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Thanks for the input. However, I must speak with my wife about the dildo part.

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.

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...

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

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...

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

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...

Yes we can only estimate what might happen.

Theta er not a constant - it will change if other greeks change.

IV can be one place to look. IV can really changes prices.

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...

Thank you both

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...

Interesting, are you saying that fx: long call + short put = synthetic long stock = synthetic long future Meaning that the stock future has the same Greeks as position of the two options?

Thank you for the input. Using a future in an option strategy position would be almost like using long/short stock - but to be able to use it on position level I need to be able to find a way to calculate and monitor the Greeks of a future. I understand the pricing before exp date of the...

I want to combine stock options and stock futures and I was looking for input on how to set the values for the Greeks. For stock options I can caculate the greeks. Regadring stock futures I understand that delta should be 1, theta should 0, Vega should be 0, but what about Rho? Thanks for any...

First of all is is not clear to me why do you want to sell the calls? To hedge you position or try/hope to make extra money before closeing the stock position?

He gets 5$ in premium. What happens later can only be a guess, let’s say that he buys back at 1$ he makes 4$.

Apart from the current atock price you will also want to look at the IV - high stock price and relative high IV is good. If the stock and IV goes down you can consider to buy to close the calls you have sold.

Is anyone here using index or equity PUT/CALL ratios as a gauge or indicator for their actual trading strategies? If so how? I have just recently started to monitor the ratios; it seems to me that the current level indicates that we could be setting on a top in the stock market?