Selling Options on Futures? (Page 342) - Options on Futures | futures.io
futures.io futures trading
 

Go Back   futures.io

> Futures Trading, News, Charts and Platforms > Traders Hideout > Options on Futures


Selling Options on Futures?
Started:July 19th, 2011 (06:16 PM) by ron99 Views / Replies:569,332 / 5,728
Last Reply:December 6th, 2016 (05:26 PM) Attachments:642

Welcome to futures.io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike
     

Reply
 642  
 
Thread Tools Search this Thread

Selling Options on Futures?

Old June 19th, 2014, 08:08 AM   #3411 (permalink)
Elite Member
Steubenville Ohio
 
Futures Experience: Intermediate
Platform: OX, OEC, RJO
Favorite Futures: Options on Futures
 
Posts: 179 since Sep 2012
Thanks: 24 given, 198 received


SMCJB View Post
Interesting thing.. 3rd day in a row the front (N) is down but the mid/back is up

Rolling long positions from front month to further out contracts? Last trade is 20 June for CLN4.

Reply With Quote
     

Old June 19th, 2014, 01:19 PM   #3412 (permalink)
World'sWorstTrader
Knoxville Tennessee USA
 
Futures Experience: Intermediate
Platform: TOS
Favorite Futures: ES, NQ, CL, /6E futures options.
 
Posts: 257 since Oct 2012
Thanks: 126 given, 75 received

ZB

Does anyone have experience selling options on ZB (30 year US Treasury bond futures)?
Any pitfalls to watch out for??

Reply With Quote
     

Old June 19th, 2014, 01:37 PM   #3413 (permalink)
Elite Member
Cleveland Ohio/United States
 
Futures Experience: Advanced
Platform: Tradestation
Broker/Data: various
Favorite Futures: futures
 
Posts: 2,195 since Jul 2012
Thanks: 1,004 given, 3,969 received



datahogg View Post
Does anyone have experience selling options on ZB (30 year US Treasury bond futures)?
Any pitfalls to watch out for??

I've been trading it for a while, selling calls. ROI not always that great (average around 3%), but it is uncorrelated to other instruments, which is very nice. It can sometimes jump a bunch during announcements. Typically hard to get filled at yesterday's settlement price today - you usually have to give up some.

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
Reply With Quote
     
The following 2 users say Thank You to kevinkdog for this post:
     

Old June 19th, 2014, 01:40 PM   #3414 (permalink)
World'sWorstTrader
Knoxville Tennessee USA
 
Futures Experience: Intermediate
Platform: TOS
Favorite Futures: ES, NQ, CL, /6E futures options.
 
Posts: 257 since Oct 2012
Thanks: 126 given, 75 received

Skew


kevinkdog View Post
I've been trading it for a while, selling calls. ROI not always that great (average around 3%), but it is uncorrelated to other instruments, which is very nice. It can sometimes jump a bunch during announcements. Typically hard to get filled at yesterday's settlement price today - you usually have to give up some.


It looks like volatility is skewed toward the calls. Calls sell for a better price than the puts?

Reply With Quote
     
The following user says Thank You to datahogg for this post:
     

Old June 19th, 2014, 01:42 PM   #3415 (permalink)
Elite Member
Cleveland Ohio/United States
 
Futures Experience: Advanced
Platform: Tradestation
Broker/Data: various
Favorite Futures: futures
 
Posts: 2,195 since Jul 2012
Thanks: 1,004 given, 3,969 received

Futures Edge on FIO

Are you a NinjaTrader user?

 

datahogg View Post
It looks like volatility is skewed toward the calls. Calls sell for a better price than the puts?

I've never even looked at Puts. Selling puts would mean you are betting that interest rates will not go up. I don't want to be on that side...

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
Reply With Quote
     
The following 2 users say Thank You to kevinkdog for this post:
     

Old June 19th, 2014, 02:37 PM   #3416 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 45,552 since Jun 2009
Thanks: 28,888 given, 80,170 received

Tip


Brian from CTS T4 will be here today to demonstrate their platform's features, including a great deal of new Options/Spread features.

