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I don't want to benefit from "any rise". I just want it to expire.

"You're short a naked call either way" What did you mean by either way?

Have you been reading some of these comments? They have nothing to do with what we're talking about. You're one of the only people here making sense.

I agree. But I don't care. When I sell the 97 put, I place a standing MNQ short order at 95. Not the best case, but what's better?

Ok. Baby steps. You said "You're short a naked call either way" So, in English, that means I'll be naked if I have the MNQ short or not. So, if I don't and I only have a TQQQ position that I'm selling calls against, how is that a naked call?

No. I'm not irritated by people that don't agree with me. I'm irritated by people that choose to disagree with me without fully understanding what I'm saying. They just jump out of the box disagreeing like little spoiled children.

I guess you're not one of them. That's nice.

"You're short a naked call either way" Do you actually know what you're typing or do the words just fall out of your butt?

Please help me. Explain how a sharp price move will kick my ass.

Because I'm short. I wanted it to expire worthless. I sold it for a credit, when it expires, I just keep the credit.

Trading is not predicting. Gambling is predicting. You people try to guess which way the market is going. I'm just selling time.

If there isn't a MNQ short, this isn't a naked call. A naked call is when you don't own the underlying. Please study more before commenting.

Can you actually read English? What makes you think I'm waiting for a drop?

It must be a hard life for you thinking that everything you're not capable of is impossible.

Well, all of your babbling baboon platitudes are really entertaining but I am making money doing this now. 100% year might not be a lot for you trading Gods that are obviously already trillionaires, but I'm happy with it. The only reason I'm talking about adding MNQ to the mix is because I'm...

You might be overthinking this. Here is the trading plan. 1. I'll sell cash secured weekly puts on the 3x bull index etf TQQQ at a 30 Delta strike. I'll sell when the market dips on mid day Monday. If there isn't a dip mid/late day Monday, the risk of assignment is too high and I'll wait till...

I'm not trying to recover anything. That wouldn't make any sense if I'm trying to get a 0 Delta. I'm just trying to negate price fluctuations. All I want is the premiums for the shorts. When I sell puts, I back them with cash so I can take the assignment. I just want to protect myself if TQQQ...

I'm not trolling, maybe just a little stupid. so you’re zero delta (no position, locally) and you sell calls. > So far, so good. You’re now explicitly short naked calls. Market rallies and either the TQQQ or MNQ outperforms. > I'd only hold the MNQ short until TQQQ recovered to just shy of my...

In balance? Isn't 50 of SPY $19k and 1 ES is $195k? Maybe MES.

What word? If I get assigned TQQQ and then short MNQ I'm at 0 Delta ish. I then sell covered calls against the TQQQ position. If TQQQ recovers or gets called, I'll BTC the MNQ short. The only risk I see is if I hold the MNQ short while TQQQ goes up past my assignment value. Why wouldn't this work?