Files
ollama-model-training-5060ti/training_data/curated/text/961efebbe1eba59883b989511f47a103d4d49f113e67a29e1f4ce8963f0f1f41.txt

38 lines
3.0 KiB
Plaintext
Raw Permalink Blame History

This file contains invisible Unicode characters
This file contains invisible Unicode characters that are indistinguishable to humans but may be processed differently by a computer. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.
98 Part II: Call Option Strategies
When risk is considered, the in-the-money call clearly has less probability of
risk. In the prior example, the in-the-money call buyer would not lose his entire
investment unless XYZ fell by at least 5 points. However, the buyer of the out-of-the­
money July 70 would lose all of his investment unless the stock advanced by more
than 5 points by expiration. Obviously, the probability that the in-the-money call will
expire worthless is much smaller than that for the out-of-the-money call.
The time remaining to expiration is also relevant to the call buyer. If the stock
is fairly close to the striking price, the near-term call will most closely follow the price
movement of the underlying stock, so it has the greatest rewards and also the great­
est risks. The far-term call, because it has a large amount of time remaining, offers
the least risk and least percentage reward. The intermediate-temi call offers a mod­
erate amount of each, and is therefore often the most attractive one to buy. Many
times an investor will buy the longer-term call because it only costs a point or a point
and a half more than the intermediate-term call. He feels that the extra price is a bar­
gain to pay for three extra months of time. This line of thought may prove somewhat
misleading, however, because most call buyers don't hold calls for more than 60 or 90
days. Thus, even though it looks attractive to pay the extra point for the long-term
call, it may prove to be an unnecessary expense if, as is usually the case, one will be
selling the call in two or three months.
CERTAINTY OF TIMING
The certainty with which one expects the underlying stock to advance may also help
to play a part in his selection of which call to buy. If one is fairly sure that the under­
lying stock is about to rise immediately, he should strive for more reward and not be
as concerned about risk. This would mean buying short-term, slightly out-of-the­
money calls. Of course, this is only a general rule; one would not normally buy an out­
of-the-money call that has only one week remaining until expiration, in any case. At
the opposite end of the spectrum, if one is very uncertain about his timing, he should
buy the longest-term call, to moderate his risk in case his timing is wrong by a wide
margin. This situation could easily result, for example, if one feels that a positive fun­
damental aspect concerning the company will assert itself and cause the stock to
increase in price at an unknown time in the future. Since the buyer does not know
whether this positive fundamental will come to light in the next month or six months
from now, he should buy the longer-term call to allow room for error in timing.
In many cases, one is not intending to hold the purchased call for any signifi­
cant period of time; he is just looking to capitalize on a quick, short-term movement
by the underlying stock. In this case, he would want to buy a relatively short-term in­
the-money call. Although such a call may be more ex-pensive than an out-of-the-