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I Tried It for 30 Days and Here's What Happened!

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Chapters15 segments · tap to seek
ticker lesson

Breakdown

0:00lesson

Short put risk during market crashes

  • Short puts favorable in bull markets
  • Market crash can wipe out gains
  • Tail risk from high volatility
  • Need for risk mitigation strategies
1:50lesson

Comparing short puts and spreads in crashes

  • Short puts have higher win rates
  • Losses concentrated in crashes
  • Spreads have defined risk
  • Tail risk wipes out gains
3:48lesson

Tail risk factors in crashes

  • Data expansion during crashes
  • Vega explosions increase risk
  • Spreads widen, increasing costs
  • ETFs have tighter spreads
5:55lesson

Managing tail risk in short puts

  • Buy the wings for defined risk
  • Protect against drawdowns
  • Spreads have stop-loss features
  • Avoid unlimited losses
7:56lesson

Impact of crash duration on losses

  • Longer crashes compound losses
  • Drawdowns wipe out gains
  • Time in crash affects portfolio
  • Avoid multiple crashes
9:51lesson

Capital allocation for short puts

  • Buy the wings for defined risk
  • Protect against drawdowns
  • Spreads have stop-loss features
  • Avoid unlimited losses
11:51lesson

Win rate vs. risk in short puts

  • High win rates can be misleading
  • Drawdowns can wipe out gains
  • Risk is convex
  • Duration beats spike
13:50lesson

Risk management in defined strategies

  • Defined risk strategies have max loss
  • Tricks to manage trades
  • Undefined risk has greater losses
  • Adjust positions for protection
15:51lesson

Small caps vs. large caps in trading

  • Small caps offer broad exposure
  • Higher volatility creates opportunities
  • IWM is viable for trading
  • Liquidity comparable to QQQ
17:23lesson

Market capitalization and liquidity

  • Russell 2000 has 3-4 trillion cap
  • IWM liquidity comparable to QQQ
  • Small caps have higher volatility
  • Liquidity is viable for trading
19:07lesson

Performance comparison of IWM and SPY

  • IWM outperformed SPY in 2001-2008
  • SPY has outperformed IWM recently
  • Small caps lag behind large caps
  • Leadership changes over time
20:49lesson

Historical volatility and IV comparison

  • IWM has higher historical volatility
  • Median IV for Russell is 23%
  • SPY median IV is 17%
  • Russell has higher IV overstatement
22:28lesson

Back test results for IWM and SPY

  • SPY and QQQ have 79% win rate
  • IWM has 76% win rate
  • Medium return on capital is 3.3%
  • IWM is comparable to SPY and QQQ
24:07lesson

Small caps as viable options

  • Small caps move more but are liquid
  • Higher volatility creates premium opportunities
  • IWM performance is competitive with SPY and QQQ
  • Move to smaller caps for better returns
24:08lesson

Naked options vs. covered shorts

  • Naked options have no hedging
  • Short selling without borrowing
  • Covered shorts have hedging
  • Difference in risk profiles

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