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Twitter Ratio Call Diagonal

Since the news of Elon establishing a 9.1% position in Twitter back on 4 April, I’ve been following the stock closely. Primarily because Elon is an adept manager and creates value in most things he commits to. In the last 20 years, he’s managed two billion dollar companies (SpaceX and the Boring Company) and one trillion dollar company, Tesla. I also found this scenario extremely fascinating and simply wanted to participate.

I began scaling into Twitter on 19 April and built a 65% position by 21 April. I’m trading my Ratio Call Diagonal, originally across three expirations. After the news of his offer being accepted broke on 25 April I closed around 50% of my long calls and maintained exposure in just one expiration.


The remaining trade I have on now:

-BTO 19Aug22 35C @ 14.64 (this is an average basis via FIFO)


I had short calls out at 55 that I’ve since taken down for a near max profit. At entry, these were a 0.82 delta. I sold at a 0.8 to 1 ratio (this enables unlimited upside potential). I haven’t added more short calls although I will if premiums look attractive enough (expectations are low). Obviously the calls are pricing in a ceiling above 54.2, however there are still premiums due to general uncertainty around the deal going through. It is Elon after all. We’ll see how it plays out, next steps are: add short calls if premiums make sense, close the longs when the stock trades ~ $54, or evaluate closing if Twitter trades below $46 or if the longs trade below $10, whichever occurs first.


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