Short theta > long theta

Discussion in 'Options' started by wxytrader, Oct 23, 2024.

  1. They are not equivalent, for the same market conditions one behaves quite differently than the other.

    - Flat market: You want to write puts, time decay will do the job for you. Long puts will drain slowly to 0.
    - Volatile market: You want to go long, picking the right direction, of course.

    In practice it is easier to be right selling options. That is why every single broker lets you buy options, but you have to beg to sell them.
    When you buy the option you have to be in an agitated market in the right direction, not an easy task to achieve.

    Having said that, sell an option in a volatile market and you are in for a painful awakening. Risk is not only relevant, it is everything you have to care about.
     
    #11     Oct 23, 2024
    dorietrading likes this.
  2. If you want to be long options you must have an edge because your chances are below 50% because of theta decay. Or your profits must be greater then then losses because the lower hitrate.

    If you are short options you have to Control your vega and gamma risk otherwise you will have lots of small winns get lost by big losses.
     
    #12     Oct 24, 2024
    Drawdown Addict likes this.
  3. You have it backwards. In a volatile market is when you want to be selling premium because options are more expensive. In a low volatility environment is when you want to be buying premium because options are cheap.


    No such thing as big losses, only big positions. :)
     
    Last edited: Oct 24, 2024
    #13     Oct 24, 2024
    dorietrading likes this.
  4. :D OK boy, I can tell that you have never sold puts on a volatile market.
     
    #14     Oct 24, 2024
  5. What are you talking about? That is literally what I do for income lol...I actually seek out high vol stocks.

    https://marketchameleon.com/volReports/VolatilityRankings

    There was even a topic dedicated to my epic MARA drawdown! I practically invented the selling of Hi vol atm options...and have posted multiple topics on the subject...now you are seeing a flood of high yield etf's that basically employ the same strategy.

    However, if you can't afford to take assignment then don't even bother selling premium...might as well just do hail mary calls. :)

    The more I read on ET, the more I am convinced the only traders making money in options are @poopy, @taowave, @johnarb...and myself.
     
    Last edited: Oct 24, 2024
    #15     Oct 24, 2024
  6. When vix is going from 15 to 20 you don't want to open more written options. I might go quickly to above 30. (See aug 5). When vix is above 40/50 sell as many as you can :)
     
    #16     Oct 24, 2024
  7. The higher the VIX the better for selling premium.
     
    #17     Oct 24, 2024
  8. You are funny
     
    #18     Oct 24, 2024
  9. poopy

    poopy

    @wxytrader start a journal and post your fills. Stick to one thread.
     
    #19     Oct 24, 2024
  10. Ok...it's not going to be very exciting...but you guys seemed to get a thrill out of my MARA trade so who knows. :)
     
    #20     Oct 24, 2024
    taowave likes this.