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Speculative play on F?
#2
That option is "only" 65 Delta +/- meaning you gain 65% of any price move up prior to expiration.

I normally like the higher Delta, but it's not a bad speculative play. There does not seem to be a lot of premium that you could sell to offset your cost. You're only paying 2.08 for the extrinsic (time) value.

The obviously better play (according to backtests) is to sell naked puts.
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Messages In This Thread
Speculative play on F? - by Kerim - 12-16-2013, 05:53 PM
RE: Speculative play on F? - by NilesMike - 12-16-2013, 06:44 PM
RE: Speculative play on F? - by Kerim - 12-16-2013, 09:26 PM
RE: Speculative play on F? - by NilesMike - 12-17-2013, 07:18 AM
RE: Speculative play on F? - by Kerim - 12-17-2013, 10:09 PM
RE: Speculative play on F? - by NilesMike - 12-17-2013, 10:55 PM
RE: Speculative play on F? - by TomK - 12-18-2013, 03:12 PM
RE: Speculative play on F? - by Kerim - 12-18-2013, 07:10 PM
RE: Speculative play on F? - by TomK - 12-19-2013, 02:38 PM
RE: Speculative play on F? - by ronn38 - 12-20-2013, 10:32 AM
RE: Speculative play on F? - by Kerim - 12-20-2013, 07:03 PM
RE: Speculative play on F? - by ronn38 - 12-26-2013, 10:25 AM
RE: Speculative play on F? - by Kerim - 12-26-2013, 11:06 AM
RE: Speculative play on F? - by ronn38 - 12-31-2013, 08:52 AM



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