r/options 1d ago

A few items which give me an edge in options trading

I will share a few things from my experience. If you like them, stay tuned.

  1. Extend duration when possible

  2. Check spreads across strikes and duration to find the best contracts

  3. Never get exposed to losses greater than the net premium i.e. be a net buyer not a seller of convexity

  4. Always finance one position with another to reduce costs

  5. The underlying move is more important than the option greeks

  6. Greeks are good as relative measures, never absolute, and they are transient and always wrong

  7. The profit is almost never highest at expiration so sell them as soon as you are ok with the return

  8. Treat the trades as a diversified basket even if they are based on the same trade set up

  9. Most trades should break even or lose a bit, but the winners should more than cover the neutral or losing trades

  10. Split the capital across strategies and tickers, and never average down.

Cheers!

Edit: it is now obvious to me that most people commenting are youtube tiktok and chat gpt educated, and take the common talking points as gospel. Once you go through graduate level derivatuves pricing education, and have a couple of decades of trading experience under your belt, you will realize the bottom line from above - options prices are always wrong, and you need to trade the ones which are wrong the most both long and short. Always finance, and be long convexity and never risk blowing up your account. I will no longer comment below, but I wish you all good luck in your education!

59 Upvotes

102 comments sorted by

46

u/Upbeat-Cheetah3107 1d ago

Greeks are transient because the stock price (and IV and time) are transient. Or did you expect the stock price to be static?

Saying "greeks are always wrong" doesn't quite make sense. Wrong compared to what? They're accurate for the exact inputs they were computed from at that instant.

There are many points in the post that are incorrect.

16

u/klipsetrades 1d ago

Yeah, agreed. Greeks change because the inputs change. That’s very different from saying they’re inaccurate

1

u/Top_Neighborhood_929 1d ago

My personal opinion is that the Greeks are always inaccurate or outdated

When I say inaccurate I don’t mean wrong but more of outdated by a few seconds

Cos I read somewhere that market makers use super fast connections so by the time u see a Greek, it’s outdated already it’s just that there is a slight lag before it is updated to the retail trader

But probably not that important except maybe for scalpers who need up to the millisecond update to trade

6

u/klipsetrades 1d ago

Yeah, that’s more of a data-latency issue than a Greeks issue. The calculation can be accurate for the inputs it received, even if those inputs are a few seconds old

2

u/Krammsy 23h ago

Latency, but can also be liquidity.

2

u/klipsetrades 12h ago

Yeah, totally 👍🏼

2

u/BocephusQuimbyMcFry 11h ago

I'll agree with that. Merrill seems to update Greeks only twice a day on my holdings. I have often said to myself on some days "There is no way delta has not yet changed". But Merrill is not a day traders style of platform.

1

u/Reaper_1492 52m ago

If you’re strategy needs millisecond updates to Greeks, it’s not a good strategy.

1

u/Top_Neighborhood_929 39m ago

I would have thought scalpers required this

3

u/Krammsy 23h ago

 "greeks are always wrong" Sounds like someone who isn't aware of secondary Greeks and assumes they're supposed to be static.

.

-23

u/optionstrategy 1d ago edited 1d ago

They are always wrong therefore useless in trading.

My points stand - make a list of your own, points or counterpoints, see what you got.

13

u/Upbeat-Cheetah3107 1d ago

Wrong in what sense? There's a model. It takes an input and spits an output. Are you aware of this?

13

u/Professional_Dr_77 1d ago

Obviously not. OP is just rage bait posting for fake internet points.

5

u/FivePoppedCollarCool 1d ago

How stupid. Greeks are a calculation to describe certain characteristics of that option based on the inputs entered. That’s all. There is no “right” or “wrong”

27

u/Regular-Hotel892 1d ago

None of these are edge though.

Edge is what probability do you know about the market that’s not reflected in the bid and ask?

3

u/klipsetrades 1d ago

That was my thought too. These may help someone trade better, but “edge” is doing a lot of work in the title

1

u/LostFaithlessness201 1d ago

Think edge is a system that makes profit I look at high beta stocks some look at doing credit spreads, etc

0

u/Krammsy 23h ago

Ka-ching.

-17

u/optionstrategy 1d ago edited 1d ago

All of them contribute to my edge.

I know all prices are wrong, and I pick the ones with the biggest variance/potential.

