WSBers playing with fire and getting burned: NKLA hard to borrow early assignments on call spreads

Discussion in 'Options' started by blazespinnaker, Jun 23, 2020.

  1. Metamega

    Metamega

    That's the trade of the century there. Just loan the thing out.
     
    #11     Jun 23, 2020
    athlonmank8 likes this.
  2. Yeah, NKLA should do that, buy back a bunch of shares and loan them out. Who needs to sell cars in this crazy market.

    Just keep plowing the loan payments back into buying up shares. Throw out a few "oh we have no idea what we're doing" press releases to keep up the short interest.

    can't lose.
     
    #12     Jun 23, 2020
    TimtheEnchanter likes this.
  3. guru

    guru

    He’s got his math wrong. But he did say later that was assigned 5000 short shares, which explains the $10K interest. That’s less than 3% of his share value, so not as bad as he claims.
     
    Last edited: Jun 23, 2020
    #13     Jun 23, 2020
  4. FSU

    FSU

    Also shows how much a broker can make here. Customer buys 100 shares of NKLA and he is happy that broker doesn't charge him a commission. Broker then makes $200 a day loaning his stock out.
     
    #14     Jun 23, 2020
  5. Grantx

    Grantx

    Loan the stock out? First time I've ever heard of this. How does it work?
     
    #15     Jun 24, 2020
  6. traider

    traider

    can the broker loan out your shares if u didn't agree to it
     
    #16     Jun 24, 2020
  7. A few items to note (all based on IB)
    1) They can't loan out your shares unless you authorize it, hence the "stock yield enhancement" program (which you have to opt in to...it is not active by default: https://ibkr.info/node/1838. Note that you can't select piecemeal. You either allow them to borrow any shares in the account or none. You probably want to read the specifics of the program where they go into the details on the process. Note: 1) You can still sell calls against the stock, 2) you can sell your stock at any time, 3) you can opt out of the program at any time.

    2) Nothing guarantees they loan your shares out. If they do, you split the rate 50/50 (can't recall the link, but dig on their site or ask customer service). Currently on NKLA, it's 897%. You can check this by adding a "shortable" column on TWS. It'll be lime green for easy to borrow and dark green for hard to borrow and will show the number of shares available for shorting.

    3) Interest is calculated based on the closing price. Interest is an annual figure, so the daily rate is approximately %/100 * Closing Value/365. There's also a bit of rounding done: https://ibkr.info/article/1146 so it won't exactly match the above calc.

    4) If you are assigned and don't have shares, you automatically are going to incur 1 day of interest. You won't know if you have been assigned until about 10pm PST (which is when I see assignments/expiration post in IB). I seem to recall IB saying they post it after their daily system update which is normally around that time, but I can't find that link. You can easily confirm it with an IB chat with customer service. If you are assigned on Friday, you're obviously on the hook for two days.

    5) Basically you have the extended session (5pm PST) to pick up shares to cover your assignment. After that, you have to wait for pre-market, which is 1am PST the following day, so it won't matter if you cover then. If there is not a lot of time decay left in your shares, there is a pretty good chance you can be assigned, especially if it's getting near expiration. There's always a chance that somebody who knows (or think they know) something which may make them want your shares and be willing to eat the premium.

    6) The fee won't hit until settlement (T+3), so it takes a few days to post in your account. You'll see it in the "MTD interest"

    If I missed anything or posted any errors, please let me know (especially if def from IB wants to chime in).
     
    #17     Jun 24, 2020
    tonyf, Atikon and jtrader33 like this.
  8. It's absolutely insane to me that anyone would let a $5k account write 52(!) calls, even in a spread.
     
    #18     Jun 24, 2020
    TimtheEnchanter likes this.
  9. Just curious, why do you think that? If it's not on the hard to borrow list, what's the risk that you see with a spread?

    I've never ran into a problem here as I never trade reg sho crap as a rule.
     
    #19     Jun 24, 2020
  10. mskl

    mskl

    As a general rule - The largest positions that I carry overnight with respect to notional value (not margin) will only total about 10% of my trading accounts. And this is an "arbed" position - ie a conversion. So with Portfolio margin - the margin for this type of position may only be $100 but the notional value may be $500K +. When you have traded for 30+ years - you see lots of bad stuff that can happen.

    For those paying attention - there are now about 100 equities (with options) whose borrow rates are about 30% + and another 100 that could easily be there in a matter of days.

    And I will not carry a short call position of a htb name that is even close to a possible assignment.

    Also, there can be significant risk in names that don't have high borrow rates.

    Unfortunately, most have to learn the "hard way".
     
    #20     Jun 24, 2020
    TimtheEnchanter and Real Money like this.