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June 7, 2006

Stock Options strategy for bull call vertical spread


I have found a new strategy for playing the "bull call vertical spread" in stock options.

Here's what you do, around 2 to 3 weeks before the expiration date of the month, sell the at-the-money call, and buy an in-the-money call by 2-3 strike prices.

The benefit of doing this is that since the extrinsic value is the highest for the at-the-money call option, we sell that options since we know the extrinsinc value is going to be wiped out at expiration. To hedge it, we buy a lower-priced call option, which does not have much extrinsic value, hence time does not work against us in this leg. So overall, time works in our favor. Hence, the breakeven of this trade is below the current stock price. So if either the price stays at its value or increases in the next 2-3 weeks, you make money. If it goes significantly below then you loose money, but the money is not that much since you did a spread and hence your investment was low.

Apart from this strategy, I usually do call spreads for a longer term like 6 months.... theres another neat trick I do -- if the stock price moves against you significantly, then you buy back the short leg of the position which will be very profitable. Hence when the price moves back up, you can make more profit on long leg of the position!

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Comments

Interesting strategy but works only to small investments.

This is just like selling covered calls but with a lower investment. However, I'm curious ... do you carry the trade until expiration or do you close out before then?

I'll try it out and see what happens. I learned options trading at http://www.optionsource.netand have been in postiove cash flow with what I learned in their options trading course.

I'll try it out and see what happens. I learned options trading at http://www.optionsource.net and have been in postiove cash flow with what I learned in their options trading course.

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Vertical spreads are very popular with options traders, because there is a vertical strategy to match almost any outlook for a stock. Because there are a large number of possibilities, choosing the right vertical for the situation can be confusing. This page attempts to clarify the choices as much as possible.


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