The Beauty of Options - Portfolio Insurance at a Discount

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

  1. FMZ

    FMZ

    bobby did u make a ton today. Your hedges for a grind up market are working! I'm in the process of funding a new account that will trade based on your principles. You are a true inspiration
     
    #491     Jul 10, 2020
  2. deltaf0rce

    deltaf0rce

    upload_2020-7-10_20-4-10.jpeg ; she will always be a G ...
    Saw her multiple times at our 9/11 charity day
     
    #492     Jul 10, 2020
  3. deltaf0rce

    deltaf0rce

    I don’t think that linked right, she’s spitting her coffee out laughing whatever
     
    #493     Jul 10, 2020
  4. Let's play a game. This particular portfolio was opened on April 8, 2020. So, we've been operating for 94 days. The average daily theta is NEGATIVE $150.33. I'm kind of nerdy, and I track my greeks daily.

    If you were to multiply 94 days by $150.33, the total would be $14,131.02 in NEGATIVE theta. Here's the question. Has the portfolio suffered anywhere near a $14,131.02 drawdown?

    I can't wait for the "scholars" to weigh in!!!!!!! LOL!!!! Y'all have a great weekend!
     
    #494     Jul 10, 2020
  5. Overnight

    Overnight

    Counter-question. Since you started your portfolio on April 6 2020, how much money have you made on it, period?

    Like, what is your delta from open until now?

    See? I know greeks! Delta = change. So are you delta + or delta - in your entire portfolio as of right now, unrealized?
     
    #495     Jul 10, 2020
  6. destriero

    destriero


    Whose avg theta? So he should be carrying $150 in daily theta? BC why? Dude is microcephalic. Ask him if his "fund" is up 16% since April 6th.
     
    #496     Jul 10, 2020
  7. Overnight

    Overnight

    I have no idea about theta. I thought I would get a brownie point for knowing that Δ means change. I failed greek 101? :-(
     
    #497     Jul 10, 2020
    ironchef likes this.
  8. destriero

    destriero


    He is arbitrarily throwing numbers out there. He's comically stupid.
     
    #498     Jul 10, 2020
  9. Overnight

    Overnight

    I guess we won't get the answer until Monday, since he signed-off with a "Have a great weekend" salutation.

    If he were clever, he would have signed off with "Have a greek weekend!"

    But that's just me.
     
    #499     Jul 10, 2020
  10. xasmx

    xasmx

    I've been playing around with the strategy a bit and while doing so had one more questions come up that wasn't quite obvious to me.

    I'm finding this confusing. If you are selling at the next farthest out expiration at 3.00, you wouldn't be getting any more premium (but just have them further OTM). Or are you looking for some specific strike price where you would sell these new puts, in which case you'd end up with more premium?
     
    #500     Jul 11, 2020