OptionsDelta
11-27

$NVDA$

After reviewing institutional roll-over strike prices and put option opening trends, I'm comfortable writing covered calls for next week's 140 strike: selling $NVDA 20241206 140.0 CALL$ 

Compared to Tesla, institutions trading NVIDIA spreads are more cautious, not choosing the two-week expiration date of December 6th all at once, but rather observing for two days before rolling.

The latest roll-over positions are:

Sell $NVDA 20241206 140.0 CALL$ 

Buy $NVDA 20241206 150.0 CALL$  or $NVDA 20241206 152.5 CALL$ 

This indicates bearish sentiment for next week, or that this week's decline is sufficient to decay December 6th call options to zero.

Usually, I choose their hedging leg for covered calls, which would be 150, but according to put opening data, bears have started positioning in a series of 130 puts. With NVIDIA's stock price having room for further correction, being aggressive with selling 140 calls isn't too risky.

The put-selling leg is debatable. If you want to buy the dip, you can sell the 130 $NVDA 20241206 130.0 PUT$  to align with the bears. If you don't want to buy, you can choose strikes below 120 $NVDA 20241206 120.0 PUT$  - the annualized returns are decent in this downtrend anyway.

$MicroStrategy(MSTR)$

MSTR continues to grind volatility, with institutions choosing to roll call spreads, predicting MSTR price below 460 next week, with a hedging range of 460-650:

Sell $MSTR 20241206 460.0 CALL$ 

Buy $MSTR 20241206 650.0 CALL$ 

The last spread range of 430-530 was 23%; this time the 460-650 spread widens to 32%. The spread is so wide it almost makes me think this is a bull market rather than a bear market call spread.

But thinking about it, this range makes more sense. The counterparty buying calls needs to sell calls, effectively opening short positions. With institutions making multiple purchases, it's like heavily shorting, and narrow spreads could easily trigger chain squeezes.

MSTR's stock price has fallen considerably. As Citron said when shorting, their reason was price deviation, though they remain bullish on Bitcoin. So if you want to go long MSTR now, consider put spreads:

Sell $MSTR 20241206 250.0 PUT$ 

Buy $MSTR 20241206 200.0 PUT$ 

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