SPY Dividend Plays

Discussion in 'Options' started by FSU, Sep 17, 2019.

  1. raf_bcn

    raf_bcn

    Yes it is he same .I said to sell an itm put and buy stock.
    FSU would exercise his call today, that is the same as buying the stock today.
     
    #11     Sep 19, 2019
  2. Robert Morse

    Robert Morse Sponsor

    My mistake. I thought you wanted to buy stock+buy put.

    Buy stock and sell ITM put is not a hedge. You would get the dividend on the stock and be at risk on both.
     
    #12     Sep 19, 2019
  3. Robert Morse

    Robert Morse Sponsor

    His position would be hedged with an ITM call.
     
    #13     Sep 19, 2019
  4. raf_bcn

    raf_bcn

    And my position will be hedged with the stock.
    Is the dividend arbitrage, exactly as FSU explained. I thought that all the market makers did it.
    It is a good idea if you have low comissions.
    It is posible to earn the dividend for free if your puts are not assigned the day before the ex dividend date.
    But yes, it is important to sell a put deep itm, like the 250 that FSU proposed.
     
    #14     Sep 19, 2019
  5. raf_bcn

    raf_bcn

    ediiiitt. Big edit
    Everywhere I wrote itm put i meant itm call. Obviously. Like FSU said.

    I understand why you were confused . Robert Morse , sorry .
     
    #15     Sep 19, 2019
  6. Robert Morse

    Robert Morse Sponsor

    Would you like to re-ask?
     
    #16     Sep 19, 2019
  7. FSU

    FSU

    Raf, yes selling the call and buying stock would be essentially the same play, but easier to buy or sell the vertical and then exercise. You end up with the same position, but its easier to put on.
     
    #17     Sep 19, 2019
  8. elt894

    elt894

    Thanks Robert. I am aware MM execute on PHLX due to the fee caps. What I was hoping to get at is whether it's possible for a customer to take one side of these trades. For example, does a MM trade with himself in two subaccounts or with another MM at an agreed up time? Or can two MMs agree on a trade and then report it without it ever hitting the COB?

    You rarely see the MMs trading simple verticals, which was making me suspect they are pre-arranged somehow. For example, here's one with eight legs in different ratios:
    lvs2.png

    Here's another where they aren't even flagged as a combo:
    lvs1.png
     
    #18     Sep 20, 2019