Tip: Turn a CoveredCall to a Spread

Discussion in 'Options' started by earth_imperator, Apr 13, 2023.

  1. A covered call (ie. LongStock + ShortCall) can be turned into a Spread by opening also a LongPut with a different strike. Example:
    Before (ie. the CoveredCall): https://optioncreator.com/stdgpcw
    After (ie. the Spread): https://optioncreator.com/strc3jf

    As can be seen, the possible MaxLoss gets capped (cut) significantly: MaxLoss before: 72.67, after: just 3.55. But of course also the MaxWin gets capped: 32.32 to 6.44.
    Of course one should calculate the percentages out of the numbers to get the real answers.
     
    Last edited: Apr 13, 2023
    Matache likes this.
  2. Addendum:
    The strikes can also be identical. Then the end result is a constant number, ie. a straight horizontal PnL line.
    It's position depends on the premium one pays for the LongPut: of course the less one pays, the higher (ie. better) the PnL line becomes.

    Example: assuming one adds the LongPut after 10 days: both strikes 105, LongPut obtained for $29, ie. Put.IV lower than Call.IV: 132 vs 150: https://optioncreator.com/stdhnwl
    EndResult: +3.32 profit regardless of remaining DTE, spot, or IV :). IMO funny :).
    Of course in such a case one should try to close the position earlier if possible, because why wait longer when one can get the same result much earlier...
     
    Last edited: Apr 13, 2023
  3. Yea no they can't because if you do you have just closed the position. Syn short put + long put at same price = nadda nil nothing no position.
     
  4. NOPE! There are these order flags:
    option_order_flags.png
    Ie. you can very well have the same option with the same strike both as Long as well as Short at the same time (ie. as 2 different items in the account) by simply saying BUY_TO_OPEN (for Long) and SELL_TO_OPEN (for Shorting).
     
    Last edited: Apr 14, 2023