Selling Premium - Strategy Never Discussed

Discussion in 'Options' started by robertSt, Dec 4, 2018.

  1. Potential losses on naked short calls are unlimited, so as you no doubt know, swimming entirely naked is in principle a dangerous game.

    This is particularly especially true in some markets such as in individual stocks, where there exists the very real (black-swan fat tail) risk of a buy-out or some other bullish event causing substantial or ruinous losses.

    Moreover call side premium tends to present slim pickings by and large, so you have to be really selective for the absolute best opportunities and not be tempted into taking on risk without collecting sufficient reward when evaluating call side opportunities. Getting in on less than desirable call side trades is a tempting mistake to make, premium and risk being usually but not always skewed to and richer on the downside (put side).

    What this means in practice is that as for me, I almost always much prefer to put a "synthetic naked" trades on rather than an actual naked trade, and for the above reasons this is doubly true of short calls. This is to say, instead of putting an actual naked short option trade on, you put on a wide spread instead (e.g. "synthetic naked"), thus defining/capping/winging-off the risk, yet the spread retaining most of the behaviour and dynamics of the naked option due to being sufficiently wide, collecting almost as much premium as you would have done had the trade been entirely naked.

    Additionally, there are of course markets other than single stock underlyings which are intrinsically more neutral and mean-reverting or in any case not subject to such stock extreme-dislocation related risks (e.g. such as buyouts), which might be better suited to near-naked call-side premium trades, such as some currency and currency futures options (but again, beware), or perhaps, broad market ETFs.

    Remember that with every trade you put on, real risk is risk taken on. There is no reward without risk, there is no free lunch. You'd better have a good idea what your exposure/worst case is, both in terms of individual positions and overall.

    The market is just waiting to find out how it can punch you in the face and make you hurt when you least expect it. Being engaged in the market actively and constantly increases the likelihood over time to a near dead certainty that you'll be exposed to some unexpected and unpleasant market event or events at some point. So, at some point you will get punched in the face, and when (not if, when) that happens you must be able to survive; grimace, wince, brush yourself off and then move on and/or bear the adversity for a while. You cannot do that if you've been KO'd or killed.
     
    #151     Dec 27, 2019
  2. Another update while I'm here in case anyone's interested:
    upload_2019-12-27_23-46-45.png

    upload_2019-12-27_23-47-56.png
     
    #152     Dec 27, 2019
  3. Wheezooo

    Wheezooo

    Or just make sure you're the one that goes home giggling like a moron on psilocyban blowing on a kazoo. Which makes a funny noise that sounds exactly like Wheeeeezzooooo.:):):):)

    Very much liked your post though.
     
    #153     Dec 27, 2019
    PriceJuggler likes this.
  4. Epicurus

    Epicurus

    Hi Hillcrest. ASX options and brokers servicing them used to be so poor for Australian retailers I thought I must have been the only one trading them. The ASX moved to improve the contract terms, liquidity and market making about 5 -7 years ago and now actively promotes them. In response a new broker opened up late 2017 specialising in ASX options refer https://impliedvolatility.com.au/#/

    Their platform and pricing appears excellent although Ive only recently signed up and started using it. Trading your home market now that its viable should be a better proposition than offshore as you'll have more inituitive understanding of local companies. Something you might want to look into.
     
    #154     Dec 27, 2019
  5. ironchef

    ironchef

    Hate to correct you: Not unlimited losses since the stocks or indices cannot go below zero.
     
    #155     Dec 27, 2019
  6. optaiwan

    optaiwan

    what he said is losses on selling naked calls to be unlimited, which is correct.
     
    #156     Dec 28, 2019
    Orbiter and PriceJuggler like this.
  7. Lay off the meth, if not for us, for your family. It’s holiday season jeez..
     
    #157     Dec 28, 2019
    PriceJuggler likes this.
  8. Thanks, appreciate and enjoyed your response, your post made me giggle, ... chortle even. ;)

    Wishing y'all a very happy, peaceful and hopefully very profitable 2020.

    (That said let me add that while I don't think anyone knows what the market is going to do tomorrow or next week or the next, least of all me, do pay attention to the weather and the season and prepare accordingly as you see fit, just in case!)
     
    #158     Dec 31, 2019
  9. manic

    manic

    How have people using this strategy fared in the last few days? I assume you'd have to roll your puts pretty far out to roll for a credit.
     
    #159     Feb 25, 2020
  10. robertSt

    robertSt

    I'm glad for the opportunity trade at cheaper prices. Monday morning, with the market down about a 1000 points, I sold CSIQ 21 puts expiring this Friday for 70 cents. That's about 3.5 percent of the stock price. Amazing.

    Could have bought it back this morning for 20 cents. I'm still in though.
     
    #160     Feb 25, 2020