top | item 17303083

Introducing Multi-Leg Options Strategies

72 points| ericliuche | 7 years ago |blog.robinhood.com

98 comments

order
[+] wishart_washy|7 years ago|reply
From any options theory class you'll learn that you can create any complex position you want with options. If you want to synthetically create a future just buy a put and call at the same strike price, etc.

And all of this is really interesting except this is a terrible idea to open up to recreational traders. I say traders because when the average person thinks of options, they see it as a way to make leveraged bets and get rich quick. Likewise, institutions largely use derivatives (options, swaps, swaptions, etc.) to hedge their positions. The option, for an institution, is a hedging instrument, not a speculative instrument.

Here's the real reason this won't end well for most recreational traders - you're going to get scalped by the desk traders and algos at the prop shops for any illiquid options, and hit by the broader universe of trading algos out of the funds for any liquid options. You won't be able to see the order book and wouldn't know how to trade it even if you could see it. (@SIG @JaneStreet @DRW chime in)

But if you see this as a fun way to gamble knowing that the house (the Street) has a sizable built-in advantage, be my guest.

[+] throwawaymath|7 years ago|reply
I agree with the spirit of your comment. But this:

> The option, for an institution, is a hedging instrument, not a speculative instrument.

is not entirely correct. It's not at all uncommon for institutional capital to use options for directional leverage. Options are sophisticated derivatives for increasing upside, not just limiting downside.

[+] sulam|7 years ago|reply
Arguably, though, the ability to create straddles (and other multi-legged options) enables "recreational" traders to _lower_ their risk trading options. So while I agree with you in general, this particular change is specifically enabling smarter behavior.
[+] Patient0|7 years ago|reply
Minor nitpick: buy a call and sell a put to make a synthetic forward position
[+] pesmhey|7 years ago|reply
If one had access to the deep order book of some security, how would one start learning how to trade it?
[+] melling|7 years ago|reply
“Multi-leg options strategies have been one of the most frequently requested features by options investors on Robinhood. With multi-leg, you can trade Level 3 strategies such as iron condors, straddles, strangles, call and put debit spreads, and call and put credit spreads more efficiently, invest at a lower risk, and with less capital requirements. ”

I’ve never traded options. Have any non-traders here effectively used any of the above mentioned strategies? If so, how do you learn to use these techniques?

[+] bunderbunder|7 years ago|reply
My layman's take on this: If you really do think you can make money at this, you'd be silly to waste your time mucking about with a retail options platform. Go get a job as a trader instead.

You'll have to go through quite a bit of training and apprenticeship and suchlike first. That's a good thing. It will get you access to higher quality information than is available as an outsider (those in the know don't dilute the earning power of their best knowledge by just giving it away). Possibly even better yet, you'll be getting paid to learn it instead of expending your own resources and free time.

Once that's done and you're set loose as a full-fledged professional trader, you'll quickly have a pretty enormous amount of capital to work with. You'll only get to take home a small cut of what you're able to earn with that money, but the total size of that cut is still going to dwarf what you can make just playing with your own money.

[+] koolba|7 years ago|reply
Multi-leg option strategies are designed to constrain the total risk exposure and possible profit of a combination of trades.

One of the simplest example is to sell a call at $X and purchase one at $X+N[1]. The purchased call is insurance against being on the hook for an unknown rise in the prices of security (which would then be exercised against your sold call). The "bet" in this case is that the rise in the price of the stock during the period of the spread is not going to rise above $X by more than the price difference of the two options.

All the rest of the fancy names are combinations of buying or selling these types of combinations. The names come a combination of the desired result (ex: "strangle") or the shape of the profit graph (ex: "condor").

Do a lot of reading before dipping your toes into options trading. On the one hand it's arguably less risky than regular equities as you "know" what you're risking. On the other hand it's very easy to get wiped out as well. Something as stupid as not closing your our spreads before expiration can destroy your account if they get exercised.

[1]: https://en.wikipedia.org/wiki/Bear_spread#Bear_call_spread

[+] throwawayad7d9f|7 years ago|reply
Yep! Mainly call/put spreads but also iron condors.

The basic idea of options is that you think the price is going to be somewhere within a certain period of time and you place a bet saying so. If you bet right, you make money, if you bet wrong, you lose it.

