Stock repair strategy

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

  1. taowave

    taowave

    Bullshit,and I am not double checking....You should be doing that shit in your head

    (Difference between strikes,plus credit or minus debit)/ number of net short options

     
    #51     Aug 6, 2024
  2. wxytrader

    wxytrader

    Well I was trying to calculate with the stock position not just the ratio spread...so it was more like a fly.
     
    #52     Aug 7, 2024
  3. taowave

    taowave

    Long stock plus the 1x2??

    Easy to calculate, but your risk profile on the downside doesn't resemble a fly..

     
    #53     Aug 7, 2024
  4. poopy

    poopy


    You can replicate a fly upside by selling two calls at y, selling a call at z, and buying a put under the market (x).
     
    #54     Aug 7, 2024
  5. taowave

    taowave

    Lost me there

     
    #55     Aug 7, 2024
  6. poopy

    poopy

    Long stock to fly. I mean buying a call at z.

    Long 100 shares -> long put at x -> short two calls at y -> long call at z.
     
    #56     Aug 7, 2024
    taowave likes this.
  7. wxytrader

    wxytrader

    I think I have the most intuitive PnL chart out there. I've been working on it since my capital is stranded at the moment...

    The only data I need to enter manually is the IV. The options prices are calculated using Black Scholes formula, the strikes are adjusted based on a standard deviation calculation, the sides are automatically adjusted to fit the strategy selected. I can just run through the drop down menu and it will update the diagram accordingly with all the pnl's. :)

    (I can also adjust the price/strikes/date etc.)

    Here are some examples:

    upload_2024-8-9_9-18-14.png
    upload_2024-8-9_9-18-33.png
    upload_2024-8-9_9-18-45.png
    upload_2024-8-9_9-18-55.png
    upload_2024-8-9_9-19-5.png
     
    Last edited: Aug 9, 2024
    #57     Aug 9, 2024
    cesfx likes this.
  8. wxytrader

    wxytrader

    So back to the original question...the stock repair strategy works. It lowers my break even (MARA) to 21.69 from 22.25 with only adding -$101.25 in risk.

    (This is a call ratio spread with stock. Basically it is a long vertical call spread coupled with a covered call)

    upload_2024-8-11_9-51-58.png


    If I lower the long call strike to 18 I get it down to just under 20.91 with -$275.22 added risk.

    If I lower the long call strike to 17 I get down to 20.75 with $-582.60 in risk.
     
    #58     Aug 11, 2024
  9. taowave

    taowave

    Your spreadsheet inputs look off..very off

     
    #59     Aug 11, 2024
  10. wxytrader

    wxytrader

    It correlates with option creator...just calculate a vertical spread and a covered call and add to stock pnl @ x price.
     
    #60     Aug 11, 2024