Short theta > long theta

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

  1. poopy

    poopy


    I'm game.
     
    #31     Oct 24, 2024
  2. ok here is my trade. Waiting for price to track down to spring level...
    When price reaches the circle it will get my attention. Until such a time I will be binge watching netflix. :)

    (4hr)

    upload_2024-10-24_6-57-39.png
     
    Last edited: Oct 24, 2024
    #32     Oct 24, 2024
  3. poopy

    poopy


    You tell us when to buy and when to sell. I don't want to see your charts or your videos.

    If you want to put a few grand on the line we can run a competition and post the results to a thread. USD, preferably.
     
    #33     Oct 24, 2024
  4. I'm not telling you or anyone else when to buy or sell lol. All I'm saying is that I have a MARA trade on deck and this is what I'm waiting for.
     
    Last edited: Oct 24, 2024
    #34     Oct 24, 2024
  5. poopy

    poopy


    You're a joke and you clearly just ran away. I can't block but I am done entertaining your sociopathy.
     
    #35     Oct 24, 2024
  6. You wanted to know what one of my trades was??

    Or did you just get all the information you needed? Lol.

    Okay, let's set the parameters as November p&l on MARA. Stocks, options, combos, ARBs etc... Unlimited trades. We will compare return on investment.

    No need to bet each other lol we are already betting on the market.. Hopefully we both win. :)
     
    Last edited: Oct 24, 2024
    #36     Oct 24, 2024
  7. short or long puts if priced correctly should be equivalent. the theta you gain from being short vol/gamma would be offset from selling low and buying high to dynamically replicate the option and vice versa for long vol/gamma, all this less the spread baked in by the market maker. With the limited upside and theoretically unlimited downside (ie. short calls) there should be an additional risk premium for the option seller as compensation. This is from a pure theoretical standpoint, an option structure itself has no inherent edge. The edge will come from periods of uneven supply demand where large flows will push prices/vols to levels where fading the move should have positive expected returns.
     
    #37     Oct 24, 2024
    Flynrider and wxytrader like this.
  8. The options market is far from being perfect when it comes to pricing...it is mostly reactive not proactive. So having an option that has time on its side regardless of price movement will have a higher probability of finishing profitably than an option that requires a large price move in one direction. I have sold call spreads where price was pinned between strikes @ expiry, but I still made money because of time decay where a long spread would have still lost money.
     
    #38     Oct 24, 2024
  9. if you're looking at probability and gain loss given the probability over many iterations will look like a wash given no edge. so if you have an atm option with a 50% prob of making $200 and a otm option with a 10% prob of $1000 they're equivalent over many iterations. options probabilities are implied from prices its true value is unknown ex anti
     
    #39     Oct 24, 2024
  10. You guys keep missing the point. If you buy an option you are short theta...if you sell an option you are long theta. These are not equal probabilities to finish in profit. There must be an all time metric out there for short options that finished profitable versus long options at say 30 dte atm strikes?

    Here this guy is talking about the same thing.

    "Probability of profit: Selling options provides traders with a higher probability of profit as compared to buying options. The odds favor options sellers since the seller receives a premium upfront and retains it if the option expires worthless. The odds are stacked against options buyers. Buyers know that the longer they hold an option, the higher the chance that the value of that option will decay and the more difficult it becomes for that option to increase in price and produce or increase a profit for the buyer."

    https://www.linkedin.com/pulse/top-10-reasons-why-selling-options-better-than-buying-dan-ganancial
     
    #40     Oct 24, 2024