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Selling Options on Futures?
Started:July 19th, 2011 (06:16 PM) by ron99 Views / Replies:568,597 / 5,727
Last Reply:December 2nd, 2016 (12:40 PM) Attachments:642

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Selling Options on Futures?

Old May 6th, 2014, 06:13 PM   #3241 (permalink)
Trading for Fun
Huntsville AL/USA
 
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mixpol View Post
just thinking about Gyazo - b64fe44705060a6eed18b53a00eb9aa5.png aug cl spread ) who wanna discus ?
my thoughts about jul exp within 92/105

I would go further out of the money to reduce risk. With 72 days to expiration you could very likely be forced to exit one side of your strangle. I would consider legging in to a 75/125. Sell the 75 Puts on a down day and sell the 125 Calls on an up day. Just my opinion. r


Last edited by Raven; May 7th, 2014 at 11:04 AM. Reason: corrected bad grammar
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Old May 6th, 2014, 06:47 PM   #3242 (permalink)
Trading for Fun
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Interesting Spread


mixpol View Post
just thinking about Gyazo - b64fe44705060a6eed18b53a00eb9aa5.png aug cl spread ) who wanna discus ?
my thoughts about jul exp within 92/105

This is an interesting spread and possibly takes advantage of CL volatility rising. You obviously see CLQ trading closer to either 105 or 92 in the near term. Either will give you profit. With a tight range you limit your loss to the debit of $150 and look for a profit of $3000. The great risk is if CLQ has a larger move below 90 or above 106 within a shorter time frame. With CL vol so low I have been starting to look again at NG. But your proposed trade is interesting. The 105 and 92 targets are within the current larger trading range. Thanks for this and I will run it through my option analysis.
Cheers, BlueRoo

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Old May 6th, 2014, 09:30 PM   #3243 (permalink)
World'sWorstTrader
Knoxville Tennessee USA
 
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mixpol View Post
just thinking about Gyazo - b64fe44705060a6eed18b53a00eb9aa5.png aug cl spread ) who wanna discus ?
my thoughts about jul exp within 92/105

Look at the greeks. VEGA is a monster. It can work for or against you. Look at the ratio of GAMMA/Delta.
It is very large. Not good.

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Old May 7th, 2014, 12:59 AM   #3244 (permalink)
Trading Apprentice
Kazan russia
 
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datahogg View Post
Look at the greeks. VEGA is a monster. It can work for or against you. Look at the ratio of GAMMA/Delta.
It is very large. Not good.

do u think that vega , gamma , PL is more comfortable in short strangle?

let's see, in suggested here upper 75/125 strangle cl aug profit=80$ per 1 lot minus 12$fee. such amount in profit i can reach in next monday)) ( relying on my analize options)

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Old May 7th, 2014, 01:07 AM   #3245 (permalink)
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Futures Edge on FIO

BlueRoo View Post
This is an interesting spread and possibly takes advantage of CL volatility rising. You obviously see CLQ trading closer to either 105 or 92 in the near term. Either will give you profit. With a tight range you limit your loss to the debit of $150 and look for a profit of $3000. The great risk is if CLQ has a larger move below 90 or above 106 within a shorter time frame. With CL vol so low I have been starting to look again at NG. But your proposed trade is interesting. The 105 and 92 targets are within the current larger trading range. Thanks for this and I will run it through my option analysis.
Cheers, BlueRoo

NG is a very tight market ( many manipulators) based in USA instead of CL based in hole world ) . look at recent days when CME rised margin in NG just as they wanted. many traders had margin calls even being in a good position. i know some of them.

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Old May 8th, 2014, 03:46 AM   #3246 (permalink)
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Value of XLS SPAN

Well, here I am thinking low vol in CL is not doing me any favours and it might be time to look again at NG. So I have been looking at the XLS SPAN work done by the team and took my thoughts for run through the progam. Here are the results.

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Amazing!

Thank you some much Dudetooth for your great work and all the others who contributed to this fantastic piece of work. I am sure I have just started on another learning curve thanks to your great efforts.

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Old May 8th, 2014, 12:07 PM   #3248 (permalink)
World'sWorstTrader
Knoxville Tennessee USA
 
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mixpol View Post

This looks good for one week. And you can thank VEGA. IV has declined from 18.75 to 17.46 over the one week
period.

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Old May 9th, 2014, 02:51 AM   #3249 (permalink)
Trading Apprentice
Kazan russia
 
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datahogg View Post
This looks good for one week. And you can thank VEGA. IV has declined from 18.75 to 17.46 over the one week
period.

yes, but i dont prognose surge in volatility too much (based on my exp)

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Old May 12th, 2014, 05:13 PM   #3250 (permalink)
World'sWorstTrader
Knoxville Tennessee USA
 
Futures Experience: Intermediate
Platform: TOS
Favorite Futures: ES, NQ, CL, /6E futures options.
 
Posts: 257 since Oct 2012
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Index Products


For index products today was not a good day to sell premium with the VXST at 10.98 .
The last time it was this low was Feb 14, 2014.

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