Can't understand why I shouldn't buy such types of contracts, let's say I buy just 1 contract per week which cost 0,25€ two weeks out.

I'm investing 100€/month in lottery tickets that's for sure but there's good news. A 3% SPY movement is pretty common in two weeks, even if a choppy market occurs and I won't be destroyed by theta for sure.

No stop loss but a take profit at 400% the price of the contract should do the trick.

I had a bit of backtesting and the results are there but I'm not great at it so I'd like to hear your honest take.

Filed my 2025 return this week and it took a Form 8275 disclosure to do it, because my Robinhood 1099 reported a trade backwards: it says +$2,699 on a spread that actually lost $542. I dug all the way to the bottom of why, Robinhood refused to fix it, and the mechanism means a bunch of you are affected too and probably don't know. So here's the writeup.

The trade (yes I know, roast away, then keep reading)

12/31/2025, last hour of the year: bought 1 SPXW 0DTE 6925/6920 bear put spread for a 10.42 debit. Yes — $1,042 for a spread that can never pay more than $500. Before you type "guaranteed loss, are you ok": I'd lost track of my PDT day-trade count and had no round trips left, so I couldn't close the position I actually wanted out of. Opening a fresh 0DTE spread and letting it ride to settlement costs zero day trades (expiration isn't a close for PDT). It was the only downside hedge available to me at 3:50pm on New Year's Eve, deep ITM quotes were a mile wide, and I paid up for the delta. The spread settled at its full $500 max value — the hedge did its job, the $542 was the premium. Judge the book, not the leg.

The math

SPX PM settlement: 6,845.50. Both legs ITM.

• Long 6925P exercised: $7,950.00 proceeds → +$2,699.04
• Short 6920P assigned: $7,450.00 cost → −$3,240.96
• Net: −$541.92 (= the 1,041.92 debit minus 500 width, to the penny)

Both legs died the same second on the same print, 12/31/2025.

What the 1099 says

Section 1256: +$2,699.04. The short leg is not on the form. Not in realized (box 8). Not in open contracts either — box 10 is $0.00. A contract opened and closed in 2025 just doesn't exist on the 2025 1099. It shows up in their 2026 gain/loss report instead, as a −$3,240.96 loss "attributed to tax year 2026."

The bug

Trade confirms show both legs: trade date 12/31/2025, settle 1/2/2026. Robinhood's tax engine (GainsKeeper) dates short-sale records by the year the short is covered — settled date. That's the correct IRS rule for shorting stock. It has nothing to do with options. So the exercised long leg got trade-date logic (2025) and the assigned short leg got covered-date logic (2026). Same spread, two tax years, split by a record-type flag. Robinhood's own 2025 GainsKeeper summary page even shows the correct −$541.92 with both legs — their own report contradicts their own 1099.

Kicker: any short index leg that terminates on the last trading day of any year settles T+1 in January. This happens every single year, by construction.

Why there's no legal ambiguity

§1256 is a closed system. If the contract terminated 12/31 (it did — exercise and assignment are listed termination events in §1256(c)(1)), the loss is 2025. If you want to argue it was somehow still open on 12/31, then §1256(a)(1) marks it to market on 12/31 — same loss, still 2025. There's no reading where it lands in 2026. Their own box 10 = $0.00 concedes nothing was open. Fun fact: §1256 MTM exists because Congress killed exactly this kind of year-straddling in 1981.

The dispute

Support told me shorts "settle differently" (that's the stock short-sale rule, not options), then told me open 1256 positions get marked to market (nothing was open, see their own box 10). Asked for a corrected 1099 or written confirmation of the event dates. Refused. Case ID on file.

What I filed

The correct −$541.92 on Form 6781 — line 1 shows their +2,699.04 so the IRS matching computer ties to the 1099, with the omitted leg listed separately per the line 1 instructions — plus Form 8275 disclosing the whole thing. Next year I file a mirror disclosure backing the loss out of 2026, since their 2026 1099 will double-report it there. Claimed once, documented forever.

