Riskarb's combo to fly conversion journal

Discussion in 'Journals' started by riskarb, Jan 12, 2006.

  1. Jeez -- North of $400! I can't imagine a more compelling "sell the news" than CME here at $405.
     
    #121     Jan 24, 2006
  2. jplatsky

    jplatsky

    Well, Coach, the way I see it is you purchased the call spread for 18.20, the current mid price is 7.60 and the maximum you can earn is 10. Is that not correct?

    I believe the error in your math is that you continue to say you booked profits. IMHO you cannot book any profits since you are still in the trade and still have risk. You had a credit which you potentially could have kept, but you still had a position on in which you could lose an unlimited amount. Now, you can only lose the debit or achieve the maximum value of the spread.

    Anyway, that is the way it looks to me, LOL


     
    #122     Jan 24, 2006
  3. I am just gonna wait until expiration because someone slipped some STUPID into my Sprite and I am just blocked. Either way the maximum loss is fine with me since it was a forced adjustment to the naked straddle and I always will take a limited loss as a risk management approach compared to unlimietd risk.

    Hey riskarb:

    Did you see my post above on Prego Iron Condor?

     
    #123     Jan 24, 2006
  4. Yeah, I did. It's not a bad position, but I prefer a symmetrical fly in most cases.
     
    #124     Jan 24, 2006
  5. bpatel11

    bpatel11

    Coach

    lets try this again.

    Goog 400 call sold at $31.1 ( 53.6 - 22.5) . correct me if my sold price is wrong
    Goog 390 call brought at $ 61.7

    Toal credit for this call spread is $31.1 -$61.7 = -$30.6 . For 5 contract this will translate to -$15300

    Now you had goog put position which was sold at $22.5 & brought back at $10.1 resulting in a profit of $12.4. this is giving you a profit of ($12.4*100*5) $6200.

    when you included this in the call spread it is giving you a total cost of the spread (-15300 + 6200) -$9100

    Max credit at expiration is $5000 from the call spread if Goog is above $400. which reduce your loss to -$9100 + $5000 = -$4100
    max credit at expiration is $0 from the call spread if Goog is below $390. which will result in total loss of $9100.

    Bharat


     
    #125     Jan 24, 2006
  6. Cmon... do a Prego Fly, everyone is doing it.....don't be such a square....

    Well as for OIH it is at 153 so I may wait another day to see if it slides a little more, pushing vols up.

     
    #126     Jan 24, 2006
  7. OptionCoach,

    You might consider the risk of getting called away on the 400C as we get closer to earnings...
     
    #127     Jan 24, 2006
  8. That is what I was thinking as I was writing it out. But Left Brain was not meeting Right Brain.

    I could have bought back the straddle for a loss, at the time, of over $6k so I was looking for the best way to knock the loss down and I went for this. However, I was in mush mind mode and none of the math made sense. All I knew was that GOOG looked bullish and I wanted to take lock in the lowest loss I could and remove the upside risk as well as the downside risk.

    Just one of those days. Sorry all for the bad math, but I still like the adjustment. Basically it was $6k guaranteed loss or take a chance for a $4,100 loss with the risk of a $9,100 loss which I can mitigate with follow up adjustments. Since I feel GOOG is not going below $400 anytime soon I can live with the play.

    Sorry for the detour everyone.....

     
    #128     Jan 24, 2006
  9. With $16 of time value I doubt someone would give that away. Also, early assignment on a short call in a bull call spread is like a wonderful present....

     
    #129     Jan 24, 2006
  10. Hm... I am showing $11.50 excess value right now -- it's clearly bouncing around. $52ish call vs $40.50 ITM. And I agree right now that's a lot of excess value to give away today.

    But what I was thinking was people might decide to take profits next week on the strong pre-earnings run-up rather than hold.

    I guess the question would be in that situation would I want to be long a 390 call on the earnings risk or exit...just thinking out loud.
     
    #130     Jan 24, 2006