Why isn't everybody selling options?

Discussion in 'Options' started by jr07, May 12, 2010.

  1. blcdoc

    blcdoc

    ha. cheers
     
    #101     May 13, 2010
  2. jr07

    jr07

    Let me use an example to see if I can illustrate better my question

    Lets say I think APPL is a strong stock and I dont think it can go below 220$ by next Friday.

    The bid on the 200$ AAPL puts may exp is 0.32$

    So I have a 10,000$ account and tomorrow I will sell 300 of these puts for 9,600$

    Can this be done?

    J
     
    #102     May 13, 2010
  3. spindr0

    spindr0

    You can do 5 (margin per put is $2,000)
     
    #103     May 14, 2010
  4. ptrjon

    ptrjon

    each put is derived from 100 AAPL stock, so about $26000. So you want to take our $10,000 and insure $7,800,000 worth of AAPL stock. Think about it, does this sound like a good idea?

    Trading like this is why only a few trade short options, because many who try, fall pretty hard.
     
    #104     May 14, 2010
  5. bone

    bone

    Risk of ruin outweighs business model of modest and consistent gains. Ever tried to re-balance an options book that features short gamma in a moving market? You can't really even come close to covering with stops like cash equities or futures - you find the offers to be incredibly wide and thin, so you will sit with it, and after five minutes you wish you would have lifted what was there. You are dealing with a subset of a market with less volume - and markets makers, either on the floor or on the screen, are not there to get run over if they can help it. Exchange designations and orderly markets be damned, they are not going to give back eighteen months in two hours.

    If you are still convinced that selling vol is the way to go, just shimmy on over to the energy and metals markets and sell ATM strangles to your heart's content. ICE OTC, Clearport, and LME physical ring for size. ICAP and Prebone-Yamane will find a market for you.
     
    #105     May 14, 2010
  6. jr07

    jr07


    How do you find out the margin requirements of a put?
     
    #106     May 14, 2010
  7. akivak

    akivak

    32 cents premium might not be worth it, but if you go for 240 strike, you can get 1.30 premium. If AAPL ends above 240, you make 3.7% return on margin in one week. Not so bad. The trick is that you should be ready to own AAPL if it goes below 240. If you are, it is not a bad deal.

    Going to June options might be better idea. You can sell 230 put for 4.15 and have 16% return on margin in 5 weeks or own AAPL for 225.85.
     
    #107     May 14, 2010
  8. no. even if it could it would be stupid. where would that play be today if it were MA instead of aapl. leverage will eventually kill you in option selling.
     
    #108     May 14, 2010
  9. bone

    bone

    Agreed. Please post market calls in another thread. May I suggest a title: randomly buying into a seriously falling market.
     
    #109     May 14, 2010
  10. cnbc options action guru just recommended selling july 135 naked puts on gs as a good play. too much event risk imho.
     
    #110     May 14, 2010