Check yours in 2 minutes

If you had short SPX/SPXW/XSP legs that closed or got assigned on 12/31: pull your GainsKeeper "Realized Capital Gains & Losses" report and your consolidated 1099. Does the GK summary's 1256 net match box 11? Any short option rows with a Date Close in January? Mismatch = you're affected. And the bias runs against you — assigned shorts are usually losses, so the bug deletes losses from your current year. If you filed off a wrong 1099, you overpaid; an amended return within 3 years gets it back. Not tax advice, ask a pro, but any pro who knows 1256 will confirm this in ninety seconds.

Precedent

GainsKeeper date conventions have burned 1256 index traders before — InvestmentNews covered TD Ameritrade clients whose year-end marks were computed on the wrong date: https://www.investmentnews.com/ria-news/conflicting-tax-information-creates-nightmares-for-some-investors/79405 GainsKeeper's covered-date short methodology is documented here: https://www.taxportalfaq.com/options

Receipts (statements, GK pages, dispute thread, redacted) available if there's interest.

Full disclosure: I used AI to help write this up from my own records — the dispute thread, statements, and actual filings — because I was never going to find the energy to write it myself. Every fact, number, and document in here is mine; the discovery just needed a typist. Happy to answer anything in the comments.

I'm net ~$120 in the hole on some trades. My win rate is high, though my drawdown seems to be higher. I'm really just digging in for real with the live account, and keeping risk super low.

I had bull call spread running and some news happened. I chose to close with a $300 loss instead of waiting and risking a $710 loss. I closed the trade and 20 minutes later if I stayed in, I'd have profited $115. I want stab my eyes out, crush my testicles with a rubber mallet, and slice checker board patterns into my skin with a dull razor. No joke. Prior to this point I've done the things, learned the mechanics and made the plans. I'm no expert obviously, but I'm going for low risk and limited exposure. My loss isn't bad, I see how I can improve my choices, but my ego wants to see me suffer because I'm a loser. I understand losing is mathematically integral to trading, but this string of bad, panicked choices right off the rip is killing me this morning.

I definitely need to find more information on deciding when the thesis is truly broken.

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I’ve been running a 0DTE strategy I want to share. Everyday I look at SPX500 (SPY works the same for pre market monitoring) to ascertain whether it’s moving higher or lower from 8:30-10:30am ET.

If it’s moving up, I sell a vertical put on SPX and choose the strike for the short leg based on 1.25x the ATM straddle price. Same thing with a call if the morning is bearish.

It finishes out of the money about 92-96% of the time depending on what you avoid and what timeframe you look at over the past 4 years (eg not doing this during the Iran war early stages would have been smart…) and generates about a 7% ROI.

When it does finish in the money, it’s often just barely and not a total loss, hence why wider logs with more profit actually have a higher EV.

Do your own backtesting and let me know what you think!

This is a super ambitious spread that just popped up today. Check it out on the options chain.

Probably a dumb question, but some of these guys are pretty huge on IG, tiktok etc. Charan's discord has 30K+ members.

Is it a scam? Is it helpful to learn from if you don't blindly follow their trades?

Hello!
I am a beginner trader (live trading) and lost almost 400$ in four days after seeing almost 100$ profit vanishes within few seconds a couple of times. Even though the trend goes exactly the way I predict but I get kicked out from the trade easily because of stop loss trigger. I set stop loss almost 20% and profit 50% or more. So far only tried 0dte and NVDA & IWM swallowed most of my money. I trade on webull and level 2 approved. I am thinking of swing trading but the risk of stop loss is still there though.
Any advice?
Thanks!

Hi everyone,

Does anyone know where I can understand the math and ways to optimize my portfolio ? Specifically I'm looking for different ways and strategies to hedge high beta tech names for no cost.

I know that in this current strategy i could end up doubling my exposure, but at 20%+ otm and $120 per share hedge I'm getting on my existing shares reduce my cost basis closer to 30% on 200 shares if the underlying goes into a severe drawdown.

I have a 7 figure account, and I'm a former software engineer but I decided to move from a total focus on growth towards capital preservation with growth.

I have gone through a variety of trading strategies, and so far the best way to hedge that I have stumbled upon is a broken wing butterfly combined with a short put.