The different strategies give you different ways of targeting prices. For example a call debit spread is essentially "I think the price will be below $X in Y days", an Iron Condor is "I think the price will be between $X and $Y in Z days" and a straddle is "I think the price will move by $X in either direction in Y days".

The different strategies also have different profit/loss curves. For example selling a call option has unlimited loss potential (the stock could theoretically soar 1000x before the option expires) while selling a call spread has defined loss potential.

The process for me is basically find somewhere where the option is typically priced higher than it's worth and sell spreads. Sometimes this is year round, sometimes around earnings.

[+] super996|7 years ago|reply
Read Option Pricing and Volatility, by Sheldon Natenburg. This is the bible for option trading. As a former member of the now defunct AMEX, every trader from here to Chicago is familiar with this book.
[+] bcheung|7 years ago|reply
Options greatly expand the universe of possibilities when it comes to investing in markets. You can make money if a stock goes up, if it goes down, and even if it doesn't go anywhere at all.

Options can be used to increase leverage and they can also be used to decrease risk.

You can use options to change the risk / reward profile in non-linear ways. Meaning you can do things like, I'll sacrifice a little bit of my upside to reduce the risk on the downside (and vice versa).

You can also design positions such that if the stock goes up a little bit I make money much easier but if it goes up a lot I don't get as big of a win.

One of the best books on the subject I know of is "Option Investing as a Strategic Investment". It is sufficiently technical and yet approachable as well. It goes from introductory basic theory to complex multi-legged strategies.

Me personally I don't touch the market at all any more and choose to invest in real estate. I can't speak to the current option trading environment. I used to trade options in the past and didn't see anything significant from it. No catastrophic loses, no big wins. I don't know what the landscape looks like now with more algo type trading.

[+] jnwatson|7 years ago|reply
Books. This is definitely an area where book study is important. You must learn the “Greeks” as most of the different strategies are tradeoffs among those variables. It isn’t hard if you remember your multivariate calculus.

The biggest issue I had back when I played is commission. If this is commission free, that’s a whole new ballgame.

[+] clairity|7 years ago|reply
these are for the advanced gamblers on the market, once you get bored of regular equities trading (short and long), and basic put and call options. they’re names for various combinations of the aforementioned basic trades.

they don’t actually give you a real advantage, because that only comes from (insider) information. rather, they’re designed to increase your investment/involvement and prolong the gambling time (and enjoyment possibly).

[+] deltateam|7 years ago|reply
I personally liked the Bible of Options Strategies that I read 10 years ago.

I loved trading butterflies on Thursday-Friday. Butterflies are a form of debit spread.

[+] thisisit|7 years ago|reply
> I’ve never traded options.

Then please stay away from multi leg options stuff because it gets even more complicated.

[+] paulie_a|7 years ago|reply
Learn by doing. what could go wrong?
[+] anoncoward111|7 years ago|reply
Multi leg options sound weird on paper but aren't too hard to understand when explained properly.

An option is a bet on the future price of a stock. If you think that Stock XYZ will go from $15 today to $20 next month, you can buy an option that will reflect your prediction.

A multi-leg option allows you to bet on the "magnitude" of a stock's price change, rather than the "direction".

For example: "Tesla reports earnings next month. They're either gonna be REALLY good, or REALLY bad. So let me buy a multi-leg option that predicts a 10% price jump either up or down". You'll make money whether Tesla goes up 10% or down 10%. You'll lose a ton of money if Tesla remains roughly the same price.

[+] cascom|7 years ago|reply
I don't understand how brokers offer options trading without also offering an options analytics package (vol, greeks, etc.) or are people using some third party service and just coming to robinhood for execution? seems like its just leading the lambs to the slaughter...
[+] defen|7 years ago|reply
Robinhood is the dumbest of dumb retail money. I suspect that a significant number of options users on there treat it more like gambling (OTM weeklies) than investing.
[+] throwawayad7d9f|7 years ago|reply
"brokers" generally don't. Are there any other than Robinhood? I've tried quite a few and all have greeks, volatility etc.
[+] jonknee|7 years ago|reply
> Seems like its just leading the lambs to the slaughter...

Well why do you think they aren't charging commissions?

