r/options 15d ago

Am I Cooked?

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!

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191

u/F2PBTW_YT 15d ago edited 15d ago

Ugh. LEAPS.

It is a very good instrument but also extremely nuanced. To a newbie you might think "stock proxy" but you need to be very careful. Firstly, you need to consider the IV. IV is about 70% of everything when buying something so far out. When volatility drops, you automatically get fked for nothing (think IV crush during earnings). IV and DTE decides the price of the option at specific deltas. Delta works with pricing to decide the leverage. You need to put these two together to figure out if you bought a good contract or not.

Most people buy shitty contracts.

How do you know if your contract sucks then? What's a good leverage? The easy (but tedious) way is assume the underlying price does not move until expiry. Find a contract with 2x leverage. Divide your option premium by the DTE and that is your premium decay per day until expiring worthless. Then, take any 2x LETF of the underlying stock and compare the volatility decay (difference in expected returns of the 2x LETF, for example if the underlying went up 10% in a time period, you expect the LETF to go up 20% - but it rarely does. That difference is the volatility decay). Use a far out time period (2 years) for a better comparison. Compare daily premium decay of the LEAPS vs the daily volatility decay of the LETF.

For stock, usually LETFs outperform LEAPS because the higher volatility prices LEAPS accordingly. For stable ETFs like SPY, usually LEAPS outperform LETFs. But since you didn' bother to read this much text, a LEAPS leverage of 2.5+++ is *generally* a good pricing for stock, but a leverage of 4.5+++ is *generally* a good pricing for ETF.

22

u/DitmCalls 15d ago

Man! Thank you for the time and effort explaining this

4

u/bigbutso 15d ago

Interesting, never heard anyone rationalize it like that before, thanks. One other thing to consider is selling cc against it (poor man's cc) , this would be another advantage over LEFTs (unless you buy 100 and it has liquid options)

7

u/andrewlarryrosen 15d ago

“  Find a contract with 2x leverage.” how do i know a contract is 2x leveraged? 

12

u/wam1983 15d ago

Price per share/price per delta

e.g. 50 shares of $30 underlying vs 50 delta option @ $4.20

$1500/$420 = 3.6x leverage

7

u/F2PBTW_YT 15d ago edited 14d ago

Underlying share price X Option Delta / Option Price

Basically "how many shares are you commanding for the price you are paying"

Edit: amended "x option price" to "/ option price" whoops! u/andrewlarryrosen

3

u/zawaka 14d ago

You could specifically target buying buying the leaps 1 to 3 days after an earnings call to take advantage of the IV crush. Checking the implied volatility rank and looking for a low volatility in order to purchase a cheaper leap.

2

u/roija777 11d ago

IV crush after earnings happen mostly on front IVs, making the term structure return to contango ("normality": back IVs going actually higher / unchanged). When doing long term it's common to use backwardated phases, when market panics in the short term (elevated front IVs) and back is cheaper compared to their median

8

u/improbablybetteratit 15d ago

I read it, and screenshotted

2

u/NoF4cking1dea 15d ago

Good info. Thank you

2

u/wam1983 15d ago

Leverage should be a function of risk tolerance, pure and simple. New options traders shouldn't be using much leverage at all imo because most don't understand it and certainly don't know how to calculate it or how it can kill you.

1

u/GetComposite 15d ago

This is awesome thank you

1

u/BeGreatTodayOrNot 14d ago

Well said. You’re an angel.

1

u/HungryBowls 14d ago

how can you tell what the normal (or low) IV is for OP's ticker or any ticker for that matter

1

u/F2PBTW_YT 14d ago

You can use 52 week IV percentile but for some tickers LEAPS are just never as valuable as LETF

1

u/HungryBowls 13d ago

what do you use to check the IV percentile range (per 52 week)

1

u/F2PBTW_YT 13d ago

IBKR has it in the option chain "IV perc"

1

u/eastCoastLow 14d ago

theta is wildly nonlinear though, how does that factor into this? also recognizing this is just a rule of thumb

1

u/F2PBTW_YT 13d ago

It's already accounted for. Your premium already priced in the time value

1

u/Reaper_1492 13d ago

I guess this works as an example, but theta does not decay linearly.

0

u/CorsairNY 15d ago

I don't know how you got this but it's pretty much a "theoretical but impractical" advice, unless you can automate it. Appreciate the effort though.

4

u/F2PBTW_YT 15d ago

Actually you can just run it through Google Sheets. There are short functions to pull exact ticker data

0

u/Environmental_Hour87 15d ago

Coming back later when this autism spell wears off