A visual breakdown of complex option spreads, ratio repairs, and portfolio protection based on the radio broadcast.
If you're new here, an Option is simply a contract. It gives you the right (if you buy) or the obligation (if you sell) to buy or sell a stock at a specific price (the Strike Price) by a certain date (the Expiration). The price you pay for this contract is called the Premium. Let's dive into some specific strategies!
A strategy where you simultaneously buy a long-term option and sell a short-term option. It's essentially buying low and selling high using volatility.
Bought at a Cheap Implied Volatility (IV).
Sold at an Expensive Implied Volatility (IV).
Ratio spreads involve selling more options than you buy (e.g., a 1x2 ratio). While risky on their own, when combined with a losing stock, it becomes a powerful, cash-neutral way to break even.
You Bought Stock
Original Price
Stock Crashes
Buy 1x $80 Call
Break Even!
Sell 2x $90 Calls
If the stock goes over $90, your stock gets called away, and you are fully out of the position with all your original money back.
A Risk Reversal involves selling an Out-of-The-Money (OTM) Put to fund buying an OTM Call (creating a "free" bullish position). When you add the underlying stock to this, it becomes a Collar—a powerful protection strategy.
Buying puts for insurance is expensive. Selling the call generates premium to pay for that put, making the protection cheap or even free.
Even if the stock drops to zero, your risk is strictly limited to the strike price of your put.
Studies show collared positions lower portfolio volatility and can actually outperform holding the stock naked over the long term.
Mark Cuban famously used a Collar on his Yahoo stock during the dot-com era. When the bubble burst, his wealth was protected because the "Floor" caught his falling stock.