Recent content by NHS

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    Max loss for sold naked calls

    Thanks for the input. However, I must speak with my wife about the dildo part.
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    Max loss for sold naked calls

    Always a pleasure to run into another dumb-ass.. Was looking for any cheap alternative (with whatever risk added) to just buying call options… to a generic questing… So why in the world start to look at option-chains.
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    Max loss for sold naked calls

    The questing was: what is the cheapest way to set a stop loss to a short call position given that you do not want to close the position. Buying calls or maybe buying futures, etc – there might be many ways to do that and I was just looking for the cheapest method. Anyway if it will boost...
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    Max loss for sold naked calls

    I guess you are unable to look at the thread as it was intended, to me is seems pretty obvious from the numbers 100, 150, 180 etc that this is not a real world example. If you do not have any input to why in the world waste time on it
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    Max loss for sold naked calls

    Let’s say that you have sold 100 naked calls in XYZ at strike 100 when the stock was 100. Suddenly the stock moves up high to 150 and you have a loss. You think the stock will move down again at some point so you do not want to take the loss but you want to set a maximum limit to the loss now...
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    Futures Question?

    How does this work? ATM sell 100 call and buy 200 long futures?
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    Transformation

    I was wondering if there are any guidelines or best practices regarding the transformation of option strategies into other option strategies. Some case could be that you have a position and your outlook changes; you don’t want to close the position because it might cost commissions or losses...
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    Delta Neutral trading

    Yes we can only estimate what might happen.
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    Delta Neutral trading

    Theta er not a constant - it will change if other greeks change.
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    56% of premium in 2 days

    IV can be one place to look. IV can really changes prices.
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    Stock futures greeks

    Thank you for the insight here. Long call + short put = synthetic long future = stock price * (1 + annualized interest rate – dividends) I was looking at real prices. I found this for June 2010: The stock gives 7,5 in dividends before June 2010 Current stock price 380 Stock...
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    Straddle - variant

    Thank you both
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    Straddle - variant

    The straddle option strategy involves buying both call and put options at the same strike and with the same exp. date. This can be quite expensive and you need a rather big move in either direction to get over the water. Let’s say that you instead of the one side of options, CALL or PUT...
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