Tuesday, February 10, 2009

Post-Geithner Financial Naked Calls

For the extremely aggressive (and well-capitalized) investor who believes volatility in financials is on the high side and may also have some bullish directional bias, something like a bear call spread with FAZ, the -3x financial ETF, might be an interesting trade to look at.

The truly fearless might even look at selling an out of the money FAZ naked call. As I write this, FAZ is trading with a 48 handle and a Feb 50 call sale will bring 7.20, which means there is room for almost 20% upside movement in the ETF before the trade turns unprofitable. Of course, with the likes of triple ETFs FAZ and FAS, 20% moves can happen in a matter of hours…

[source: optionsXpress]

2 comments:

  1. vix/vxv had the sell signal in late december. the intermediate trend is intact. this time much less steep. i call it... a slow death.

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  2. As far as I understand, the ones who followed this, must be in deep losses, as the price surged to 104 now. Just try to leaarn.
    Please kindly comment and/or give your vieuw.
    k.vansoest

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