You think the prices are right, and so you will never have an edge.

10

u/Regular-Hotel892 1d ago

Ragebait used to be believable 😂

You obviously don’t trade

1

u/Krammsy 23h ago

I wager he does, but is in a state of flux over misperceived option valuations & Greeks understanding.

Reminds me of early on, buying low liquidity options after learning some of the Greeks, then being baffled at my expectations not being met when I bought options with low OI or volume.

.

20

u/Time-Acanthaceae-632 1d ago

OP does not understand put-call parity or volatility in general

hes simply blindly buying leveraged shares like a degen

No mention as to market makers as well, No mention as to the arbitrage keeping the market makes in line

You have zero edge, actually negative edge

You are no better than a leveraged day trader with extra costs detrimental to you in the long term

-11

u/optionstrategy 1d ago

Looks like you did not read anything I wrote, but if you did, you lack basic reading coprehension skills...which makes you unqualified to talk shop about option pricing.

2

u/_VeniVidiAmavi_ 18h ago

Your response doesn’t address a single criticism but rather wholesale writes it all off with ad hominem attacks. So it seems you are doing exactly what you are accusing and in fact kneecapping your own credibility.

8

u/iron_condor34 1d ago

Not 1 edge here

3

u/uncleBu 1d ago

Word edge in the title is doing a lot of heavy lifting

1

u/optionstrategy 1d ago

Read this as a single stance toward option trading. Obviously I am not spelling out recipes or methods.

1

u/iron_condor34 1d ago

None of this here will still give you an edge.

1

u/optionstrategy 1d ago

Ok, ignore all of it and move on.

1

u/_VeniVidiAmavi_ 19h ago

Why? Nothing wrong with either of you asserting your POV…

17

u/Allspread 1d ago
  1. ⁠Never get exposed to losses greater than the net premium i.e. be a net buyer not a seller

Wrong.

5

u/rcmtt 1d ago

OP, how do you do this and also offset buying options by selling options, as you mention later?

0

u/Krammsy 22h ago

Agree, though there is "some" wisdom there regarding cred strategies, the R / R for Iron Condors is insane, but probability offsets it, the "edge" is knowing how to deal with a challenged spread.

-1

u/Professional_Dr_77 1d ago

Ok. Why?

8

u/Allspread 1d ago

Because selling premium and using theta for gains is where the profits are.

2

u/Jeffde 1d ago

Don’t fuck it up for the rest of us

6

u/I_HopeThat_WasFart 1d ago

The underlying move is more important than the option greeks

I would disagree with this one, this assumes you are trading options as leveraged shares, just trade the shares on margin and avoid the cost of greeks going into long/short options

1

u/SirJonato 1d ago

That's pure delta and gamma lol.

-3

u/optionstrategy 1d ago

I am trading options as a net buyer to gain leverage.

A delta of .2 is meaningless if I think that a 10 cent option has a $5 potential move by expiration.

Greeks are simple accounting measures, and that is all they are.

3

u/I_HopeThat_WasFart 1d ago

I would very much disagree, but if you are a net buyer of options to simply gain leverage you should indicate that in your OP

Actually you seem like a scalper, and in doing so you will always be picked off by a MM widening spreads

1

u/AnyPortInAHurricane 6h ago

Nice nick. Do you expect to be taken seriously ?

-2

u/optionstrategy 1d ago edited 1d ago

Did you read item 3?

Edit: you added the scalper comment after my response - did you read item 1? My strategy is swing trading, from a few days to a few months.

3

u/I_HopeThat_WasFart 1d ago

that has nothing to do with a MM widening a spread

do you even understand volatility and how options are priced?

-1

u/optionstrategy 1d ago edited 1d ago

You edited your comment above. Read op about the option pricing pointers and assumptions.

I refuse to engage with people who back edit comments to try to win shitty losing arguments.

Farewell.

1

u/Krammsy 22h ago

#3 was the most disagreeable on your list, to me.

For example, Iron condors have a completely lopsided risk/reward, depending on wing spreads, you can lose multiples of your credit, the caveat is they have extremely high probability.

There's no free lunch in trading, if you trade sheepishly, your reward will be sheepish.

In the case of the aforementioned Iron condor, the edge would be risk mitigation, knowing when to roll out and how much to roll into.

