When the option you wrote is called away early..

Discussion in 'Options' started by HawaiianIceberg, Sep 24, 2021.

  1. Right, it's always possible. I'm wondering about the likelihood of assignment as a function of the time until expiration. Obviously it will be variable, but is there a general sense that, for instance, the risk is high in the last week, moderate the week before and "relatively" low prior to that? Remember I'm talking about an option that has just gone ITM, so there's not a lot of profit in it yet.
     
    #21     Sep 30, 2021
  2. taowave

    taowave

    You should read up on reversals and conversions,carrying costs,short stock rebates and the impact of dividends..A little understanding of synthetics would help as well

     
    #22     Oct 2, 2021
  3. We’ve drifted off topic..


    the only times I’ve had the calls exercised early have been when price peaked, and very shortly after, abruptly dropped.

    Does anyone who writes calls, then has them called away prior to expiration, reverse on their position? In other words, go short on the stock (or buy a put)
     
    #23     Jan 1, 2022
  4. taowave

    taowave

    Think about what you are saying and if it makes any sense...
    Reread what i wrote and you may have a better understanding of why someones exercises a call early..It has NOTHING to do with directional bias..

    Your last sentence is a head scratcher,and not because I dont understand it...You sell a call,get assigned and are now short stock assuming you werent in a buy write(long stock)...

    So you get assigned and are now short stock and you are asking if anyone reverses their position and goes short or buys a put??? Think it thru and undertand synthetics
     
    #24     Jan 1, 2022
  5. Sigh. Maybe I didn’t communicate well

    You don’t “get short” when the call you wrote is assigned. Your broker buys the shares for you at the current price, then sells your shares to the contract buyer at the strike price

    your option is now closed and you have no shares (and are not short). you are flat

    now, because the option was assigned early, you get the tip off that a drop in price is potentially coming. The person (likely the MM) then sells the shares you you sold to it (through the option you wrote). They cashed out at the top. buy low (your strike price plus the premium) sell high (current price)

    what’ve I’ve seen, is when this happens (the call option is called away early), most of time the stock then rapidly drops in price


    so you would want to be short on the stock (or buy an atm put)


    Has anyone who writes calls noticed this happening?
     
    #25     Jan 3, 2022
  6. newwurldmn

    newwurldmn

    no. It’s not happening. Either it’s a coincidence or you are mistaken. For all the reasons explained in this thread by taowave.
     
    #26     Jan 3, 2022
  7. taowave

    taowave

    I reread your initial post,and see that you are in a buy write so yes,you get flat if called away early..

    You still do not understand why someone exercises a call early...

    Ask yourself why any sane person would exercise a call early..What do they gain,and more importantly what are they giving up??

    Ignoring "borrow" risk,the answer is dividend yield vs carry cost and the cost of the imbedded put.......

    And how the %^&* does exercising a call "cash out" at the top????? Why would anyone exercise the call if they believed the top was in??So they can now be synthetically short the put??

    Think about what you are saying....
     
    #27     Jan 3, 2022
  8. newwurldmn

    newwurldmn

    Or why would someone whose long the call want to exercise it at the top rather than sell it and pocket the time value?
     
    #28     Jan 3, 2022
  9. taowave

    taowave

    Because he's a closet put seller and doesn't know it :)

     
    #29     Jan 3, 2022
  10. maybe think about it like this: Assuming you’re the buyer of a call option.. and it’s ITM… but hasn’t yet reached expiration

    Using whatever technical analysis you do (or don’t), you get to the conclusion the stock has maxed out in price and about to drop down. Ask yourself, “if I think the stock has topped out, would now be a good time to exercise the call option I bought, then immediately sell the shares?”

    obviously the answer is yes: exercise the option and sell the shares you just got because you think this is the highest price the stock will reach

    This is all assuming no dividend is coming up.

    Here’s my opinion on how options mostly work: who buys the most options? MMs. And who knows the absolute most about what a stock is about to do? MMs

    So the bottom line would be: if a call you wrote is exercised early maybe now is a good time to go short on the stock

    I’m asking only the people who write calls, have you noticed this behavior?
     
    #30     Jan 3, 2022