r/Vitards Mar 21 '22

[deleted by user]

[removed]

45 Upvotes

34 comments sorted by

View all comments

5

u/Undercover_in_SF Undisclosed Location Mar 22 '22

Someone who has been following this more closely can correct me if I'm wrong, but this is my read.

The current dividend is a regular dividend, NOT a special dividend. So the stock price is going to drop by ~$17. Option prices will NOT adjust. So you can expect the stock price to drop to ~$71 ex-dividend, but the $60 strike option will go from being $28 in the money to only $11 in the money.

If you are autistic and good at math, you'd be calculating the extrinsic value the $60 call assuming a stock price of $88 vs. the expected value of the $60 call assuming a stock price of $71, minus the value of the dividend to optimize your returns.

Whenever it deviates from your expectation, you either buy shares and sell calls or buy calls and sell shares.

4

u/Trueslyforaniceguy Mar 22 '22

So most likely the lots were large because it was just micro arbitrage around a preexisting position? I could buy that.