What Option Strategy Do You Use?

Discussion in 'Options' started by ironchef, Mar 2, 2024.

How Do You Trade Options

Poll closed Mar 16, 2024.
  1. Mainly an option writer

    41.7%
  2. Mainly an option buyer

    25.0%
  3. Mainly non directional combination or spreads

    45.8%
Multiple votes are allowed.
  1. ironchef

    ironchef

    A tale of two cities and the two different worlds you and I live.

    Hard for a small time retail like me to imagine what you experienced back then.
     
    #51     Mar 2, 2024
  2. taowave

    taowave

    Not sure if you were replying to me,but is this the Jacobson you are referring to?
    Dont see the option trader connection.
    Is his approach Buffet esque?



     
    #52     Mar 2, 2024
  3. Ya but you need capital to buy 100 contracts or more to be able to make bank on calls... essentially if you take on 5% risk then your 'bank" will be limited to less than a CSP...as I pointed out in the example.
     
    #53     Mar 2, 2024
  4. ironchef

    ironchef

    Sorry I can't answer anything too specific.

    Basically the concept is if you have a stock or an option that is already ITM, you can collar it (protect the profit) with selling a higher call to pay for buying a put to protect the downside. Of course what you pay is the limited up side, just like a covered call or a spread.
     
    #54     Mar 2, 2024
    Quanto likes this.
  5. Quanto

    Quanto

    Actually it looks like "arbitrage" :) b/c there is no loss at all.
     
    #55     Mar 2, 2024
  6. ironchef

    ironchef

    I am sorry @SimpleMeLike it is not that simple.

    When I day trade, it is like you said, just click and make money.

    Option is a slightly different animal. I have a math model I use to calculate the option price, compare it to the price displayed, study MM's greeks, look at the underlying's fundamentals, add my view of the drift vs volatility vs time.... then place a trade or pass.

    It is hard work, wish I can "just make money".
     
    #56     Mar 2, 2024
    zghorner likes this.
  7. ajacobson

    ajacobson

    https://www.wsj.com/articles/SB838251655605936000

    It's an interesting story if you spend the time to search it out. He was the first button on the phone turrets of almost every desk, but it was a while ago. Many of the OBOs had his picture taped up on their posts.
     
    #57     Mar 2, 2024
  8. ajacobson

    ajacobson

    While Harvard won't say what stocks Mr. Jacobson bought or sold or how he picked them, Mr. Light describes him as "a very shrewd, disciplined quantitative thinker who does relative-value trades in a very interesting kind of way." A person close to Harvard Management says Mr. Jacobson basically uses options, futures and other derivatives to exploit brief discrepancies in stock prices. Harvard disclosed in its annual report that such a strategy -- it didn't say Mr. Jacobson was the only manager using it -- earned the school a 38.3% return last year.
     
    #58     Mar 2, 2024
    beginner66 and ironchef like this.
  9. ajacobson

    ajacobson

    The most interesting part of the story was his compensation deal. In his last year at the endowment he earned about $15 million, but that created a political problem. So they had to let him leave, but compensated him by funding his HF to the tune of $500 million. By then multiple list and PfOF changed the landscape enough that his strategy lost about half its benefits. They still paid him a little over $10 million.
     
    #59     Mar 2, 2024
    ironchef likes this.
  10. ironchef

    ironchef

    Nothing last forever.
     
    #60     Mar 3, 2024