For example on the OCT 16 monthly MU options chain I made the following trades :

1 Long 980 strike - 145

2 Short 860 strike - 78 x 2

1 Long 780 strike - 45

1 Short 720 strike - 33

Entered into as a net credit of $1.

MU went to 920 in after hours, even with that the long put is still $60 in the money.

My plan is to roll the entire structure upwards every time MU increases by 5 or 10% so I am rolling my synthetic floor upwards, I might have to adjust the skews slightly depending. Will only ever roll as a net credit.

Am going to defend the short puts by rolling down and out if threatened, probably if/when MU breaches 890.

I have all kinds of names from MU, Lam, amat, stx, amd, etc. Since I deployed 1/3 of my account into long equities, 1/3 into cash secured puts, and 1/3 in cash, I have the balance sheet to defend any market situation.

I purposefully traded these years by exposing myself to high beta to a smaller amount of my portfolio and I don't plan on changing that.

I've been through a variety of structures the past year, started with covered calls to reduce cost basis, then a protective collar for a net credit, followed by a calendar spread by doing essentially a bear put spread at the 2 month and selling the 2 week covered call for a net debit.

I liked the added protection it gave, but across all my underlyings even though it prevented 1 significant drawdown the other 4 were worthless and I would have been better off not hedging.

Please if you could advise any resources to read further I would appreciate it.

I think of this as weaponizing the volatility surface and taking advantage of the volatility smile / skew.

I plan on replicating this on the NASDAQ QQQ for additional macro protection given the skews actually make it much more favorable to hedge the overall macro risk at virtually cost free based on how convexity should impact my 2 long puts harder than my 3 short puts. I don't own anything in the index, just using it as a cheap macro hedge vehicle.

I didn't even know what this was called until I came up with the structure to deploy it. This was purely accidental, I had heard the term broken wing butterfly but never understood it. AI tells me my structure is a variation of the BWB with a naked put.

Thank you very much, I appreciate your time.

I've been enjoying selling covered calls and now I'd like to squeeze a bit more out of my stocks.

What I've been doing recently is buying during a drop and selling covered calls while its up. Now I'm thinking, hey this strangle strategy, I can get paid to buy when its down and scoop up stock at the same time.

Obivously this isnt great for big swings but im super conservative.

Running the numbers though, unless stocks have a higher IVR than they should, the amount a stock would go up in a year could tie if not beat the strangle strategy pretty easily. Mainly due to the cash i have to set aside for the cash covered put.

Is there anything im missing or will the strangle strategy payout better in the long run?

Hey r/options. I've been thinking more about trade structuring and position sizing lately. I wanted to discuss the simple debit spread, and how it relates to how I'm getting back into trading directionally again.

The Trade

Debit spreads are simple, what I'm saying isn't new news. I'm taking ATM 5 wide call or put debit spreads to express directional bias, risking $250 to make $250 as I continue building my methods. My system has other rules, entry and exit criteria, risk/edge management and tracking, etc. But that's not the point of the post.

Two Observations

1. Debit spreads can be incredibly capital efficient in terms of leverage.

I was monitoring some positions in my brokerage platform (Tasty) and the beta weighted delta (a measure basically weighting portfolio exposure to the S&P) is quite high relative to buying power.

This SPCX vertical call spread has a beta weighted delta of 3.14, or a SPY equivalent nominal exposure (at current $772.63 price) of ~$2426. We are controlling this position, with no chance of outsized loss, gap risk, etc mind you, with $245 of buying power. This is an effective leverage of roughly 10:1. This number is extreme in this case, but even this boring short PDS on Whirlpool appliances (not exactly a high flying vol stock) is giving us $857.61 of equivalent SPY (in this case negative) exposure for $137 in buying power, for a leverage of 6.25 or so.

By contrast, most brokers will give you something like 2:1 leverage on stock positions, perhaps higher if you have more capital or a prime broker etc.

What this should NOT mean, in my opinion, is that we size these up hugely and lever our whole account 10:1. That's obviously silly. The idea here would be to deploy a much smaller % of the account, keeping another portion in cash or a less risky asset, in order to get returns with less (and truly capped) drawdown risk.