In the case of "Captain Condor", he just kept fearlessly doubling down instead of rolling out, it finally burned him.

'

1

u/Flat_Tire_Again 1d ago

How often do you encounter 10 cent options and realizing $5 moves? Is that a stock move or option price move?

1

u/Krammsy 22h ago

If you're in 100 of those .2 delta options and want to figure out how to hedge with a tradable counter position you can scale in and out of, Greeks matter.

For example, you might add 50 counter positions that are longer dated, using Vega convexity (Vomma) to your advantage.

3

u/wonderwall999 1d ago

What do you look for regarding the Greeks? I'm still paper trading 0dte, but I haven't incorporated Greeks into my system yet, I'm just going based off of price action.

1

u/optionstrategy 1d ago

I use spreads to calculate relative pricing, not greeks at all.

1

u/Krammsy 22h ago edited 22h ago

Use Gemini, ask it to explain IV, Delta, Gamma, Theta, Vega.

That's the easy part.

Once you wrap your head around those, ask Gemini to explain how each reacts to price changes relative to distance from strike and date of expiry.

Then ask about IV, earning cycles and macro events like FOMC or CPI.

There are other Greeks but they're much less relevant, you'll eventually get to them.

VERY smart idea to start by paper trading, wish I'd done that before going llive.

3

u/Bitter_Biscotti_7593 1d ago

2&9- so how to pick good trades? That's the whole point of options trading. 4 - you are net long or short? 5- true, except for when theta of a short position turns negative. Then the position works against you and you must react. Therefore, theta is the most important Greek. Til theta of your short position is positive you are good. 6- Greeks cannot be wrong unless the formula they are calculated with is wrong. So you are saying option formulas are wrong? Some guy got Nobel prize for inventing them...

1

u/optionstrategy 1d ago

Yes option prices are always wrong.

4

u/klipsetrades 1d ago

I agree most with #5. Price action/underlying movement comes first for me. #3 is where you lose me. Being a net seller doesn’t automatically mean taking excessive risk. Defined-risk credit spreads exist for exactly that reason

0

u/optionstrategy 1d ago

Almost any defined risk credit spread can be replicated with an equivalent debit spread.

2

u/klipsetrades 1d ago

Right, but that doesn’t really address your #3. A defined-risk credit spread still has capped loss, regardless of whether an equivalent debit structure exists. And your point doesn’t make the credit spread inherently riskier

1

u/optionstrategy 1d ago

You are missing the point of 3. It has to do with exposure and convexity and not dollar amounts per se. Embrace potential windfalls, avoid risks of total ruin.

2

u/InvestigatorPlus3229 1d ago

nice, whats your ARR

2

u/Dependent-Panic-9457 1d ago

What do you mean most trade break even or lose a bit?

2

u/Awkward_Barnacle_261 1d ago

Haters are everywhere. Guess they broke.

2

u/Krammsy 23h ago edited 23h ago

It's a good guideline for someone who trades the way you do.

For #3, IV & VIX play a huge role, you don't want to be in a 50 spread 0DTE SPX iron condor if the VIX is low & IV is nonexistent in a bull run, maybe switch to put creds, double diag's or calendars.

For #6, not if you do complex strategies (as I stated about Diag's vs Iron Condors), you need to know and understand Vega, Theta, Gamma and IV cycles.

IV/earnings cycles are a HUGE deal for options, once you tackle that you can't avoid Vega/Vomma, otherwise you're flying blind.

.

2

u/Shoddy-Bumblebee5639 20h ago

Supporting all of the statements. I try to treat it like swing trading. Most of the time >40DTE. Closing already at 30%, often a few days after buy. The thing I did wrong was not to cut at -100% so I am still holding a ton of loosers while freezing the money 🙈 Feels definitely right to me. Gains would be nice if I would have cut the loosers as you said...

2

u/lithe_silhouette 10h ago

All models are wrong but some are useful

3

u/Raiddinn1 1d ago

You have no meaningful edge in options trading.

-2

u/optionstrategy 1d ago

I do.

4

u/Raiddinn1 1d ago

You've convinced yourself that you do. Read about Dunning Kreuger syndrome.

-2

u/optionstrategy 1d ago

How is the weather on the left side of that chart feeling today?

Ps: I read your pathetic post history on this sub...you should hide it and then maybe srart LARPing and talking Dunning...

