I have a question. The scenario is you buy one naked call that expires 6 months from today. 15 days later....your in the money.(ie. either the stock moved up, or IV shot up). Now you want to lock in your gain, but you don't want to sell the call yet. How can this be done? I thought you could sell a sythetic call. (ie. long the underlying and then buy a put) or use futures. Any thoughts?