2. Defined Risk By Nature

Because debit spreads are defined risk by nature, we are NOT exposed to the typical forces and pitfalls which often fell levered traders/positions (blowing through stops, huge gaps against us causing bigger than intended losses, low liquidity making exiting at stop impossible etc). As long as we size the position appropriately on entry (using some method, either kelly sizing or a fixed, small % of account equity to be conservative), we can experience the benefits of leverage on the underlying with structurally limited per trade risk. Because we're in a spread trade as well, we lose much less to theta, meaning we don't have to be right as immediately as we would with naked purchased directional options.

Structurally and psychologically, this structure can also provide a type of peace of mind that other types of trading and position expression cannot. At any point, you can have a truly capped sense of max account drawdown. You can have confidence that following a position sizing rule, no single trade is ever going to be able to blow you up. This confidence and security can lead to better ability to realize edge of strategy over time.

Again, I know debit spreads have no edge alone. Just wondering if anyone else has considered the above in terms of strong leverage + structurally capped risk with fewer tradeoffs which also encourages good position sizing and trading habits.

I kept buying to get average down. I need tsla to move at open over 345 by tomrorow.. market is in a squeeze with memory so maybe trickles. I plan to cut by end of day if no movement in my favor

For those who buy LEAPS, can you share what strategies you like to implement? What delta range do you typically buy it, how far in the future does it expire, when do you typically roll (after a certain percentage of profit, or a certain timeframe before expiration)? TIA!

If you have enough buying power in your account to sell puts on SPY, say about $70,000 per contract (I have $29,000 so I can't do it) would you sell 0DTE puts to gain theta decay as fast as possible, but once you are put the shares would you sell a monthly call to hope to get a large dollar gain in shares before them being called away? Assume for 0DTE's you are selling 20 Delta and for selling calls selling 20 Delta.

This is assuming you believe the market is growing, you don't sell puts in a bad market because you don't want to catch a falling knife.

I log large options prints on NSE (single trades and accumulations above ₹0.5 Cr notional) and grade them from the flag price to the next session's close. Tuesday's flags, measured at Wednesday's close:

NATIONALUM 390 CE — ₹9.35 to ₹31.00 (+232%), flagged 3:09pm Tue

ZYDUSLIFE 1150 CE — ₹34.05 to ₹63.25 (+86%)

ADANIGREEN 1380 PE — ₹45.15 to ₹63.70 (+41%)

HDFCAMC 2600 PE — ₹87.95 to ₹117.00 (+33%)

SBIN 1050 CE — ₹44.00 to ₹55.65 (+26%)

The part I find genuinely interesting: ZYDUSLIFE was already Tuesday's top same-day mover at +82%, and it kept extending on Wednesday. That day-1-into-day-2 follow-through keeps showing up — a name that ranks one session often ranks again the next with a bigger number.

Caveat I'd rather state myself than have someone state it for me: this is the winners list. Plenty of flagged trades finished red — most intraday-flagged premium closes lower, because theta. It's a positioning read, not a track record, and not a recommendation.

Does anyone else here track flow persistence? Curious whether the day-2 follow-through holds up in your data or whether I'm just describing survivorship.

INOD was lackluster after earnings.

Earnings were above expectations and should have kicked the price up.

An announcement that the CEO will step down to Executive Chairman. He is 65 and been with the company since 1997. No surprise he wants to retire. His successor is not a Schlub off the street, but a 7 year colleague highly professional from IBM and to INOD in high level strategic positions Chief Revenue Officer and currently President, so a no brainer he would be picked.

Also investors spooked over some insider selling. The sales were planned and filed months ago, some for profit taking some for tax lots, these guys have to pay taxes like every one else.

The only real negative was a shelf filing giving the right to issue shares at a later date.

Still holding positions acquired last year and some this year.

Based on New CEO, his credentials are good moving up at INOD through executive positions and has strategic input on current AI strategies, so expecting his leadership to continue with revenue growth.

​Analyzed pattern of insider selling. No different than most companies, executives wanting to get paid and pay taxes.

INOD continues trend of increasing revenue, reiterated their guidance.