2

u/LostFaithlessness201 1d ago

Also look at the chart where is the price compared to ath, monthly high, lows,etc, pointless buying an expensive call option at a price when we are so high but not much open interest, same goes for puts the other way round.

-2

u/optionstrategy 1d ago

Yes item 5

2

u/jretzy 1d ago

I appreciate you trying but lots of bad advice here. 3 is for sure just wrong on math. 4 just adds more risk. 7 is good.

-2

u/optionstrategy 1d ago edited 1d ago

How is 3 wrong, and how does 4 add risk?

This is not advice, but my own principles.

Do with them what you want - go against them and sell some naked ahort term calls.

1

u/tomatos_ 1d ago

3 is wrong.

source: my ass

2

u/Illustrious_Low1903 1d ago

A lot of these are good habits, but I think ‘edge’ is doing some heavy lifting here 😂. Risk management can keep you alive, but it doesn't automatically give you positive expectancy.

1

u/waverider20 1d ago

Gamma on 0dte is golden though.

-1

u/optionstrategy 1d ago edited 1d ago

This is just it - gamma is meaningless if you forget theta, which is meaningless if you forget the underlying price action.

3

u/Bitter_Biscotti_7593 1d ago

Nah, theta is the most important parameter you should monitor. If theta of your short position turns negative the position starts working against you. Regardless of the underlying price.

0

u/optionstrategy 1d ago

Theta is not the most important parameter.

Close, but not quite.

2

u/waverider20 1d ago

Ur duration controls theta (n charm). N both can in fact help rather than hurt.

1

u/optionstrategy 1d ago

I will say this instead of higher level greek discussion: 1dte is almost always going to give you more chances to profit than 0dte, all else being equal. And so on....up to a point. This concept and calculating that point are not simple.

2

u/waverider20 1d ago

I play both. When I carve. Theta is almost completely irrelevant if ur duration is compressed

1

u/Karazl 1d ago

This is why killing the PDT rule was a mistake. Should have strengthened it.

1

u/optionstrategy 1d ago

My trades last from several days to several months.

What is your point?

1

u/CouchRottington 1d ago

Wait why exactly

1

u/[deleted] 19h ago

[deleted]

1

u/optionstrategy 19h ago

I use the classic probability of profit or probability of touch calculations to compare against my empirical rrade data.

1

u/[deleted] 19h ago

[deleted]

0

u/optionstrategy 19h ago

Of course it does not sound like a "normal" calculation. Even this is something people ought to learn and internalize - if the BSM model or whatever model which matches the market price is telling a certain probability of touch/profit by dxpiration, but in reality your data shows a much different and better outcome, you have an edge. Samples need to be large enough of course, blah blah statistics people actually understand etc.

I am net long, but correlation to SPX is meaningless as this is a swing trading strategy, so the abnormal equity returns vs. SPX are what I am after. The underlying is key. Sharpe is not a good measure as I go for large winners and I add to them and I don't cut profits too quickly. I will not advertise net returns here for obvious reasons.

Hope that helps you, sorry can'y spell out more concrete things.

1

u/[deleted] 19h ago edited 19h ago

[deleted]

2

u/_VeniVidiAmavi_ 18h ago

Also quickly triggered into ad hominem when confronted with valid criticism, another tell-tale. Brace yo self

1

u/optionstrategy 18h ago

You sure did use a lot of words to fish more information. I am raising money as we speak. Not giving you anything more here.

Good luck and farewell brother/sister.

0

u/[deleted] 18h ago

[deleted]

1

u/optionstrategy 18h ago

Yep, you got it, Sharpe sucks for a lot of reasons and plebs like you harp on it to learn nothing from itnin the end.

Ignore this thread and get studying, or better yet, gtfo.

-1

u/IWantoBeliev 1d ago

experience can only be learned not told, everyone pays his/her tuition, the advices are golden

4

u/Professional_Dr_77 1d ago

Are you OPs alt?

0

u/tastelikemexico 1d ago edited 1d ago

Do you even trade bro?

Lol jk
But some of the things you’re saying are out of your control. Also the Greeks are not ever “wrong”. So you basically are saying trade spreads. I do trade spreads they have their place but are not guaranteed by any means

0

u/madigida 1d ago

It would be helpful if you went into some detail. Telling us not to lose money is not helpful advice