The best delta for a credit spread?

Discussion in 'Options' started by nwoptions, Aug 28, 2020.

  1. Hi guys, I read this on the Montreal Exchange's OptionMatter website regarding selling credit spreads:

    They recommend: selling 1-month “At-the-money” strikes (50 delta) and buying “Out-of-the-money” strikes (25 deltas) and selling short-dated options (3-7 weeks) as they take advantage of higher time-decay (theta).

    Do you agree with this?

    Isn't it risky to sell an ATM option because normal daily fluctuations in the stock might push it In-the-money and you might get assigned?

    Thanks
     
  2. jys78

    jys78

    No point in doing this unless you have some intrinsic positive expectation. Far as I can see the expected return here is zero.
     
    nwoptions likes this.
  3. snowman80

    snowman80

    what you've found on the exchange website is probably as good an answer as any you'll get here

    imho spend your time and effort learning to trade the underlying. once you get to a point where you can trade the underlying profitably using your approach you can start thinking about incorporating options into your trading methodology
     
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  4. Atikon

    Atikon

    There is a thread out here where people are talking about Option buying/selling on the MSE and apparently they both had the same expierience with favourable moves in Option Prices lead to the MM cancelling the fill post hoc through the exchange within a ridiculous time frame (by phone iirc). Look it up before start to sell options at that Exchange
     
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  5. Justrade

    Justrade

    Yes I agree... ATM is biggest bang for your buck... but you still need to get direction right

    I also agree with this

    and

    Also... you don't need to hold to expiry
     
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  6. When do you take profits? 50% of max profit? 75%?