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. newwurldmn

    newwurldmn

    I did research him. He was one of the richest people in Boston. And then he left to be a football coach.

    I remember reading his retirement letter as it made Bloomberg top.
     
    #61     Mar 3, 2024
  2. taowave

    taowave

    What's the relationship between a stud value guy and newbs selling puts???

    I get Buffets theory on vol,but I wouldn't say he's a premium seller :)



     
    #62     Mar 3, 2024
  3. newwurldmn

    newwurldmn

    I was referring to Jacobson. Jacobson was actually a long short event driven guy.
     
    #63     Mar 3, 2024
  4. ironchef

    ironchef

    There are more single leg option buyers on ET than I realized. :thumbsup:
     
    #64     Mar 3, 2024
    zghorner likes this.
  5. zghorner

    zghorner

    because it's comparatively simple with capped downside and crazy upside potential. Gain porn on WSB tapping into those get rich quick dreams probably has some influence as well.
     
    #65     Mar 3, 2024
    ironchef likes this.
  6. ironchef

    ironchef

    As I recall, you are one of us. :fistbump::strong:

    The reason for the crazy upside is, like a black swan, it seldom happened.

    And by the way it is not a get rich quick scheme because in real life the carrying cost for us retails practicing the art is significant. An analogy is venture/angle investing.
     
    #66     Mar 3, 2024
    zghorner likes this.
  7. bln

    bln

    CSP's worked well for me. I have used CSP in the past on SPX to harvest elevated volatility.

    I did use a simple strategy.

    a) cash parked in US T-bills 1-3m.
    b) wait for -5% decline in SPX from all time high. ie:
    trigger price = all time high price * 0.95
    c) issue a ~90dte put in SPX at a strike price that is -20% below ATH price.
    selected strike = all time high * 0.80 (step down until next available lower strike)

    This worked well for me and come out at ~4% annualised return or something like that. And I would take delivery of SPX if needed and hold it forever or until exit price hit.
     
    #67     Mar 4, 2024
    ironchef and Quanto like this.
  8. Quanto

    Quanto

    Hmm. that's not much.
    With stocks much more is possible, but stocks are of course riskier (more volatile) than the said SPX index.
     
    Last edited: Mar 4, 2024
    #68     Mar 4, 2024
  9. bln

    bln

    Depends on your objective. I had a bunch of cash that I know I wouldn't use to make a single trade or investment with for the near time. "I'm sitting on this pile of cash that I will do nothing with for the next 2-4 months. I want to stack some extra percentage points on top of what the US T-bills will give me".

    It worked well for my short term objective that was to sit still on idle cash.
     
    #69     Mar 4, 2024
    ironchef, taowave and Quanto like this.
  10. cesfx

    cesfx

    You mean SPY or ES?
    Can't take delivery of SPX
     
    #70     Mar 4, 2024