preston (npub1s5y…6q7z) james (npub1cj9…0efa) Lawrence Lepard (npub1d3f…r4xv) Dr. Jeff (npub1k7v…c04l) LynAlden (npub1a2c…w83a)
Have any of you noticed the huge delta skew on the January or February options for MSTR? You can buy a long $1 vertical spread that is in the money for 35-45 cents. So that is 55-65 cents of upside with a max downside of your investment, and you are already in the money (meaning the price of the underlying does not need to appreciate in order for you to collect at the expiration date). My guess is this is from a bunch of people buying long only calls way out of the money, which has made the 50 delta move up way over the current stock price, resulting in the interesting/appetizing prices I listed above). Any thoughts?
AquireWisdom / Aquire Wisdom
npub1qh…3plk9
2024-08-19 15:45:22
Author Public Key
npub1qhmxpvwszek5tvk0hqdc9raag6k42qjzt3r5pphzed2ya0t69d8q63plk9Published at
2024-08-19 15:45:22Event JSON
{
"id": "7424ae7b7a171c7fc939fdb5f0e3daaa04befd6abda9d36884f7e799545a35ac",
"pubkey": "05f660b1d0166d45b2cfb81b828fbd46ad5502425c474086e2cb544ebd7a2b4e",
"created_at": 1724082322,
"kind": 1,
"tags": [
[
"p",
"85080d3bad70ccdcd7f74c29a44f55bb85cbcd3dd0cbb957da1d215bdb931204",
"",
"mention"
],
[
"p",
"c48b5cced5ada74db078df6b00fa53fc1139d73bf0ed16de325d52220211dbd5",
"",
"mention"
],
[
"p",
"6c535d95a8659b234d5a0805034f5f0a67e3c0ceffcc459f61f680fe944424bf",
"",
"mention"
],
[
"p",
"b7996c183e036df27802945b80bbdc8b0bf5971b6621a86bf3569c332117f07d",
"",
"mention"
],
[
"p",
"eab0e756d32b80bcd464f3d844b8040303075a13eabc3599a762c9ac7ab91f4f",
"",
"mention"
]
],
"content": "nostr:npub1s5yq6wadwrxde4lhfs56gn64hwzuhnfa6r9mj476r5s4hkunzgzqrs6q7z nostr:npub1cj94enk44kn5mvrcma4sp7jnlsgnn4em7rk3dh3jt4fzyqs3m02s560efa nostr:npub1d3f4m9dgvkdjxn26pqzsxn6lpfn78sxwllxyt8mp76q0a9zyyjlswhr4xv nostr:npub1k7vkcxp7qdkly7qzj3dcpw7u3v9lt9cmvcs6s6ln26wrxggh7p7su3c04l nostr:npub1a2cww4kn9wqte4ry70vyfwqyqvpswksna27rtxd8vty6c74era8sdcw83a\n\nHave any of you noticed the huge delta skew on the January or February options for MSTR? You can buy a long $1 vertical spread that is in the money for 35-45 cents. So that is 55-65 cents of upside with a max downside of your investment, and you are already in the money (meaning the price of the underlying does not need to appreciate in order for you to collect at the expiration date). My guess is this is from a bunch of people buying long only calls way out of the money, which has made the 50 delta move up way over the current stock price, resulting in the interesting/appetizing prices I listed above). Any thoughts? ",
"sig": "b2a108f709ae375da4c7315f20269d61eccfc64f634a231a208a4af7fcbc685a4e33d4b983153647e35628bbc345e10c6d764c60b453511525782a1d0286729f"
}