Sunday, September 13, 2009

[TheOptionClub.com] Re: Charles Cottle Presentation

 

> MC- congratulations. If you can first master bringing ANY trade to
> profitability exclusive of transactions, it's a very small step to get
to be
> able to manage that cost. [...]

Thanks, Michael! That means a lot, coming from you. It's only one
small trade, but I think I'm starting to get a better idea of how you
manage and adjust these positions.

It's certainly a much more flexible approach than just putting on the
basic strategies you learn in most books and seminars and hoping for
the best -- a lot less stress, and more fun, than the
one-big-iron-condor-a-month plan!

> MC -you have to be a bit careful during expiration week. the ladders
may
> seem very cheap and they can work if you get quick powerful moves
right
> after you enter them. But in general, expiration for me is a time to
get
> defensive with the core position and peel off risk as the market
allows.

Ok, will keep that in mind. After last week's activity, some more
quick powerful moves wouldn't be a surprise at all; but I don't want
to blow it at this point either.

> Your core position happens to be pretty simple: a straight 101/2/3/4
condor.
> You can ignore what kind of condor this is (put, iron or whatever) as
long
> as you understand your max risk (obviously it's non-risk with a
guaranteed
> $160 profit as you state). So what I normally would do is look for
> inexpensive ways to maybe leverage the profits locked in so far
without
> burning up the entire profit potential. Something as simple as buying
a
> plain 102 put or the +102p/-101p vertical should be a cheap gamble
that
> could be scalped on a quick selloff or turn into a big winner on a
major
> selloff. Alternatively, since the current trade already will benefit
from a
> modest selloff, the 105 call or long 105/6 call vertical might be a
cheap
> bullish bet. There's not a whole bunch to over think here: you've got
a
> profit so hang on to it; any further action should be very small
limited
> risk bets that play off of the core trade.

When you have a position that you've worked to bring to a risk-free
state, you become more defensive, especially close to expiration; that
makes good sense. I know you've said previously that you tend not to
set fixed profit targets, so now I'm curious as to how you usually
close out your positions during expiration week.

I figure that you'd peel off risky parts as the opportunity presents;
ie., buy back ITM short legs, and OTM short legs with minimal time
value, right? Or, supposing that a trade has a relatively wide range
of profitability by now (as opposed to, say, a single, narrow
butterfly), would you generally hold the OTM short legs all the way to
expiration, to maximize the gain and reduce commissions? Or, maybe
close everything as soon as you can lock in a decent overall return
of, say, 20%/50%/100% on your risk? (Nice problem to have, isn't
it??)

Thanks for the suggestions, and the encouragement! Cheers...

Martin

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