Posts
Strategy discussion
Hey guys! I'm a bit of a beginner at options trading, I know basics that help me invest, sometimes I make a profit on timing and luck. I would love to hear from traders that have been here for a long time. What strategies have worked for you? What rules …
Questions for Options Traders
Based on your trading experience: \- What screener (free or premium) do you use? \- What's the most frustrating part of finding good candidates? \- What data do you wish was easier to find?
Trying to generate alpha using Nasdaq retail activity data
Hey everyone I’ve been experimenting with the Nasdaq Retail Trading Activity Tracker / RTAT dataset to see if retail activity can be turned into a usable signal. The basic idea was to use **retail activity** — i.e., when retail volume is unusually elevated relative to a stock’s own history. My …
Theta decay, measured on 19 years of real SPY quotes: ATM extrinsic dies ~2× faster than theo
None of this is new or novel, I'm posting this moreso for newer traders to get a feel for some of the more nuanced relationships between theoretical pricing and markets. * Data: end-of-day SPY option chains, Jan 2007 → Jul 2026, marked at bid/ask \*\*mid\*\*. * For every SPY expiration, …
RMCC Philosophy
Retired Man's Covered Call™ (RMCC™) is not about maximizing return on any single option trade. It’s about creating a repeatable retirement income process while preserving long-term participation in quality assets. Primary objective: Maintain long-term ownership (or continuous exposure) to high-quality companies and ETFs. Income objective: Generate recurring option premium. Assignment …
Broken Wing Butterflies on SPX or RUT
I am trading Broken butterflies for more than a year. I am doing great using SPX. I am using a strategy to collect premium and Theta. This trade does better when it is opened under high IV, as it is Vega negative. I would like to learn a bit more …
IV plays with related tickers
DXYZ and RVI got listed options last month. VCX have had them for longer. These tickers have overlapping baskets of holdings. I have mentioned the spot side of things [here](https://www.reddit.com/r/stocks/comments/1umk6jk/current_state_of_private_basket_tickers/) with some significant traded price to NAV dislocations. We can also look at how the options IV side of things …
Possible error in Natenberg's "Option Volatility and Pricing" (2nd ed., p. 138, Figure 9-3)
Hi everyone, Not sure if this has already been noticed, but I think there's a labeling error in Sheldon Natenberg's Option Volatility and Pricing (2nd edition) on page 138, Figure 9-3. The figure is titled "Put delta values as volatility changes," and the surrounding text discusses put deltas exclusively (tending …
SpaceX. Anyone else planning to buy puts and hedge nasdaq.
I'm extremely bearish on SpaceX due to its horrible fundamentals, media coverage, and my belief that holders of locked-up stock options will sell once their shares unlock. I plan to buy puts and short SpcveX at a weighting of about 2% of the Nasdaq, since that's roughly its share of …
INTC, GLW: premium sellers market. sorried about my spreads
high vol on ai related names right now was looking at a bull put spread for INTC holding a GLW spread at 180/175 dte 28. kinda worried about it with this sell off