The IV risk with short strangles

Discussion in 'Options' started by MrAgi1, Sep 24, 2022.

  1. If the information I provided were wrong, then you can be sure that the pack would already have attacked it. Since there is nothing the like so far, then the folks agree that it's indeed like I said. :)
     
    #31     Oct 18, 2022
    MrAgi1 likes this.
  2. MrAgi1

    MrAgi1

    Thanks. It seems there is a lot of basic stuffs I need to learn about options. Because this got me thinking and confused.
     
    #32     Oct 18, 2022
  3. These things you just learned today, took me many weeks and months first to find (discover) and then to grasp (understand)... :) So, I hope you don't get a brain freeze or so b/c of so much new and important knowledge about options in such a short time of just a day... :)
     
    #33     Oct 18, 2022
    MrAgi1 likes this.
  4. MrAgi1

    MrAgi1

    Lol. It’s gonna be alright :D
     
    #34     Oct 18, 2022
  5. In a Cash Account it's indeed so, Risk is pre-covered, therefore no Margin Call.
    But as said the "early assignment risk" remains (but only with American Style options).
    FYI: in the US, all index options are European Style, rest is American Style.
    And in Europe, almost all options use the European Style.

    I don't know which people you mean. They both have the same outcome (payoff), at least at expiration.

    Regarding Margin Requirement (Margin Acct) and Cash Requirement (Cash Acct) see the table of TradeStation, as their table is very informative, much better than any other broker. It covers both MarginAcct and CashAcct.
     
    Last edited: Oct 18, 2022
    #35     Oct 18, 2022
    MrAgi1 likes this.
  6. @MrAgi1, I can't tell anything about CoveredCall and ShortCall, as I haven't studied their details.
    Though I can trade CoveredCall in my CashAcct, I chose the path to specialize myself in Puts only, so I can't tell you much about CC and ShortCalls. Maybe others can tell you more.

    And: "early assignment" means your position will be closed automatically by the remote side (your counterparty). It's not a pleasure... :) b/c you can't decide yourself to just sit-out the losses by hoping for better times... :)
     
    Last edited: Oct 18, 2022
    #36     Oct 18, 2022
    MrAgi1 likes this.
  7. Yes, in a CashAcct at least, since this combination is a CoveredCall.
    As the name "Covered" already implies: the risk is already pre-covered, so no Margin Call or so.
    But again: "early assignment" is IMO more dangerous than getting a Margin Call :)
     
    #37     Oct 18, 2022
    MrAgi1 likes this.
  8. Just watch your gamma near expiry - Strangles are not the worst trade-that would be covered calls, and the bad part is the underlying
     
    #38     Oct 19, 2022
    earth_imperator likes this.
  9. Yes, I have similar reservations against CC. It simply binds too much capital.

    The OP means Short Strangle (cf. thread title): Since such a Short Strangle consist of a ShortCall and ShortPut, then if IV rises before expiration then both of them lose (ie. a double catastrophe :)).
    I think a similar 2-legged Put Spread or Call spread is IMO better for such a situation of rising IV, because here the IV rise is neutral for the position as the long side cancels it out...
     
    Last edited: Oct 19, 2022
    #39     Oct 19, 2022
  10. taowave

    taowave

    Say what????




     
    #40     Oct 19, 2022