Since March 2021, GBTC and ETHE has been trading at a discount to their NAV (net asset value). GBTC is a trust by Grayscale, a firm in the cryptocurrency investment space. At time of this post (6th April 2021, 2.20pm GMT), GBTC is trading at 7.35% discount to NAV CalculationsGBTC – $51.24Bitcoin per GBTC – …
Risk Free Arbitrage Trade with GBTC, ETHE and CME crypto futures Read More »
With VIX at it’s lowest point in a year (About 17 as of 1st April) , premiums from selling puts have seen significant decreases at the same expiry and % OTM level. Maintaining the same weekly profits requires going closer at the money or selling larger positions. At the same time, hedges have become cheap, …
Why SPACs are good for wheeling and their option call skew. Why consider SPACs? The premise of why we’re giving special consideration to SPACs is risk management. The assets of a SPAC is 100% cold hard cash, they IPO to raise money from investors, which is then used to acquire private companies, bringing them public. …
Why SPACs are great for wheeling, their option skew and risk/reward Read More »
Introduction In this post, we will explore using FDscanner to find cheap, far OTM option Call LEAPS. Here, we define LEAPS as options having greater than 12 months expiry. By far OTM, we mean >90% OTM. Many may think it’s pure speculation to bet on stock price almost doubling in a year. We agree speculation …
Introduction In this post, we will give an overview of FDscanner’s option scanner functionalities and demonstrate 2 useful scans, such as “Find top 20 companies with highest ATM put premium as percentage of stock price expiring in 45 days”. In this post, you’ll see me referencing selling put premium quite often because that’s the main …