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This strategy is referred to as theta gang in /r/WSB nomenclature, but I would argue this is different because it's meta-gaming other people who are foolish enough to buy those wild out of the money options.

This is my preferred strategy as well.




It's an old strategy. Without an actual edge and significant (read: sophisticated and costly) risk management, that strategy will eventually get blown out by someone who is better at pricing long tail risk events than the seller. There's a reason market makers obsessively delta hedge.

Would hate to have been selling put options on VIAC when Archegos shit the bed on $20B with >4x leverage. Good luck foreseeing that.


Well just make sure you are selling credit spreads and the risk of such events is mitigated


yes, I have had this happen with a biotech stock. The puts can be very risky. I usually sell calls since it is easier to stomach psychologically when it goes wrong.... "I missed out on some gains. But I would've sold anyway..."




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