Strategy: Selling Put Options: The Best Income Method?

Discussion in 'Options' started by botpro, Feb 28, 2016.

  1. botpro

    botpro

    It's all so exciting; doing research, maths, discussing, learning many new things etc. ;-)

    Ok, I see you mean the other guy. I have him put him into my IL, so I don't see his postings or quoted postings of him anymore,
    and I don't miss them at all b/c of the negative/pessimistic views of him and lack of providing proof of what he says.
    But never mind...
     
    Last edited: Mar 1, 2016
    #101     Mar 1, 2016
  2. samuel11

    samuel11

    alright @botpro, what puts are you selling today? :)
     
    #102     Mar 1, 2016
    gkishot likes this.
  3. botpro

    botpro

    First comes a through analysis/evaluation/testing phase of the strategy/system itself,
    only after that comes the stock and options picks. Still a long way to go...
    But that was already made clear in the previous postings...
     
    Last edited: Mar 1, 2016
    #103     Mar 1, 2016
  4. i960

    i960

    You obviously don't understand gamma. Don't sell any options until you understand how they're valued.
     
    #104     Mar 1, 2016
  5. i960

    i960

    Here, study this options chart:

    image.jpeg
     
    #105     Mar 1, 2016
    Blip!, lucysparabola and OddTrader like this.
  6. " Initial phase asking what we can do with options.
    Second phase asking what options can do with us.
    Final phase asking what questions we should have asked beforehand! " :)
     
    Last edited: Mar 1, 2016
    #106     Mar 1, 2016
  7. botpro

    botpro

    I did a quick scan of the S&P500 stocks and found that there are much better stocks suited for this strategy,
    for example PEP (Pepsi) Jul 15 Puts with strike $90 for about $1.70 premium, current stock price is $98.39 (as of EOD yesterday). Ie. exp date in about 4.5 months.
    The fix profit potential is about 9.44% (annualized about 27%) if the investment consist of 1 part own money and 4 parts margin or cheap loan.

    Out of the about 61 quarters since 2001 it has lost in 13 quarters and has won in 48 quarters. That means a win-rate of 78.7%.
    Lost here means fell more than 8.5% within a quarter relative to the start of the quarter.
    But as already said, a loss with this strategy means just profit=0, ie. no loss happens to the own account if position is closed early when the received credit has been eaten up by the drop.

    The scanner does not work with calendar dates, so I used 63 EOD bars (ie. biz-days) as a rough estimate for a quarter...
    And special dates like Earnings Releases and dividend payments were not specially handled in this quick scan/analysis.

    There are some more stocks with good history. I'll sometime scan the whole US stocks database to find the best ones for this and similar options selling strategies.
     
    Last edited: Mar 2, 2016
    #107     Mar 2, 2016

  8. If you are counting on a hypothesis that when PEP will fall to 88.3 then the 90 put option will trade for $1.7 then I am afraid you are going to be very disappointed.
    'nuf said.
     
    #108     Mar 2, 2016
  9. botpro

    botpro

    Further researching/analysing/testing put selling indicates to me that there is even more possible...
    I think I have not fully explored the outcome possibilities yet.
    If true, then this strategy (or put selling in general) is even more attractive/profitable.
    Not finished with my studies yet...
     
    #109     Mar 2, 2016
  10. botpro

    botpro

    Hmm. thx for the pointer, I'll need to simulate that situation to better understand it...
     
    #110     Mar 2, 2016