what advantages Long Gut over Strangle?

Discussion in 'Options' started by mango23, Jul 11, 2020.

  1. mango23

    mango23

    Last edited: Jul 12, 2020
    #21     Jul 12, 2020
    destriero likes this.
  2. old coot

    old coot

    Can't see any picture, and you'd have to show me where my math is wrong, but whatever, I come here to try to answer questions with examples and help people if possible. You're here to insult people and brag about how much money you've got.
    Incidentally, I have people telling me you can get me banned. That's probably for the best, since my opinion of you is now as low as your own opinion of yourself. anybody sure of himself don't need to brag and insult. so, do your damnedest. and if you've got me blocked, I'm not sure exactly how you're seeing my posts. If I click on "reply" when your name shows with no content as last post, I can quote your post. A defect in forum software that needs to be fixed.

    anyway, Piss off. I'll answer anybody whenever I please, and if you don't like it, run sniveling and crying to whomever you snivel and cry to. Talk about some sad ass personality defects.
     
    #22     Jul 12, 2020
  3. destriero

    destriero

    You're lying.

    You're quoting me which means the pics are visible. It's absurdly simple. Go long the box on AMZN tomorrow and come back with your fills, dump truck. I can't wait to see them. The box will only require a few hundred $ to carry.
     
    #23     Jul 12, 2020
  4. destriero

    destriero


    There is no fucking plan. There is no edge to shorting the guts.

    Please look up "box arbitrage" ok? Stop wasting your time with this coot fool. He's chasing his tail and you're clapping.
     
    #24     Jul 12, 2020
  5. mango23

    mango23

    @destriero, am new but thought the discount was either "less time value" or market makers balancing books?
     
    #25     Jul 12, 2020
  6. destriero

    destriero

    You short the guts close to expiration and you're assigned. Now you're something approaching 100D/contract exposed. It's that simple. No need to discuss the arbitrage. Which has less risk of assignment...? The inside or outside?
     
    #26     Jul 12, 2020
  7. destriero

    destriero

     
    #27     Jul 12, 2020
  8. mango23

    mango23

    yep - am on it....
     
    #28     Jul 12, 2020
  9. destriero

    destriero

    Synthetics and arbitrage are important. Here are some terms.

    Conversion market. Synthetic calls, puts. Box/roll arbitrage. All arbs are covered by the aforementioned.

    Regarding the vol-smile. Same-strike vols must trade equal (absent carry/forward). This relates to all arbitrage boundaries. Assignment risk on deep ITM positions is often underestimated. There are small arbs everywhere but that's not what we're discussing here; the insanity that the guts as a profit center is retarded.
     
    #29     Jul 12, 2020
    .sigma likes this.
  10. mango23

    mango23

    OK - gonna have to read up on synthetics +++

    clear that once short in crossed spreads the risks can get ugly

    was thinking: practice first with long only volatility plays (guts / straddle / strangle)
     
    #30     Jul 12, 2020