Premium Sellers vs. Option Buyers

Discussion in 'Options' started by Squilly_D, Aug 14, 2013.

  1. Ya, they netted with magnetar on the eq-tranche and hedged with mezz too at like 5:1.
     
    #121     Aug 23, 2013
  2. Daal

    Daal

    If you want to short overpriced options safely you have to buy way OTM "garbage" options for insurance against a 87/flash crash scenario
    ex: if you think the AAPL 480 put is overpriced, you can short that but buy the 400 or something like that. That way you know the most you can lose

    This is the approach endorsed by long-term options veterans like atticus who survived lots of these big events
     
    #122     Aug 23, 2013
  3. newwurldmn

    newwurldmn

    Better hedge is to be small. You can't claim to sell insurance and then not be able to payout when the storm hits.
     
    #123     Aug 23, 2013
  4. word.
     
    #124     Aug 23, 2013
  5. TskTsk

    TskTsk

    So a spread basically?

    Only problem is, spreads allow you to overleverage. They have less theta, require more risk for the same return %, and if it drops below your long strike you are screwed. A short spread is like a long stock at X with stoploss Y. A naked short put is just long stock at Y. The naked short put has less risk.

    As newwurldmn said, it's better to just stay small and relax. It's even possible to (shock) limit the risk w/ a normal stoploss like you would a stock position. For some reason people assume that when you're short option you can't buy it back and realize a loss at a % tolerance draw down.

    If someone buys a protective put to sleep better at night and he's overpaying for this put, then the seller of that put is expected value positive.
     
    #125     Aug 23, 2013
  6. A trade's positive expected value isn't necessary and sufficient for the trade to be a good one.
     
    #126     Aug 24, 2013
  7. TskTsk

    TskTsk

    No one claimed it was.
     
    #127     Aug 24, 2013
  8. Good stuff...
     
    #128     Aug 24, 2013
  9. Perhaps also try this thread: best ways to go long/short volatility...
    http://www.elitetrader.com/vb/showthread.php?s=&threadid=248602&perpage=40&pagenumber=2

     
    #129     Aug 24, 2013
  10. Serg. I asked for you when I saw a friend at Citi and he said you'd left? Drop me a PM.
     
    #130     Aug 24, 2013