USO liquidation?

Discussion in 'Options' started by FSU, Apr 21, 2020.

  1. #41     Apr 22, 2020
  2. So what's worse? Being long USO or NYMEX WTI June20. USO can only go to zero. CL Jun20 can go to negative -$40 or even lower. Listing of negative option strikes on CL futures can introduce panic short gamma futures selling when Jun20 dips below zero.
     
    #42     Apr 22, 2020
  3. I'd say long USO is worse because of the premium but I get where you are coming from. If I had a gun to my head I would go long the future and an OTM put with it.
     
    #43     Apr 22, 2020
  4. mwgwin

    mwgwin

    #44     Apr 22, 2020

  5. It makes sense for them to do this given the price. I wonder if this is also a way for them to resume accepting new creation units and issuing new shares of the ETF if the request they made with the SEC is not approved. If that is the case, it should help keep it's price / NAV from getting too out of wack.
     
    #45     Apr 22, 2020
  6. FSU

    FSU

    Current short interest rate is 18%, you run the risk of the rate going much higher or becoming unborrowable.
     
    #46     Apr 22, 2020
  7. Sig

    Sig

    It does have options, which I know because I bought a bunch of $.50 strike puts on it yesterday after agreeing on your theory. So you can avoid the unborrowable issue with puts although you obviously still pay the 18% in broken put/call parity.
     
    #47     Apr 22, 2020
    FroggerMan likes this.
  8. I didn't think of doing a synthetic short. Much safer play IMO.
     
    #48     Apr 22, 2020
  9. mwgwin

    mwgwin

    Exactly what I thought...
     
    #49     Apr 22, 2020
  10. FSU

    FSU

    Good point.

    I think if you bought the .5's yesterday they are a great trade vs. a long term hold. As I mentioned they really blew up yesterday, pricing better than a 50% chance of liquidation, I actually sold my longs out and went short them. Buying back today and going long them again as they seem cheap.
     
    #50     Apr 22, 2020