Stock repair strategy

Discussion in 'Options' started by wxytrader, Aug 3, 2024.


  1. MARA AUG30 17/20
     
    #31     Aug 6, 2024
  2. poopy

    poopy


    Now was that so hard? 90% of this site has profound ADHD. It's mentioned once in your gibberish on page 2. I had to ctrl-f.
     
    #32     Aug 6, 2024
    wxytrader likes this.
  3. poopy

    poopy

    Yeah, the short backspread is an answer to a question nobody should be asking. The shares act as the missing upside wing of the fly. Adds 50 cents risk downside. It's good.
     
    #33     Aug 6, 2024
    wxytrader likes this.
  4. Yes! The ratio spread when combined with shares becomes a (synthetic?) fly with the shares acting as the upper wing.

    My stock position in the stock repair strategy would be at a break even 0 (-5050 +5050)@ 19.72

    upload_2024-8-6_9-53-23.png

    This is the pnl if I roughly convert the ratio spread to a fly by adding an upper wing (to mimic my stock position) with a 22.25 strike @ 2.22 (22.25 avg stock price/10 contracts). The fly would be at a break even on the low wing @ around 19.72.

    upload_2024-8-6_10-27-6.png

    It works! Heck by the time I figure this trade out I won't need it anymore...the price keeps climbing :)
     
    Last edited: Aug 6, 2024
    #34     Aug 6, 2024
  5. poopy

    poopy

    It's not a synthetic fly. It's share risk downside and the strike width of the backspread, less the debit, plus the share gain, upside. It's not bimodal like a fly (always long delta) and has D1 risk downside. There is no point in a "repair" strategy if you flip deltas upside.

    It's what should be added to the Wheel. Assigned on put -> solve for exp with zero outlay on short backspread -> goal to assign out of position at max gain as all contracts and shares cross above 20 (max gain) -> short put to open a position.

    The Wheel is still dumb.
     
    #35     Aug 6, 2024
    wxytrader likes this.
  6. poopy

    poopy

    So it's long 100 downside below 17, long 200 (less debit) from 17-20, and terminates at max gain upside above 20.

    I wasn't going to bother with this post, but it's not something you'd want to do as a standalone position unless there was upside skew (in high vol of vol shares like ARM, meme stocks, etc) where your backspread is at edge.
     
    #36     Aug 6, 2024
  7. If I'm understanding this correctly (and I'm probably not) you're saying to short a put at the max profit of the fly...but that would be itm so if price doesn't move up I am getting assigned at a loss (price-strike less credit for the fly and the short put) ?

    (Ignoring any loss on the stock position if I have one)
     
    Last edited: Aug 6, 2024
    #36     Aug 6, 2024
  8. taowave

    taowave

    Heres what I dont get..

    You claim to be a waver,directional and options a waste of time...

    I thought you guys play for the major impulse moves,hopefully catching Wave 1.

    All I see you doing is selling cheap puts in a hopeful C wave,and instead of owning the stock,you are now looking for "repair " and giving away all upside if dead right...

    You hate stops,but like to play for breakeven if right??

    Does that make sense??


     
    #37     Aug 6, 2024
  9. poopy

    poopy


    Short the put -> shares drop -> assigned -> long shares at 22 with current mark at 17 -> short 17-20 backspread.

    You choose the strike x maturity that results in a minimal outlay as it's in effect raising your cost basis on the shares. The resulting position is 100 share risk below 17, double gains (x-section, not from inception) WITHIN the strikes, and pays that value above the wing.
     
    #38     Aug 6, 2024
    wxytrader likes this.
  10. poopy

    poopy

    Why is this so hard?

    upload_2024-8-6_11-15-10.png
     
    #39     Aug 6, 2024
  11. poopy

    poopy

    In the above pic the combo is doing better, but isolating the backspread shows the debit dropping as it's a bear spread at inception (and MARA is rallying). You have to choose a date so use a heuristic that achieves the backspread at no cost.

    I like the combo just that shorting puts on meth-cos is generally dumb. Shorting puts, generally.
     
    #40     Aug 6, 2024