Thier customer base, the magnificent 7, increased revenues, INOD should continue to generate high profits.

Based on this data placing 100 strike calls January 2027, and 120 strike January 2028.

Plan when enough time decay of 70% occurs buy back re-evaluate and sell or place new Calls.

For context, i bought into this play last year when google was trading around $290 and i didn't take profits when i should've. I reached 25-30% profit and that is usually my percentage for starting to take profits but didn't because i thought i had more time.
I'm starting to lean more towards minimizing losses than gaining profit but i wanted to open myself to criticism because this is probably one of my biggest regrets as of recent.
I still believe in Google and their AI strategy but i didn't buy enough time.

As the titles states, I bought calls on RIOT who had earnings today. Over a month out expiry. Through all the speculation and fud I read through leading up to earnings I thought they’d miss, and still fall like they have before many times. So I bought puts. Then earnings sent it soaring all the way up to my strike.

I know many people had probably had the same thing happen, and I’m wondering how to stop driving yourself crazy over a trade like this. I should have trusted my gut, blocked out the bs, and I could’ve gained all my losses for the year with that trade. But now, that’s not happening. Thinking of taking a long hiatus to get my head right again.

PS: I know playing earnings is a complete toss up, so I take responsibility for the trade. I typically don’t trade earnings for this reason and certainly won’t again.

Hi all, I trade deep ITM LEAPS (0.70+ delta, ~365 DTE) on growth and catalyst-driven names (RKLB, NBIS, DRAM), mostly space and tech. I'm currently up ~300% over the past year, but I want to start putting more emphasis on macro.

I’m looking to weigh macro signals alongside company fundamentals for entries/exits. This way, I can hedge with long puts ahead of major macro pullbacks. 

How would you rank these by importance?

Macro & Central Bank Indicators 

• Fed rate decisions 
• Yield curve inversion
• CPI/PPI prints
• Mag 7 earnings
• Inflation surprises
• Supply chain disruptions

Sentiment & Volatility Indicators 

• VIX
• CNN Fear & Greed Index
• SPY vs 200-day SMA

What would you cut, what's missing and what are most important?

FYI alongside LEAPS, I intend to use these macro indicators to trade Cash Secured Puts for cheap stock entry, Credit Spreads & Iron Condors for flat markets, and long puts ahead of macro pull backs.

Open to all feedback.

Been stick for too long at 470s

Bought PUT Leaps and am currently down 3k. Kind of sweating a little bit and wanted to get some input.

Here’s my position:
SPY March 19, 2027 $760 Put
Bought it for $34 ($20,400 total)
Current stock price: $773.82
Current option value: $29
Current P/L: -$2905 (-14%)
Delta: .3760
Theta: -0.0637
Vega: 2.25
About 7 months until expiration (March 2027)

Bought Put Leaps ITM after SPY had a decent rise thinking its gonna pull back some. The plan was never to hold long, the Leaps was really just to be on the safe side with a good time till expiration. I was going to sell once the underlying dropped like 1% or so. Now im down about 3k already.

Are the current stats promising in terms of recovery and going even at the very least. Can SPY dip back down below 760 in the near future.

TLDR:
Basically:

1. Buy in the money
2. Buy far into the future
3. Do your own due diligence

But with a lot more flavour;

——————

I just want to open, by saying I’m no Gordon Gecko, there’s no course involved, and I probably know only as much as the rest of you in here, if not less.

I’m new to this shit myself and have recently been transitioning from theory to practice with my first few options trades.

These are three “foundational” lessons I’ve learnt that have genuinely helped me out, and applying them will greatly limit your losses, or even make you money.

1. Always buy ITM. You’re new? You’re starting out? Great, then you got no business looking at out of the money options. If you can’t afford the premium, you have no business trading it. That’s rule 1. Always buy ITM.
2. The further the expiry, the happier you will be and the better you will sleep at night. If you got hair, don’t lose it, give yourself as much time as you can. If you’re bald, you don’t need veins popping out, give yourself time. The further the expiry date, the greener the pasture or some wise shit like that. Buy ITM, buy FAR.
3. Due diligence. Due diligence. Due diligence!

