Writing options for a living

Discussion in 'Options' started by torontoman, Jul 28, 2005.

  1. palawan

    palawan

    got it. thanks! the straddle was "cheaper".

    i was focused on the underlying and couldn't really see the expected move to justify either position.

    Good Trading
     
    #491     Aug 5, 2005
  2. What do I win?
     
    #492     Aug 5, 2005
  3. the knowledge that you got.... that the others don't....

    options are mostly math and part intuition...would you not agree...

    just fishing for the "experts"...

    have a good weekend..
     
    #493     Aug 5, 2005
  4. Is IV the only thing you are using to place options trades ? I highly doubt that this could be profitable.
    There is much more to know than mere IV.
     
    #494     Aug 5, 2005
  5. I am no expert, but there is no intuition. I tried trading with intuition. Not a pretty sight. After reading this thread many times, I am convinced it's math.

    But back to my question. Isn't it easier to sell options because you don't have to be as accurate as trading the underlying? Any other comments?
     
    #495     Aug 5, 2005
  6. Prevail

    Prevail Guest

    I can appreciate your point, but there are times if you are long the stock it will be less costly to not buy the put or sell itm calls when iv implodes if everyone also anticipates a strong down move.

    How far of a point move did the underlying make while you were in your position and how much did the put gain?
     
    #496     Aug 5, 2005
  7. Good luck, Chiguy. You know we are all watching. I paper traded earnings straddle. It did not work for me. Premiums are too high.

    But does anyoner have an opinion about straddling or strangling AFTER earnings, when volatility is low?
     
    #497     Aug 5, 2005
  8. There are at least two areas where intuition routinely comes into play - underlying direction, and volatility.

    And you don't even have to know the math. A rudimentary understanding of how price change in the underlying affects the greeks is all you need. You can pick that up today on the web at a number of sites.

    That said, it is a rare breed that can speak the lingo as quickly as riskarb. Don't judge your understanding using risk' as a comparison. It isn't necessary to know it as well as he does. But understanding the greeks will help you undrstand why an option price moves the way it does.

    And yes, I think collecting premium is better than paying premium - one of the reasons being the one you suggest. And yes again, I know one can make a living writing options, both naked and covered. Over the last two years I do so almost exclusively to any other strategy. It was rough at first, but I'll give you one guess as to why it was rough. Because at first I was paying attention only to "the math", and not to the direction of the underlying. I had omitted my usual TA evaluation of direction in favor of the math. Big mistake. It all starts with your "intuition" about the direction of the underlying.
     
    #498     Aug 5, 2005
  9. Thanks Inandlong. Good post.
     
    #499     Aug 5, 2005
  10. the "intuition" as i call it is an adjunct to the math...

    as i look at an earnings straddle or whatever the play may be i take past history of my experiences and try to guess-timate the value of the play in respect to the current values being bid or offered...

    it does not fit a historical profile as it is a one-time event lasting overnite or minutes at best....

    call it what you will but that's how i do it..
     
    #500     Aug 5, 2005