Tip: Buying stock about 8% cheaper using synthetics :-)

Discussion in 'Options' started by earth_imperator, Nov 10, 2022.

  1. Take a look at this: https://optioncreator.com/stnfhn3
    Watch the blue line in the PnL diagram from 0 to about 210 days (ie. the first 7 months):
    it's straight like the line of the LongStock, but is about 8% cheaper based on normal CashAccount:
    CostBasis = Strike_of_Short - Premium_of_Short + Premium_of_Long
    = 100 - 11.92 + 3.57 = 91.65
    That's about 8.35% cheaper than buying the stock for 100.
    It work similarly also with higher IVs.
    One can make it even more cheaper by using a higher strike for the Long.

    stock_8pct_cheaper.png
     
    Last edited: Nov 10, 2022
  2. Beware you are considering 210 days, yet you are ASS-U-MEing 0% interest injecting significant error into your numbers, especially as interest rates are being jacked up fairly significantly and often lately.
    An additional simplification would be to use same strike for call & put to nullify any IV impact. -- dialing the strike up and down should be fine as long as liquidity is adequate on entry and exit.
     
    Flynrider likes this.
  3. It's relative: comparing the 91.65 to the 100 one would pay if bought normally.
    So your argument about interest to pay is just a nullinger :)

    Left as an exercise for you to present here... :)
     
  4. There is no IV impact with this construct, as it's an IV neutral construct.
    The more IV rises the more straight the blue line becomes, ie. becomes like the original line of the LongStock.
     
  5. wrong & wrong, but you may believe what ever you wish.
     
  6. You too. Bye bye! :)
     
  7. BKR88

    BKR88

    But ......
    If the stock closes @ 130 on expiration.
    Your short 100P + long 130C = 8.35 profit
    Compared to .....
    Long stock position @ 100 = 30 profit

    Graph for first 210 days looks nice but how likely is it to follow that nice curve?
    Then figure in spreads on the 2 positions when you try to close & your advantage over the equity is probably minimal.
     
    Last edited: Nov 11, 2022
    gkishot, TheDawn and vanzandt like this.
  8. taowave

    taowave

    Knucklehead has me on ignore,but not suprised by your responce..

    Guy loves to ask questions/make statements that are way off,and dig his heels in when kindly corrected..



     
  9. TheDawn

    TheDawn

    He apparently still reads our comments even though he put us on Ignore and blocked us completely. LOL He formally created a thread bitching to @Baron about us "spamming on his thread" it was hilarious. LOL

    https://www.elitetrader.com/et/threads/why-can-blocked-scum-still-spam-my-thread.370718/

    And now he thinks he is being discriminated against. LOL https://www.elitetrader.com/et/threads/complaint-moderator-discriminates-me.371042/
     
  10. 2rosy

    2rosy

    that is not a synthetic. you need to make strikes the same
     
    #10     Nov 11, 2022