Using Options To Protect a Large Portfolio

Discussion in 'Options' started by LaxFan, Dec 25, 2019.

  1. ET180

    ET180

    Easy to say that now and on March 24, 2000. On March 24, 2000, QQQ was 118 / share. Now it's 221 / share and pays a 0.75% dividend. ~20 years is a long time to wait for not even double the share price. Then it went to 22 something in 2002, just 2 years later. Fewer people would be saying buy QQQ in 2002 than now.
     
    #31     Dec 26, 2019
  2. ET180

    ET180

    Call options have carrying costs for the underlying built into the price. Those carrying costs on a deep ITM option will be > 2%. So if one has the cash, it's cheaper to buy stock and buy puts (OTM in this case) rather than calls.
     
    #32     Dec 26, 2019
  3. newwurldmn

    newwurldmn

    The hardest part of investing is what you do when you are losing a lot of money.

    Rather than coming up with an options strategy (especially since you admit you have a rudiamentary understanding of finance), spend time with a financial advisor to determine the right investment strategy for someone with your risk profile.

    Don’t worry about missing the bull run. We all have missed opportunities to make money. You have another 30 years. Done reasonably right, at your stated risk levels you can double or triple that.
     
    #33     Dec 26, 2019
  4. Bum

    Bum

    1-Uses much less capital than purchasing underlying & buying puts. End result the same.
    2-Simpler set-up than buy underlying & buying puts to protect.
     
    #34     Dec 26, 2019
  5. Bum

    Bum

    Buying puts will have the same "carry costs" as buying calls. If not you could do an arbitrage trade.
    Preferred choice would be call spreads with NO premium.
     
    #35     Dec 26, 2019
  6. ET180

    ET180

    Actually, they won't.

    http://www.nooptionantics.com/blog/?p=77

    Look at the cost of ATM call vs. ATM put going out a year. Even a month or two, the calls will be priced higher. And as I mentioned above, I occasionally do that arbitrage whenever I have spare cash in my account that I don't think I will need for a while as my broker, IB, only pays 1.05% (currently) on cash sweep given current Fed Funds rate.
     
    #36     Dec 26, 2019
  7. LaxFan

    LaxFan

    Thanks to all for many ideas.
     
    #37     Dec 26, 2019
  8. Don't over optimize.
     
    #38     Dec 26, 2019
  9. spindr0

    spindr0

    If you want full participation in the market, you have to take on the risk. Here are some more conservative strategies with varying degrees of risk:

    1) Buy investment grade preferred stocks which currently pay about 5.5% on average. Rising interest rates is the risk. Flip them for cap gains to increase return.

    2) Sell OTM short puts on stocks/ETFs that you're willing to own. If not assigned, you'll collect an income (the premium) and if assigned, you'll buy your desired stocks at a lower price. This isn't without risk because you'll have full exposure below the strike price (less premium received) should the market collapse.

    3) Buy high delta call LEAPs instead of stock ("Stock Replacement Strategy"). Initially you'll have similar risk to owning the stock but diminished risk if the stock drops (call delta decreases) and you can't lose more than the call's cost

    4) Add low/no cost collars to you equity positions. You'll have a ceiling of profit (the covered call component) and a floor of against loss (the long put). This is synthetically equivalent to a vertical spread which would make more sense if opening a new position (less slippage and less commissions if still paying them). Though the reward is less than selling short puts, this is a big R/R improvement on short puts.

    5) Here's an out of the box idea. Combine with several option positions in order to synthetically duplicate a structured index annuity product (in this case, one that offers 10% downside protection and a 7% annual profit cap on the SPY).

    Here's a random example for a one year Dec 2020 DIY position where you buy the SPY at $322. You'll have about a 7.5% cap with about 20% of downside protection (twice as much).

    IOW, if the SPY drops from 322 to 255, you'll lose about $1 per hundred shares. Below $255 you lose $ for $ for whatever the SPY drops. If it rises, you can make up to 24 points.

    You can vary the strikes in order to get more reward or less risk (more reward means more risk and less reward means less risk) and you can vary the months in order to get a better annualized return but that entails more risk.
     
    #39     Dec 26, 2019
    destriero likes this.
  10. Daal

    Daal

    OP,
    what is your drawdown tolerance, in % terms?
     
    #40     Dec 26, 2019
    taowave likes this.