Search results

Ok. I'm not worried about "messy," I'm worried about being legal.

No. But for certain reasons, it makes sense to do it this way for now.

It's not a joint account technically. It's fully owned by just one of us.

I may establish an agreement with someone where our money is pooled in the same brokerage account, which is only in one of our names. I'm trying to figure out if the taxes would be solely the responsibility of the owner of the account? In which case, it would rely on gifts from the other person...

Also, how do I size the two to be in proportion? If the underlying were a stock, I believe I would buy 100 shares to every 1 option. But I can't figure out how to make the two equivalent with a futures contract.

Perhaps nothing. I was going to ask that as Question #3, but I thought 90dte was far enough. I could definitely be wrong. I perhaps thought that since it was so far out, that the moves in current price wouldn't affect it as much. Do you use 180dte?

I have two questions... 1. In order to better avoid time decay, should I pick contracts with expiration >30dte? (I had previously been advised to pick 30dte contracts.) Should I plan on selling both the underlying and the option well before expiration? 2. Let's say my underlying is ESH22 (S&P...

That was my original plan, but I was convinced otherwise. I'm not exactly sure of the pros and cons of each, or how to fine-tune the strategy.

Time decay is horrendous even without volatility. Right now, it would have to go up 75 points just to break even. With a futures contract, that 75 points would have profited me $3750

Ok. So right now, the price difference between 60dte and 30dte is 41.75. So I need an upward move of 41.75 just to break even. Does that sound sensible? Especially knowing that I have no choice but to sell in 30 days to avoid accelerated time decay?

Would 90dte buy and 60dte sell be better? Or is this so far out that it doesn't reflect current price well enough?

Then I would be fighting against time decay. Does it make sense to sell a naked put instead? Edit: No. Because they my gains are capped and my losses unlimited. Is this correct? So time decay seems pretty significant. To combat this, is it a good idea to buy the option when it's far from...

What's my hedge if it's just a naked call? Edit: The hedge is that my loss is limited to the price of the purchase, correct?

Are you saying just buy one naked call option? Why is the futures a 100 delta? Every one point the S&P moves, the futures goes up $50 for every contract (~$14,300 margin requirement). Doesn't that make it a 50delta? I'm looking at ESH22

Pretty sure I'm gonna stick with the e-mini along with the put option. I'm having trouble seeing how to proportion them. If it were a stock, it would be 100 shares to each option contract. But the futures seem different because 100 futures contract would be like $1.4 million maintenance margin...

What are the best option combos for unlimited upside and limited downside?

Naked call?

I want to do a protective put on the S&P mini futures. This would mean buying the futures contract and hedging it by buying a put option on the same contract. My question is.... I would like to have done this with the Micro e-mini because as far as I know it's the same thing, but just allows...

For that matter, what's a Telsa?

In order for Bitcoin to ever work, it would practically have to be divided infinitely. If it were ever to expand to be the primary currency of the planet and oil and all other commodities were denominated in Bitcoin. If stock prices were quoted in Bitcoin. If derivatives contracts were quoted in...