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so limit buy a protective put when the stock falls to a certain level?

Anyone ever create one?

so adding a put atm to the falling stock price that I would rather sell is my solution, right?

I sense it is Nevada, just because Nevada is Nevada (and California is California), but what legal or financial particulars (besides taxes) make it better, if it indeed is?

and the stock is falling. I want to keep the call but ditch the underlying. What type of order will get me that or a similar result? Conditional? (When the stock hits a level buy an ATM put?) If so, any brokers allow this for free and make it easy?

I'm not a nat gas trader, but I dabbled a few months ago and bought a few LEAPS puts ATM that are now up about 60 percent. Wondering if I should take my profits, in case of a price spike, or hold on, at least untill just before hurricane season.

TKS. Who do you use for charting? If it's easy, got a similar VIX UVXY?

Not sure if this belongs in here or options or commodities but anyway, I own some still-long dated UNG LEAPS puts that have moved in the money (thank you, thank you) and are now profitable. Should I take the profits? Or will this unleveraged ETF, or rather its underlying, display decaying...

Was just a 12 strike, $1K profit. Forget when I set it up. Might do the trade again with the 2022 if we get a little more vol.

After I trade it, lol.

Yeah, it's UVXY2, and I'll guess I'll split the bid/ask for a day or two. I do wonder what happens if I do nothing. TDA is the broker.

Lo and behold, I have a profit on a long-held LEAPS contract, that split 5 for one a while back. With a week or so before expiration, what do I do take the profit, exercise it the day before expiration, let it go and be automatically exercised? The notorious UVXY was the long put, btw.

Will ponder. Tks.

Didn't ask about alpha. I presume we all know option writing isn't alpha.

Yea, it's a bragging rights thing, and it's not 100 percent but close and then if you lose the first time around, shut it down and try again, the survivorship bias thing.

So, a long-term beat-the-market strategy that beats 80 percent of professional money market managers over the long haul. Wonder why more do use it?

Except for the typo of limply instead of simply, where is the confusion?

If my only benchmark was to beat the market each year, would it work to limply buy the SP 500 (say a SPY) on Jan. 1 and simultaneously sell a, say 90 day far OTM call, with a delta of -95 or less. Then either ride or repeat. The small theta gain then compounds ...

tks

thanks!