Trying to understand this option strategy (Synthetic Long Stock?)

Discussion in 'Options' started by Sean_Y, Apr 22, 2020.

  1. Sean_Y

    Sean_Y

    Hi all,

    Been learning about options for a while and doing lots of paper trades and watching the general market to understand various option strategies.

    Yesterday, on ToS I saw a large Delta trade go by that looked something like this:

    Buy AAL Jun19 16 Call @ 0.75
    Sell AAL Jun19 16 Put @ 5.75

    AAL price at the time was $11.

    Couple of questions:

    1. Is this what is referred to as Synthetic Long Stock Strategy?
    2. If it is, I understand the objective is to emulate the gains of owning the underlying stock, with much better leverage and a lower loss potential. Is this correct?
    3. Since the PUTs will be ITM for the buyer and if the option was "american type", isn't there a good chance that the stock could be assigned right then (at the time of entering the trade itself)? What am I missing here? If it can be assigned, why would any one still want to do this?

    I am hoping you experts can help educate this noob.

    Thanks

    Confused in Denver
     
  2. xandman

    xandman

    1. Yes
    2. Yes. With more leverage but the loss potential is the same. Check your profit graphs.
    3. American options are not instantaneously exercised when ITM. Very few people have taken assignment from an exercise, but the possibility exists. Most, depending on strategy, would like to get an early exercise and pocket the "extrinsic value" rather wait around with a convex exposure.
     
    Sean_Y likes this.
  3. guru

    guru

    What @xandman wrote, I’d just add:

    3. If the ITM put holder instantly exercised that put they’d instantly lose $0.75 per share. Wouldn’t make sense.
     
    Sean_Y likes this.
  4. Sean_Y

    Sean_Y

    Thanks guys...

    Totally missed the 'losing .75 per share' when I was looking at it. Makes perfect sense now.
     
    Last edited by a moderator: Apr 22, 2020