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I am aware of that but it's a better idea to have cash in various stock indexes that are hedged than in moneymarkets with a negative interest rate...

Yes I see I typed SPY, but I took the data from QQQ :) Changed it.

I might be missing something here, in fact I'm pretty sure I am, so if you can shoot some holes in this, please do! What if someone wants to protect his capital and just get a moderate return on it (and no, bonds are no option here, europe). Would it be an option to just go long QQQ for...

Hmm, that still does not explain why SPY options, even up to dec 31, do have the DITM puts at 0 timevalue, so what would the reason be then?

Right, that makes sense I guess, dividends baked into them :thumbsup:

I'm trying to understand why there is a certain amount of timevalue left in these DITM put options (16 days left till expiration) for the Dutch AEX index (EOE) and not for puts for the S&P500 index. (see image). What would cause these options to never have no, or almost no timevalue left when...

That might very well be, as nothing has been thought out very well and/or backtested. I would not try to hedge 100% though, just some long puts to dampen the volatility a bit. So it would pretty much look like naked puts with a bit less volatility, and lower returns.

Just a random idea that probably everybody has had at some point, so it's probably not rocket science :) Selling puts on individual stocks from a certain index (atm or slightly otm). Then taking lets say, 10-30% of those returns to buy long puts on that same index. Looks good in theory, am i...

Because this can only be done in america right....

Put a stop under it and let it run...?

I guess since nobody is replying, it could possibly be viable :D

For slightly longer term swingtrading, several days up to a month maybe, how viable would it be to do this: While attempting to catch a big swing, go long the shares, use 1 long atm put instead of a stoploss (yes i know this is the same as a long call, but hold on..), incase it goes against...

Right, this is what i figured, and is basic knowledge as far as i am aware, but as i said already, i don't know the fine details about options. So basicly, 1 x atm put = full hedge of 100 x shares - premium Then im still left wondering why several people say you need 2 atm puts to be hedged.

I understand delta changes as the price goes up or down, i understand all of what you are saying. But you are basicly stating, that 1 ATM option with SAME strike as stockprice, does NOT fully hedge you, and i see your point, as an atm option won't move 1 on 1. But that's also the part i am...

Still not fully getting it :D ATM put , so -0.50 delta, stock drops 1$, put gains 0.50$, put has the exact same strike as stockprice, in that case i am still not understanding how 1 atm put with same strike would not make me fully hedged (besides the costs of the put premium). So i'm seeing...

I don't know all to much about options and i'm slightly confused about this. Let's say, you hold 100x a stock that's valued at 50$, you but 1 ATM put strike 50 as a hedge, its atm, so -0.50 delta, as far as i am aware, this makes me fully hedged, as in, i can lose no more than the premium paid...