Option selling. Too good to continue?

Discussion in 'Options' started by draft730, Dec 31, 2019.

  1. Tomaz26

    Tomaz26

    You do realize, that when you sold 8 options and with current value, you sold like 1.300.000 USD worth of SP500 on your 50k account. And I dont think you need to ask if this is sustainable ok or anything else. You were lucky times and times again. We do not need to have 2008 to wipe you out. Flash crash or something similar can do that. Margins increase, VIX spikes, but not to your desired 25 level, but imagine something like 50.. If you think this is a strech, VIX went up to 80 in 2008... When you open up a chart, please do not open it for 1, 3, 5 or even 10 years. this is all latest bull market. Open it up for at least 15, better yet 20 years.. And its not delta that is going to kill you, but vega + margin increase on IB + margin increase on exchange when shit hits the fan.. With your account I would not sell more than 1 ES put option, 2 max. Selling 8?!?! I see this all the time on various FB groups too. Most people with 10k or 20k accounts sell options on SPX, which is twice the ES.. Mostly 0DTE trades. And then they brag on 180% returns. Sure, when FED just pumps the money into the system, selling puts can really make you look smart. But I still cannot believe how undercapitalized most people are. I have 100k account and would not touch SPX...
    All in all, you were extremely lucky. You can be happy you survived, doubled your account, but now just scale down and maybe you will keep some of it. If you continue with that kind of leverage, I can guarantee you you will not survive….
     
    #111     Jan 2, 2020
    krowland likes this.
  2. draft730

    draft730

    Last December was a struggle but I did pretty good (-23%). I roll over to reduce my delta exposure once vol goes mad and ES drops. It is not as easy as you think to go bankrupt in a market like last December. It was a brutal sell-off but not... that fast. February was more dangerous and I was a little lucky back then as I mentioned previously
     
    #112     Jan 2, 2020
  3. draft730

    draft730

    ES was 2400 when I sold 8 I think. So 2400*0.14(delta)*8(lots)*50=134.400. Not that much if you calculate it this way...
     
    #113     Jan 2, 2020
  4. Tomaz26

    Tomaz26

    You cannot calculate it that way, this is the problem :) Sure, when you sold it was worth that much, but greeks are not static.. By the time shit hits the fan, your short 10 delta is now 40 delta. Your short 15 vega is now 35 vega.. Now calculate it again.. Even if you take only delta into account.. What if SP500 falls all the way down to 2.400, like it did (actualy to 2.300) and expiration is there. Your short 10 delta is now 100 delta, because your OTM option is suddenly ITM. And now you must fork 960.000 USD because… Before expiration you also have to worry about vega, which will increase the value of your short option a lot..
    You cannot roll yourself out of this, this is what everyone is trying to tell you. You can do it on slow sell-off and only if bounce comes. It did this time, will it next time? If we enter bear market you will bleed out.
     
    #114     Jan 2, 2020
    Wheezooo and taowave like this.
  5. draft730

    draft730

    The closest ES has ever been to my shorted put is something like 120 points. I don't allow things to turn that bad, as in the case with the scary Greeks you mentioned. I am very concerned with an event like 9/11 where something could occur and I will not have time to respond. But in a case like last December I will be ok (compared to the market and the leverage I have)
     
    #115     Jan 2, 2020
  6. taowave

    taowave

    Ahhhh,hes trading the ES..

    My bad..I thought he was trading the SPY..Now it all makes sense...i couldnt figure out how in the world hr put up those returns in the SPY selling an 8 lot on 10 deltas..thats why i kept on babbling about having to sell 30 vol plus and roll it as well.

    So what he lacks in quality,he makes up for in quantity:)



     
    #116     Jan 2, 2020
  7. taowave

    taowave

    You keep on trading in the same manner you did in the past,and you will blow up...

    I mistakenly thought you traded the SPY,which is 1/5 of the ES...

    Your toast




     
    #117     Jan 2, 2020
  8. ironchef

    ironchef

    Imagine in the year 2019, if he bought calls instead, he could easily make 100% and the downside risk was capped. Of course hindsight is 20/20. :D
     
    #118     Jan 3, 2020
    Tomaz26 likes this.
  9. Alexpung

    Alexpung

    When you sell options you are trading against the market makers. They have reasons to trade with you.
    Do you know what are the reasons?
     
    #119     Jan 3, 2020
  10. Wheezooo

    Wheezooo

    Or at that most critical moment, they stand there paralyzed like a deer in the headlights, while everything in their intestines liquefies.

    ...ah, the best-laid plans of mice and men.
     
    #120     Jan 3, 2020
    nooby_mcnoob and Tomaz26 like this.