Recent content by Yanoshi

I'm in need of a trading platform which allows me to execute complex systematic option trades with various conditions. Here is an example of a trade I may do: Trade 1. Execute a delta-neutral at-the-money Short straddle on stock A, of notional value $30,000. Trade 2. Execute a delta-neutral...

Im not sure you read my original post right. The original post was talking about getting assigned before expiration, so there would be time value on the option. Also doing a conversion would not replicate a short stock. If you get assingned early and do a conversion, you now have two sets of...

I understand your points, but firstly, you mentioned that If I were to simply cover my short position and re-sell the calls, I would continue to be assigned. However, every time I am assigned early and enter a short position with a paper loss, I should still be making a small gain on the...

Thanks for your reply. Firstly, I have my own reasons for wanting to use a synthetic short instead of a short stock. One reason is that I can generate the same profit/losses with much less capital. Secondly, considering the type of securities I am constructing this position on (Exchange traded...

Hello everyone, Say I have an options strategy which requires me to hold a Synthetic short stock position for 1 year. So that's: a Long put with 1 year expiration + a Short Call with 1 year expiration, with both at the same Strike price. My strategy requires me to hold it for at least 1...