are you concerned with early assignment so close to expiry? How would you manage one?
     
    #33     Jan 5, 2021
  3. The position is OTM.
     
    #34     Jan 5, 2021
    cesfx likes this.
  4. cesfx

    cesfx

    Thanks, it is. Although it could quickly go itm.
     
    #35     Jan 5, 2021
    .sigma likes this.
  5. caroy

    caroy

    I'm setting a GTC order at 25% of max profit. If I'm exercised on one of the short calls I can exercise my long call at 19 to off set it and then am left with 2 short bear credit spreads. If exercised on more I can buy in the stock and and should be left with a small profit. As long as it stays OTM not a risk but the early exercise risk is a concern for this type of weekly trade but a risk that is manageable to keep any loss within the original parameters of the trade.
     
    #36     Jan 6, 2021
    cesfx and .sigma like this.
  6. taowave

    taowave

    I think the big question is at what price do you buy the 21-22 call spread,if it all??
     
    #37     Jan 6, 2021
    .sigma likes this.
  7. caroy

    caroy

    It would be a 20-22 call spread in this case. Generally i would exit and don't mind paying a penny or two above full carry to do it as it saves the assignment fees from my broker. At this point the trade would be at max loss but a max loss no higher than the original set up in the trade keeping it defined risk.
     
    #38     Jan 6, 2021
    .sigma likes this.
  8. taowave

    taowave

    If you buy the 21 22. Call spread,you RR shifts dramatically..

    You woukd be in the 19/20/21
    1x3x2....

    I always buy in the embedded short verticals..at the right price:)

     
    #39     Jan 6, 2021
  9. caroy

    caroy

    Very good point. I made the choice to set this up initially as a broken wing fly to collect to be able to enter at a credit and have a small profit should the stock trade away from the hoped for pinning strike. Another option in advance of Friday as a management tool would be to give up some of that credit collected and roll the 22 calls down to a 21 and would then have the risk profile of the traditional balanced butterfly (19-20-21). Something I might consider.
     
    #40     Jan 6, 2021
    .sigma likes this.