Selling premium

Discussion in 'Options' started by NKNY, Oct 15, 2002.

  1. dreamer

    dreamer

    I would never presume to be smarter than anyone else, would you?

    I also try not to be rude unless provoked.

    You provoke me, so I will choose to ignore you.
     
    #71     Nov 18, 2002
  2. dreamer

    dreamer

    This was fun for a while, but with so many rude posts, I will pass.

    An exchange of ideas and a few challenges are one thing, but when people post concepts they do not understand, it gets ugly and I don't need that.
     
    #72     Nov 18, 2002
  3. maglia rosa

    maglia rosa Guest

    Good choice, that's understandable.
    I nevertheless congratulate you on your successful strategy selling options. It would be nice to keep that up, so be aware that higher return comes from higher risk. You seem to be able to manage your risks, and so far so good.
     
    #73     Nov 18, 2002
  4. dreamer

    dreamer

    When the puts go to 100 in your example, the puts I sold will be almost worthless. That I like.

    You really need to stop and think about what you are saying, Rosa.
     
    #74     Nov 18, 2002
  5. stokhack

    stokhack

    metooxx i think you type too much:)

    since no one wanted to actually answer this question i looked in the option books, could not find salibas but found jon najarian,
    these examples are from his book:

    broad market movement: iron butterfly or condor
    spx trading at $900, sell $930 calls and sell $870 puts,
    buy $940 calls and buy $860 puts

    market oversold and possibly due for correction
    spx at $900, buy $880 puts, sell $860 puts

    looks like good stuff, but i have never tried index options
    FWIW
     
    #75     Nov 18, 2002
  6. Could you restate that for someone that is overtired?
     
    #76     Nov 18, 2002
  7. Maverick74

    Maverick74

    It's getting too easy to attack this Dreamer guy so I'll give a rest to it. For those of you that want to sell premium, don't use naked options. Do what the guys on the floor do. Put on backspreads. You can put them on for a credit initially have a postion with positive theta and negative vega and collect the premium. If the stock takes off you will then have a position with unlimted upside as you will now have a long gamma and long vega postion. This strategy is 10 times better then the dream your way to millions by selling options by the dream man. Why? Because you give yourself so many options. Your position can profit in many ways. either by lack of movement or sharp movement. Depending on where you sell the strike and how you pivot the slope on the backspread will determine if you want the position to provide a better return by earning the time decay or on the possiblity of a big move. Either way, backspreads are unlimted reward and limited risk. Naked options are limited reward and unlimited risk. This spread will also allow you to sleep at night. And when that ten sigma event comes, instead of filling for bankruptcy, you'll be buying your neighbor's house who sold the naked options.
     
    #77     Nov 18, 2002
  8. dreamer

    dreamer

    Sorry, metooxx, meant the underlying, not the put. Kind of late for me here.
     
    #78     Nov 18, 2002
  9. Thank you.

    I was trying to add that up on my fingers and toes and I was running out of them ...
     
    #79     Nov 18, 2002
  10. stokhack

    stokhack

    so maverick help me out here
    by backspread assume X trades at 100,
    i sell the 120 calls, buy the 150 calls, same month?
    or different months,
    i assume vice versa for downtrends.
    thanks
     
    #80     Nov 18, 2002