strange strange calendar (opinion poll)

Discussion in 'Options' started by Baozi, May 7, 2019.

Should I take trades like this?

  1. You moron, of course yes, it's free lunch!

    50.0%
  2. It's a trap by the MM and you fell in it, you moron!

    50.0%
  3. Normal markets do not have this kind of behavior. Run!

    0 vote(s)
    0.0%
  4. This anomaly might persist longer than the short put, and you could be destroyed on both legs.

    50.0%
  5. far OTM(ITM) options behave funny sometimes.

    0 vote(s)
    0.0%
  6. far dated options behave funny sometimes.

    0 vote(s)
    0.0%
Multiple votes are allowed.
  1. FSU

    FSU

    As @jamesbp mentioned, put calendars do trade for a credit. In European style options in deep puts you will see this. For example the SPX Dec 21 Dec 19 4200 put spread is trading at over a $70 credit.

    I'm not familiar with the security you mentioned, but I assume it is a similar situation.
     
    #11     May 7, 2019
    Baozi and raf_bcn like this.
  2. Baozi

    Baozi

    @jamesbp

    ok so, underlying trading at 2.8

    ATM puts
    15dte put @2.8= 0.0568
    141dte put @2.8 = 0.1499


    I'm looking at the 3.4 puts,
    15dte put @3.4= 0.5986
    141dte put @3.4 = 0.5845

    interest rate = do you meen the risk free rate to plug in the BSM?

    exercise Is european style.

    no dividends (there is 1 dividend paid yearly but not in these expiry periods)
     
    #12     May 7, 2019
  3. jamesbp

    jamesbp

    Yes, interest rate to plug into BSM
    Also call prices @ 2.80 / 3.40 would be useful
     
    #13     May 7, 2019
  4. Baozi

    Baozi

    @jamesbp

    for the rates you can assume 3%/year

    call prices
    15DTE call @2.8 =0.0522
    15DTE call @3.4 =0.0020
    141DTE call @2.8 =0.1910
    141DTE call @3.4 =0.0336
     
    #14     May 7, 2019
  5. jamesbp

    jamesbp

    If I have the calculations right for 3.4 strike spreads
    ... call calendar priced at +0.0316
    ... put calendar priced at (0.0141)
    ... time box of 0.0457 suggests implied interest rate of approx 3.90%

    If you have access to a risk graph it should show a 'skewed' risk graph
    ... call / put calendar should have equivalent risk graphs
    ... max downside risk of (0.0316) ... the premium for buying the call calendar
    ... max upside risk of +0.0141 ... the premium for selling the put calendar

    The max upside / downside risk is logical if you assume that the calls / puts all become virtually worthless when they are FOTM
     
    #15     May 7, 2019
  6. Baozi

    Baozi

    Thanks..

    ok now that you brought in the topic of interest rates I'm starting to think about it..

    basically the risk profile of put vs call calendar at same strike is similar, however when you go deep ITM the spread becomes very expensive, and the extra return you get is simply the interest rate difference.. am I understanding it correctly?

     
    #16     May 7, 2019
  7. jamesbp

    jamesbp

    There is no "extra" return

    The difference between the price of the call / put calendar spreads is due to the carry cost ... which in this case is all interest

    If the spot remains at 2.80 ... whether you bought the call calendar for a debit or bought the put calendar for a credit ... both spreads will probably lose money
     
    #17     May 7, 2019
  8. Baozi

    Baozi

    as expected.. no free lunch whatsoever. now I'm happy that I just bought 1 lot...

    Anyways.. I will let this thing run until the next shocking tweet by mr.T , get some vega kicker and then close it out.. Will report back here how it goes..
     
    #18     May 7, 2019
  9. ETJ

    ETJ

    European options?
     
    #19     May 7, 2019
  10. drmark27

    drmark27

    Interesting... I wouldn't have suspected it but I looked at the risk graph and saw this. If you lower the strike to 3500-3600 then it becomes a debit.

    And either way, maximal loss at front month expiration will be incurred if the market doesn't rally significantly.
     
    #20     May 7, 2019