[+] dhwroos|7 years ago|reply
Option strategies can actually make a lot of sense in many cases. Ex, a zero cost collar lets you lock the value of a stock position in a narrow band in case you are worried about the market but don't want to sell of right now.

A good source of info is:

https://www.optionseducation.org/tools/strategybuilder.html

Good descriptions and visual tools for building and pricing strategies.

If you like that you can sign up for early access to more advanced tools at:

http://inside.cboevesttech.com/retail/

Happy to discuss other uses or applications of options, just drop me a message.

[+] kaycebasques|7 years ago|reply
It’s weird to me that they’ve prioritized these complicated options strategies before shipping a dividend reinvestment program (DRIP).
[+] Raidion|7 years ago|reply
Not weird when you realize what the target market is, which is basically those that want to get a little bit of "gamble" on. I'm sure their valuation is also closely tied to the volume of trades they provide, so they want people to be trading as much as possible on their accounts. A DRIP would just take away liquidity for amateur traders. They want people to see money in their account and trade with it, the DRIP would keep that money out of their accounts.

While I obviously think Robinhood is amazing for disrupting an industry with pretty high fees, I worry that it is basically becoming gambling for a certain part of the population.

[+] jonknee|7 years ago|reply
From the screenshots I have seen on reddit it appears they could be making a killing selling these orders. Market makers love doing options transactions with people who literally have no idea what they're buying. It's like hosting swimming lessons in a chummed up shark pool.
[+] chasely|7 years ago|reply
Wait. They don't have an option for automatic dividend reinvestment? That would probably be in the top five most-obvious features to have.

Of course, it's hard to make money on dividend reinvestment.

[+] humbleMouse|7 years ago|reply
Complicated options strategies == more money for the brokers.
[+] lai|7 years ago|reply
They make money off of money sitting around doing nothing I hear.
[+] swarnie_|7 years ago|reply
/r/wallstreetbets need to be careful here, so many new and interesting ways to end up homeless.
[+] jorblumesea|7 years ago|reply
I'm confused as to the popularity of Robinhood and others, do people really think they can beat the market? It's just gambling at this point, not investing.
[+] jonknee|7 years ago|reply
Are casinos not popular?
[+] bcheung|7 years ago|reply
Options can be used for speculation and to increase leverage. They can ALSO be used to reduce risk. It all depends on how you chose to use them. Both are common.
[+] synaesthesisx|7 years ago|reply
I've been trading options for several years with some incredible luck (turned a few thousand $ into six figures in my early 20's). Granted my risk tolerance has changed quite a bit since - many would consider buying OTM calls/puts prior to earnings straight-up gambling. That said there are many fun yet effective strategies to hedge risk using these multi-leg trades (Reverse iron condor etc).
[+] ww520|7 years ago|reply
Hmm, can we say this is the modern version of taxi drivers giving out stock tips and the market is near the top?
[+] swarnie_|7 years ago|reply
For anyone interested Chris O’Neil, Robinhood Product Manager will be doing an ama on /r/robinhood Wednesday, June 13, at 2:30pm Pacific // 5:30pm Eastern.
[+] m3kw9|7 years ago|reply
Introducing more ways to lose money
[+] sawantuday|7 years ago|reply
Why this sudden rise in option trading facilities for retailers? Whats being cooked behind the scenes?
[+] Bluecobra|7 years ago|reply
As an amateur retail investor, my theory is that stocks are too expensive. It used to be common practice for companies to do stock splits to make it more affordable but that doesn't happen anymore. Options provide a cheaper way of speculating on stocks.
[+] arunix|7 years ago|reply
Looks like it's US only. Bummer.
[+] marketgod|7 years ago|reply
No point using all these option strategies. Once you start using these strategies it means you don't know the direction. Why waste your profits and pay premiums.

Find options you like and get in on them.

TSLA over $347.50 buy short term options, targets are $400.

[+] CEO_Fart420|7 years ago|reply
Just to take a step back and look at the big picture here, isn’t it amazing what tech has done to the distribution of access to wealth? Instead of “blaming the system” like yesteryears idealists, now one can ‘bring home the bacon’ by doing some of those multi-leg options strategies (that we all love) themselves, without even leaving the house.

Reminds me of the app’s namesake, Robinhood [0].

0. https://en.m.wikipedia.org/wiki/Robin_Hood