3 comments

  1. avatar Patrick says:

    When you buy a call, you have the right to buy the underlying stock at the given strike. So if you pay 20.50 for the call, and buy actually exercise your right to buy the stock at 230, you effectively paid 250.50 for the stock. In this case, your break even point becomes the stock purchase price plus the call price, or 250.50 total outlay…if the stock doesn’t get above that level, you will lose money ON THE STOCK purchase. Say it only gets to 240; you effectively paid 250.50 so you would have lost 10.50.

    But this is a behavior point that occurs AT EXPIRATION only. Meaning, if you buy the call and intend to really buy the stock, then what i said above is true. However, if you are buying calls with the intention to sell the same call back later, than any rise in the stock price will raise the option value (this is not entirely true in all cases, due to volatility etc, but IN GENERAL).

    Example. If you buy the call for 20.50, and the delta is .5 and the stock moves up 3.00 in one day, your 20.50 call would now be worth 22.00. So you could sell the call back for a 1.50 profit without caring that the stock actually reaches breakeven.

  2. avatar Patrick says:

    DAN:

    Two quick questions on the diagonal calendar spread. We are buying the front month, and selling further out. It’s an attractive spread because of the credit received. However, if additional insurance is purchased, then obviously that initial credit can be significantly reduced, as many people may not want to have an open naked put with no bottom, so with a 10 dollar box, it seems that even if you perform this spread, you’ll still end up with around 2-3K for the spread when all is said and done. Is that correct?

    The time decay on the front month is faster. So wouldn’t you want to (in general) sell the front month options, to capture that decay? and then sell the next front month option when that one expires? it seems to approach the same result, but uses time decay to your advantage?

    Thanks,
    Pat

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