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[Options] Premium Utility

September 29, 2021

If you like action, then you've enjoyed this week so far.

The markets looked ho-hum for most of the day Monday. But then the last hour offered us a harbinger of things to come. And Tuesday's gap and crap confirmed the bulls' worst fears.

But as usual, bears might have gotten a bit ahead of themselves as today's action seems to suggest.

Either way, the indecision and confusion in the markets is resulting in elevated options premiums -- which is what we can expect. As options players, this puts us in the position of wanting to look for opportunities to take the other side of this fear by getting short these elevated premiums.

Scanning my list of my liquid ETFs, I've found a great candidate to sell premium in.

Check out this chart of the Utilities sector ETF $XLU:

It's been down something like 16 of the last 17 days. As such, and as you can imagine, options premiums here have risen significantly. Looking at the options chain in November the 25 delta options correspond with the 61 and 67 strikes. This feels like it gives us plenty of room to be wrong on the downside, while providing some cushion for a highly likely bounce after so many consecutive down days.

Here's the Play:

I like an $XLU November 61/67 Short Strangle for an approximately $1.30 credit. This means we'll be naked short both the 61 puts and the 67 calls. And due to the theoretically unlimited risk in this position, it will require margin. (If naked risk or the margin requirement makes us uncomfortable, we could always hedge our risks somewhat by purchasing some cheap WAY OTM calls and puts  in the same expiration series which will lower the margin requirement and define our risks.)

When I put on short strangles, I'm always looking to cover the spread to book my profit when I can buy it back for half of what I collected. So in this case I'll look to cover at around a 65 cents debit.

If $XLU continues its downward collapse and closes below our 61 short puts strike, that'll be my signal to close the trade down. That tells me XLU wants lower. On the flip side, if $XLU closes above our 67 short calls strike, then that tells me the bounce is for real and I want to be out. In either case, I don't want to fight the market. I'll just close the trade down and book my likely but manageable loss.

If you have any questions on this trade, please send them here.

If you missed last week’s live Jam Session, ASO subscribers can catch it here.

Catch our next one this Friday at 2pm ET here.

~ @chicagosean

P.S. We do trades like this regularly. If you'd like to leverage Best-in-Class technical analysis into smarter directional options trades, try out All Star Options Risk Free!

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