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Writer's pictureErik esInvests

HUT LEAPS Call Diagonal Management - Rolling ITM Calls

I entered this HUT LEAPS Call Diagonal on 2 December 21 when the underlying was trading around $10.90. It had a max downmove of -58.5% against my entry and currently sits 29.9% lower. This trade went definitively against me. Regardless, I still have a 11.4% return on invested capital (ROIC). How? Having a well developed strategy and careful execution.


Video diving into detail for those interested: https://youtu.be/Y-yr7bPNVP4

Horizontal line represents my entry point on 2Dec

I'm not going to do a trade recap, the trade still on (I'll do a recap when it's neutralized). I want to walk through some adjustments I made today and the rationale behind them, namely rolling some ITM Short Calls.

  • Current base position is long (35) 16Dec22 7.5C at $4.27

  • Total debit: $14,950

  • On 4Feb I STO (20) of the 18Mar 9C @ 0.28

  • Credit: $560

  • On 10Feb I BTC the 9C @ -0.82

  • Net debit: -$1,080

  • On 10Feb I STO (20) 14Apr 10C @ 0.96

  • Credit: +$1,920

  • Net credit: +$840

Most importantly, I was able to move my short call strike up from 9 to 10 without adding risk. This increases my upside profit potential at no cost (because I collected a credit on rolling the ITM short calls). So although the 9C had a lot of extrinsic value in them that I bought back, by adding time I was able to increase my max upside potential while collecting an additional $840.

My max profit at the short 9C was ~+$936

My max profit with the 10Cs is +$1700 at the 9 strike and +$4450 at the 10 strike.

I could've been cheap and waited for more extrinsic to bleed out before making the roll. I chose to capitalize on the upmove to add upside potential and collect more money up front for it.



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