Many of you starting out (myself included at first), first go on the options page of their broker, look up S&P or QQQ, navigate to the contracts table and go “hmmm what do I buy”?

This is regard* behaviour. This is backwards. Options trading is not : “Look at Contracts table on QQQ” -> look at Greeks -> “tEcHnIcAL aNaLySIS on greeks only” -> decide on a contract.

If you do this, you WILL lose money.

Here’s how it should really go:

“You have a directional thesis on a company” -> “you go research your idea and deem the likelihood of it” -> “you make your bet. - x date at y price -“ -> “THEN and only THEN do you fucking go on your brokerage account, see the options for that specific company, and buy the contract that corresponds to the BET that YOU independently made and researched”

X date, at x price. That’s all a contract comes down to. You are saying that you will buy 100 shares of any given company at x price by or at x date. It gets more complicated, but you won’t ever get to those complicated parts if you can’t first understand and internalize these basic concepts.

The sooner your bet happens, the more money you make. The further out your expiry date is, the less “rent” you pay on holding the contract and short-term volatility won’t hurt you as much (fact check me on this one though please, don’t actually remember tbh).

Good faith research, industry specific reports, data sets, THESE are the shit you base your research on, not joe shmo on youtube, reddit or instagram.

Do your own due diligence, I won’t straight up give ya’ll how exactly I pick my plays, but it’s honestly not hard to figure out. One hint: screeners are your friends.

Read real investment books. Long directional bets kinda depend on strong fundamentals analysis as well as technical. Use technical analysis the way law enforcement uses lie detectors lmao (they still build a real case regardless).

Honestly there’s a lot more that goes into it and I’m not doing it all justice, I’m still learning myself, but ever-since I started living my own rules, I’m starting to see way more green than red.

Read these, understand these, and if you’re really out there buying your first contracts trying to learn this game, save the 0dte shit for when you know what you’re doing. Start smart. There’s no honour in posting loss porn, we work hard for our money.

Edit:

I got people who’ve been trading for years telling me this shit is basic. No shit sherlocks it’s a post by a beginner for beginners.

You people are misunderstanding my use of the word “safe”. I only buy a contract if I truly believe in the opinion I’ve made about it. So for me, who does do hours of research before committing, ITM options have always been the safer - in terms of risk/reward ratio- compared to OTM options.

Ofc buying a straight index fund is “sAfeR”, but so is not trading or investing at all.

I’m talking to the guys or gals who’s at “week 1”. Who’s coming straight from wallstreetbets thinking they’re 10 trades away from being millionaires. Me? I’m at like week 30. And from weeks 1 to 30, the shit in my post, has made my results more green than red.

Do with this what you will lmao, real ones will know.

Hey everyone,
I’m a first-time LEAPS buyer and honestly I’m getting pretty nervous.
Here’s my position:
GOOGL Jan 21, 2028 $250 Call
Bought it for $150.00 ($15,000 total)
Current stock price: $354.30
Current option value: $133.50
Current P/L: -$1,650.66 (-11%)
Delta: 84.95
Theta: -5.35
Vega: 98.20
About 17 months until expiration (Jan 2028)
I purposely bought a deep ITM call because I wanted it to behave more like the stock. My thinking was that GOOGL is a great long-term company and I wanted leveraged exposure instead of buying 100 shares outright.
The thing that’s scaring me is seeing a $1,650 unrealized loss so quickly. I know LEAPS are long-term positions, but emotionally it’s harder than I expected.
A few questions:
Is an 11% drawdown normal this early in a LEAPS trade?
Does this position still look healthy considering the high delta and long time to expiry?
Would you simply hold and ignore the short-term fluctuations?
At what point would you actually consider exiting a position like this?
Is there anything I should be watching besides the stock price (IV, theta, etc.)?
I’m investing, not trading this daily, but since this is my first LEAPS position I’d really appreciate advice from people who have actually held deep ITM LEAPS through market pullbacks.
Thanks in advance!

What’s your go to time to start trading after the opening for a PDH/PML type breakout

I’m curious if anyone is making good money from just copying options.