So I don't use stops and I think the math supports this.

Discussion in 'Options' started by wxytrader, Sep 13, 2023.

  1. Yes Sep 2024. Ok so the P/L is showing as -$65.98 until expiration where it becomes +68 but the cost was $32?

    Also it is showing P/L not proceeds so I profit $68 over the year?

    https://optioncreator.com/stwcjtb
     
    Last edited: Sep 17, 2023
    #51     Sep 17, 2023
  2. I don't know where you read -65.98. I see just +68 as the result. It's an arbitrage trade (just check your numbers again).

    This online tool cannot know the margin requirements or cash requirements of the brokers.
    It just says what the outcome ($) is. So you have to calc the CostBasis and the Profit yourself
    by consulting the handbook of your broker, and by using also this very output of this program.

    Check for example these tables of a broker for margin and cash accts:
    https://www.tradestation.com/pricing/options-margin-requirements/
     
    Last edited: Sep 17, 2023
    #52     Sep 17, 2023

  3. Ah read that wrong. ok so p/l will be between $65.98 --> $68
    Margin requirements should be the cost of the trade or whatever it is for basic debit spreads as essentially this is 2 debit spreads. Actually isn't it basically a reverse iron condor?
     
    #53     Sep 17, 2023
  4. taowave

    taowave

    Oh boy,I knew i shouldnt have gone down this road.I was o ly trying to illustrate that debit spreads and credit spreads ,same strike and expiry are "interchangeable"



     
    #54     Sep 17, 2023
    longandshort likes this.
  5. Ok so a box spread is a synthetic long, and a synthetic short. Can somebody give me an example of this setup that shows a positive outcome at expiry?

    I tried it but showing as a loss at expiry: https://optioncreator.com/stwcjtb

    https://alphaarchitect.com/2023/05/box-spreads-an-alternative-to-treasury-bills/
     
    #55     Sep 17, 2023
  6. I think it's a "Long (Debit) Iron Condor" (or aka Box Spread). The broker requirement for this is the net premium (cf. above broker table), ie the said $32. Then the profit is 68/32*100 = 212.5% (if the trade data are correct).
     
    Last edited: Sep 17, 2023
    #56     Sep 17, 2023
  7. That can't be right. Essentially you are locking in a guarantied profit.
     
    #57     Sep 17, 2023
  8. Yes, I told you :) "Arbitrage" just means exactly that.
    So, I said "check your data"...
     
    #58     Sep 17, 2023
  9. I been running it through and everything comes up a big nothing burger. Show me an example with current prices how you actually are profitable at expiry.

    Are we talking reverse iron condor/2 debit spreads or a synthetic long with a synthetic short?
     
    #59     Sep 17, 2023
  10. lmao!
     
    #60     Sep 17, 2023
    taowave likes this.