The webinar is at 4:30 PM Eastern.

https://futures.io/cts-t4/31981-webinar-cts-t4-new-options-spreads-features.html




Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
     

Old June 19th, 2014, 02:51 PM   #3417 (permalink)
Elite Member
Dallas, Texas
 
Futures Experience: Beginner
Platform: TOS
Favorite Futures: IWM Options
 
Posts: 175 since Oct 2012
Thanks: 417 given, 90 received


datahogg View Post
It looks like volatility is skewed toward the calls. Calls sell for a better price than the puts?

When bond prices go down yields go up

Reply With Quote
     
The following 2 users say Thank You to blb014 for this post:
     

Old June 20th, 2014, 01:14 AM   #3418 (permalink)
Market Wizard
Houston TX
 
Futures Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
 
Posts: 1,586 since Dec 2013
Thanks: 1,395 given, 2,362 received
Forum Reputation: Legendary

Excuse the tangent, talking price rather than vol/options etc

SMCJB View Post
Interesting thing.. 3rd day in a row the front (N) is down but the mid/back is up


Dudetooth View Post
Rolling long positions from front month to further out contracts? Last trade is 20 June for CLN4.

Your right July expires tomorrow, and there is obviously rolling going on, but I suspect it's not just an expiry "thing" but also a fundamental "thing".

Consider the following charts.
  • June 11th was the close prior to the advance of the ISIS in Iraq.
  • On June 12th we see a strong $2 move in the front and a $1+ reaction across the crude curve.
  • But since June 12th the cumulative change in the front of curve has been nothing while 2015 has risen another $1-$1.50. (This is even better illustrated by the spread butterflies.)
These charts all use today's settlement. If you could have taken a snap shot today about 30 mins before expiry this would have been even more pronounced as N-Z rallied about 40c in the last 30 mins.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Reply With Quote
     
The following 2 users say Thank You to SMCJB for this post:
     

Old June 20th, 2014, 03:23 PM   #3419 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 45,552 since Jun 2009
Thanks: 28,888 given, 80,170 received


Big Mike View Post
Tip


Brian from CTS T4 will be here today to demonstrate their platform's features, including a great deal of new Options/Spread features.

The webinar is at 4:30 PM Eastern.

https://futures.io/cts-t4/31981-webinar-cts-t4-new-options-spreads-features.html




Mike

I apologize this webinar did not occur yesterday as planned due an emergency in my household yesterday. I will reschedule and let everyone know.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
     
The following user says Thank You to Big Mike for this post:
     

Old June 20th, 2014, 03:52 PM   #3420 (permalink)
Market Wizard
Austin, TX
 
Futures Experience: Intermediate
Platform: F-16CM-50
Favorite Futures: JDAM
 
tturner86's Avatar
 
Posts: 5,467 since Sep 2013
Thanks: 9,566 given, 10,544 received
Forum Reputation: Legendary



Big Mike View Post
I apologize this webinar did not occur yesterday as planned due an emergency in my household yesterday. I will reschedule and let everyone know.

Mike

I hope everything is ok.

Reply With Quote
     

Reply



futures.io > Futures Trading, News, Charts and Platforms > Traders Hideout > Options on Futures > Selling Options on Futures?

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)
 

Al Brooks: Stop Losing when a Good Trade goes Bad, Correcting Mistakes

Elite only
 

Trading Technologies: ADL hands-on

Dec 13

Normal webinar schedule resumes after the holidays

January

Ernie Chan: Risk Management

Elite only

Dedicated Trading Servers: Advantages/Disadvantages w/sam028

Elite only

An Afternoon with FIO member Massive I

Elite only

Leo Murphy: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Crude Oil (CL) futures inverse pairing options Big Mike Commodities Futures Trading 8 December 12th, 2013 12:00 PM
Recommend futures, options Broker? sam1197 Brokers and Data Feeds 17 March 27th, 2013 01:42 AM
Trading Futures with options as protection Gooffy2010 Commodities Futures Trading 6 October 2nd, 2012 05:55 PM
Selling Njniatrader sam1197 NinjaTrader 22 June 28th, 2012 01:40 PM
Zen-Fire Futures options tici88 Brokers and Data Feeds 1 July 30th, 2011 10:16 AM


All times are GMT -4. The time now is 08:01 PM.

Copyright © 2016 by futures.io. All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
 
no new posts
Page generated 2016-12-08 in 0.15 seconds with 20 queries on phoenix via your IP 50.16.17.16