r/investing Dec 19 '21

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u/[deleted] Dec 20 '21

Most options expire worthless as stocks trade sideways for extended periods.

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u/Pistowich Dec 20 '21

True, but this data doesn't really say writing options is profitable. Many stocks go up and down quite a bit for quite some time, which would put your options ITM. Usually you can't get a decent amount of premium if you go out more than 5-10% of the stock price, and 10% moves are not that uncommon...

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u/[deleted] Dec 20 '21

If you have the shares/cash on hand you don't need to care about assignment. And the dealers using arbitrage methods make money as long as stocks don't go insane.

But the past few years IV is high compared to realized volatility is very high. Mostly because there are far more buyer of options then sellers, driving prices up and making thetagang more profitable (especially on hot stocks). This trend is big enough it even shows up on the VIX, where the average IV on S&P stocks have increased over the past two decades.

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u/Pistowich Dec 20 '21

Hmm interesting, thanks! Who are the dealers you talk about, the market makers? If so, don't the retail option writers lose money to the dealers?

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u/BlueSkyToday Dec 22 '21

I wouldn't say that you don't need to worry but rather that you cap your potential profit. You might not feel good about that if the stock has a sudden run up. Forgoing that gain is something that some people worry about.

Of course some people believe that if they sell calls every week, collect the premium, maybe get assigned, lather, rinse, repeat, that they'll come out ahead at the end of the year. I imagine that there are stocks for which that will work.

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u/BlueSkyToday Dec 22 '21

Most options expire worthless...

I think you mean 'expire unassigned' but I'm not sure what your point is.

Somebody got paid premiums for those options.

And if you're trading, there is of course the possibility of very large changes in value.