The Beauty of Options - Portfolio Insurance at a Discount

Discussion in 'Options' started by Sweet Bobby, Jun 19, 2020.


  1. In my opinion, always a good idea to delta hedge, unless you have a strong directional bias.
     
    #91     Jun 24, 2020
    shh likes this.
  2. V,

    Who are you talking about?
     
    #92     Jun 24, 2020
  3. taowave

    taowave

    My Bball coach used to say "Sometimes,its better to be lucky than good"..

    I think there was a heavy emphasis on "Sometimes" :)


     
    #93     Jun 24, 2020
  4. Just when I was about to answer your last questions. Oh well, I'll hold onto my stuff. Carry on.
     
    #94     Jun 24, 2020
  5. taowave

    taowave

    What I find interesting is you appear to have morphed from a naked put seller to backspread /diagnols.Why the transformation...other than the obvious

     
    #95     Jun 24, 2020
  6. So, remember I started out testing a combination of Karen the Supertrader and Tastytrade. I sold both naked puts and calls. I managed my deltas, and always kept them on the negative side.

    The more that I did it, the larger my profits grew. I was excited, but I have to say there were times that I was worried about what a big down move would do to my overall account. I have found that you simply cannot manage risk with delta alone.

    This forced me to look for ways to hedge the account. I did some back ratio spreads at a 1 shot to 2 long ratio and got burned really big by those beginning in October 2018 if memory serves me correctly . I really thought there had to be a better ratio than 0.5. Then, I found 0.6.

    I cannot take credit for the 0.6 ratio. I owe that contribution to Ron Bertino. Now the difference in what Ron proposed as to what I do is he traded the longs and the shorts in the same expiration cycle. All I did is place the shorts in a longer cycle and the longs in a closer expiration. Everything looked good on the risk profile. But, I did have my doubts as to how this would perform in a market correction.

    In February and March of 2020 I found out. It worked BOTH occurrences. And, even though I had naked short puts above and beyond the hedge, the life from my hedge was able to overcome my losses on the short naked puts.

    I'm not sure why people always assumed that I only sold naked positions. I tried to tell everyone that what I was doing was a hybrid experiment where I introduced my own nuances based on my research and trading results. What I have now is pretty darn powerful. Thank you for your question!
     
    #96     Jun 24, 2020
  7. I took it that he was saying that I am stupid and lucky. That's not the case at all, and I took offense to it, especially since I was being very forthcoming with the details of my strategy.
     
    #97     Jun 24, 2020
    taowave and qlai like this.
  8. I meant it to be more of as a complement, but obviously it didn't come off that way. So I apologize. What I really meant to say is that I would rather be stupid, lucky, and rich....than smart, bitter, and poor anyday. So there's no shame in not knowing the nuances and details of option skew behavior. If you're strategy is making bank while others are losing their shirts, you will always have the last laugh.
     
    #98     Jun 24, 2020
  9. taowave

    taowave

    Bobby,the difference between long 1.66 to 1 vs 2 a 1 ratio is really a subjective market call..

    Its interesting how tight your strike differential is(apx 1.5%)


     
    #99     Jun 24, 2020
  10. Okay, sorry I took it that way. It's been a crazy day!!!
     
    #100     Jun 24, 2020