Why is my loss larger than expected max loss?

Discussion in 'Options' started by Cam12, Jan 23, 2025.

  1. Cam12

    Cam12

    I have placed some options trades on a demo account while I'm still getting a feel for how prices move differently to usual asset classes.

    My question: How does my position show a larger loss (accounting for fx rates) than what was shown to me when I entered the trade?

    Expected max loss= $470USD or $680AUD
    Current loss = $510USD or $812AUD

    At time of of entering orders
    upload_2025-1-24_12-20-14.png

    upload_2025-1-24_12-20-41.png

    Current position:
    upload_2025-1-24_12-21-0.png


    What am I missing?
     
  2. When you enter an options trade, the usual payout chart is static and does not account for volatility changes.

    It is an estimate of what the outcome might be if volatility does not change.

    If volatility changes, then the prices of your options change as well, hence your Pnl.

    https://www.investopedia.com/ask/an...implied-volatility-impact-pricing-options.asp

    The sooner the expiry date for your options is, the more sensible to changes in volatility.
     
    Cam12 likes this.
  3. Cam12

    Cam12

    Ok understood.
    Thanks for the great explanation
     
    Drawdown Addict likes this.
  4. newwurldmn

    newwurldmn

    I don’t think this is the answer.

    Firstly the longer they expiry date the more sensitive to changes in volatility.

    These are like 3 day options.

    The pnl graph looks like the expiration pnl. The pnl up to expiry approaches the expiration pnl.

    I don’t understand currency options that well but my guess is that it has something to do with that.
     
    Cam12 and Drawdown Addict like this.
  5. Yes, you are right, I wrote it the other way around.
     
  6. 2rosy

    2rosy

    the spread is 90 wide. so, 90=47+43. The difference of the current prices shown in your image is greater than the width of the spread. My guess is the current prices are wrong or last traded.
     
    Cam12 and newwurldmn like this.
  7. newwurldmn

    newwurldmn

    2rosy is right.

    I was thinking it was some kind of financing thing (100k for a few days could be worth a few dollars)

    Instead it was the value > the spread width which is not possible.

    KISS, right?
     
    Cam12 likes this.
  8. Cam12

    Cam12

    Ok thanks for great input!
    Options pricing seems like esoteric black magic to me at times haha
     
  9. If max loss is changeable while the options are open then wouldn’t that cause total chaos with your margin requirement? One calculates the margin requirements when the trade is put on, assuming no naked shorts and then the max loss changes causing margin to change?
     
    #10     Feb 4, 2025