SPY Option Trade Ideas

Discussion in 'Options' started by J_Smith, Oct 5, 2015.

  1. J_Smith

    J_Smith

    Anyone interested in SPY option trades, feel free to post your ideas here so that others may comment.

    Currently looking at the following - comments welcome.

    Sell Dec18'15 175 Put
    Buy Jan 15'16 176 Put

    Last bid/ask = 0.78 x 0.86

    J_S
     
    • Maximum 1 month out.
    • $5.00 between the strikes.
    • Same expiry date.
    • Minimum credit $1.00.
    • Puts only.

    I haven't checked the quotes so I don't know how much OTM that would be.



    :)
     
    phili likes this.
  2. newwurldmn

    newwurldmn

    If the spread is that wide there's massive edge in just selling the jan16!
     
  3. J_Smith

    J_Smith

    Here is my reasoning, but just looking now, will monitor over this week.

    Can you mention specific month/strikes and we can look at p&l diagram?

    I ignore the % chance as underlying movement is what matters most - loss can be greater if we get huge volatility -went to -3.17 during last big drop!

    J_S

    Screen Shot 10-05-15 at 07.59 PM.PNG

    is this something like you are thinking?

    Screen Shot 10-05-15 at 08.02 PM.PNG
     
  4. J_Smith

    J_Smith

    I do not trade naked, nearly got caught before and was lucky I had protection or I would have been wiped out!

    J_S
     
  5. J_Smith

    J_Smith

    My looking shows that the last bid is 20 cent above model price for Dec 175..and Jan 176 ask is 7 cent above model price.

    Not sure how accurate, but at least I have something to go on!

    For ref..SPY currently @ 198.07

    J_S
     
  6. newwurldmn

    newwurldmn

    it's actually not as rich as I thought when looking at it properly.
     
  7. here is an actual trade I put on late last fri with SPY at $194
    Nov wk3 205/210 call for $.70
    it has been taking heat since I put it on, today, tue, it was at $1.07
    comments welcome
     
  8. J_Smith

    J_Smith

    Buy 1 Dec31 190 Put @ 4.00

    Risk = $400 + commission

    Target gain = ??? :)

    Order in!

    J_S

    just filled..SPY @ 199.46
     
  9. J_Smith

    J_Smith

    Any of you option guys have an opinion on this trade or better way to construct similar profile?

    J_S

    Screen Shot 10-07-15 at 08.00 PM.PNG
     
    #10     Oct 7, 2015