The secret to buying pre earnings straddles

Discussion in 'Options' started by TheBigShort, Aug 9, 2018.

  1. It was previously suggested (by you) to sell M straddle because it looked overpriced.

    Just quoting your post.
     
    #101     Aug 15, 2018

  2. This would have been a sweet trade as stock opened at $39 and change first 5 minutes... Probably could have closed it out at $3.00 based on opening option prices first 5 minutes.

    Nice profit on the vol crush and you have time to get out before stock really ran lower.
     
    #102     Aug 15, 2018
  3. Two comments:

    1. The stock closed at 41.82 yesterday, so selling 40.5 straddle would be directional. A better way to look at it would be evaluating the 42 straddle which was priced around 3.70 yesterday.

    2. Yes the stock opened at 39, but could you really close the straddle at prices anywhere close to the mid during the first 10-5 minutes? I doubt it. And it started to decline pretty quickly, so straddle started losing value very quickly.

    So yes, if you were lucky enough to trade a straddle which was lower than the closing price yesterday, AND get out really quickly at favorable prices, you could probably make a tiny profit. Too may IFs, for the trade with unlimited risk.
     
    #103     Aug 15, 2018
    billb2112 likes this.
  4. TheBigShort

    TheBigShort

    You can read my qoute right there Kim. Just to let you know, you don't have to hold an option until expiration.
     
    #104     Aug 15, 2018
  5. destriero

    destriero


    Whatever he's charging for his "advisory" is robbery.

    The shares were hovering above/below 38 for the first 30 minutes of trading. Shares didn't break 37.50 until 10am.

    "Get out real quick" = 30 minutes? Is Kim using a Telex to transmit his orders?
     
    #105     Aug 15, 2018
    kinggyppo likes this.

  6. No I posted when i thought you should sell the straddle which was my original post and clearly posted the pricing. I always sell straddles slightly below stock price for skew and cushion on drop.

    The stock was stable the first 5 minutes so could have gotten out at $3.00 to $3.15 at worst.

    You cannot just make up whatever pricing you want in theory. I am giving you actual numbers. I use real numbers not hypothetiocals.
     
    #106     Aug 15, 2018
    destriero likes this.
  7. TheBigShort

    TheBigShort

    I notice you use the words "believe", "doubt", "think" alot in your posts. For someone who claims to do a lot of back testing, I find it interesting that these words are in your vocabulary. Could you explain why you think we would not get filled at mid? I mean considering the usual imbalance between liquidity providers and hedgers, the fill should rather be easy at mid.
     
    #107     Aug 15, 2018
    .sigma likes this.
  8. TheBigShort

    TheBigShort

    LOOL thats how he tricks his customers. He gives them delayed fills after the stock has already moved.
     
    #108     Aug 15, 2018
    destriero likes this.
  9. Also, I saw .10 to .15 spread on the straddles earlier so let's say $3.00 was the mid, I will gie you $3.15 but could have shaved off a few cents from that.
     
    #109     Aug 15, 2018
  10. destriero

    destriero

    9:45am the shares were 37.85. 40C were 0.47 traded. Aug27 40 straddle implied at 3.09. Where was the 40 combo yesterday?
     
    #110     Aug 15, 2018