trade size vs probability of exercise?

Discussion in 'Options' started by bookish, Apr 6, 2017.

  1. bookish

    bookish

    For those of you who write options a lot. I know probability of early exercise increases the closer you get to expiry. Do larger trades have a higher probability of early exercise, or is it still a mostly last minute thing?
     
  2. Robert Morse

    Robert Morse Sponsor

    Why would the size of the trade matter?
     
  3. bookish

    bookish

    You need to change your name to "stock god"; you always have the answers. :)

    My thought is smaller trade = smaller account = new trader = not staying on top of things.

    Also, larger trade = possibly filled by more than one party on the other side = statistically greater odds that there is someone out there that decides to take the money and run.
     
  4. Robert Morse

    Robert Morse Sponsor

    Sorry, but no. Since you did not say, I'm going to assume equity options vs options on futures. After you do a trade and it clears, the OCC is your counter-party, not the other trader that took the other side of the trade. And, all the options at your clearing firm are lumped together at the OCC. The size of your trade makes no difference.

    Short ITM calls options are only exercised early if the owner perceives more value in the long stock than the long calls. Some reasons might be:

    -Large dividend that exceeds the value of the put on the same strike
    -Very hard to borrow stock
    -corporate event like a dutch tender offer

    Then the OCC has a system for determining how many of each exercised call goes to each clearing firm and the clearing firms have a system for determining how that gets allocated to each account with short calls.
     
    Chubbly likes this.
  5. bookish

    bookish

    So hypothetically, if the right guy at a clearing firm wanted to (and risk going to prison) he could direct early exercises to a particular trader?
     
  6. Robert Morse

    Robert Morse Sponsor

  7. bookish

    bookish

    Fantastic.

    I'll be sure to recommend light-speed to anyone that asks.
     
  8. Not if you're trading European style options.
     
  9. bookish

    bookish

    Are there any european style options on USA stock? In other words could I accidentally write a contract that is European?
     
  10. Sig

    Sig

    Many SPX contracts are European.
     
    #10     Apr 7, 2017