Paranoid about selling Options?

Discussion in 'Options' started by CashDelivery, Jun 22, 2014.

  1. FHS

    FHS

    ...twice...
     
    #21     Jun 24, 2014
  2. Yeah, stress it. BSM, CRR, Bjerksund-Stensland, etc. Sum the thetas is a spreadsheet and keep it under 1/100.
     
    #22     Jun 24, 2014
  3. Thrice.
     
    #23     Jun 24, 2014
  4. Thanks, I'll look into it.
     
    #24     Jun 24, 2014
  5. Several sources have told me that the average lifespan of naked option underwriters is about seven years. I have never found a direct conformation source to confirm or deny it, but based on decades of trading, it is unquestionably true that by far the majority of traders over-trade, over-leverage and over-risk their trading capital.

    There are old traders and there are bold traders but there are no old, bold traders!
     
    #25     Jun 24, 2014
  6. Brighton

    Brighton

    I would like to clarify the calculation and the definition in a couple of posts above.

    Let's say a person has an account that is 100% options, most of them short options. The net option value today -$100,000 and the aggregate Theta (summing all the capital "T" Theta in IB's Risk Navigator) is $1400.

    Is "notional/book" value as referenced in the previous posts -$100,000?

    If so, this would be getting up there in risk because Theta/Notional = 1.4%, right?
     
    #26     Jul 3, 2014
  7. newwurldmn

    newwurldmn

    If your account value is 100k then you are running 1.4percent theta. I would have used the term theta to equity rather than theta to notional.

    Though I also have notional to equity limits as well.

    It's a rule of thumb.
     
    #27     Jul 3, 2014
  8. Brighton

    Brighton

    Thank you.

    This is another reason I would discourage fresh college graduates from plunging right into independent trading - it's hard to pick up the rules of thumb if you're not interacting - in person - with other traders, mentors and risk mgmt staff.
     
    #28     Jul 3, 2014
  9. benjjj6

    benjjj6

    OP mentioned that they are running a DELTA hedged SHORT PUT option strategy. Can someone explain how it is possible to blow up when you are delta hedged?

    Assuming you are Short Puts and Short Stock, I can only see 3 ways:
    - You are short Vol so if Vol very quickly goes through the roof you lose
    - Large Gap ups which are far rarer than large gap downs.
    - If the market falls quickly gamma causes delta to increase faster than you can rebalance the delta hedge which would cause a loss since you are longer than you would like to be but you are still short stock so I don't see how this would be a blowup

    What else am I missing? What else would cause this strategy to lose?
     
    #29     Jul 4, 2014
  10. jamesbp

    jamesbp

    Leverage ..
    Margin Requirements ...
    Flash Crash ...
    Thinking you can't lose ....
     
    #30     Jul 5, 2014