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by vmception 2164 days ago
> In the first three months of 2020 ... [Robinhood users] also bought and sold 88 times as many risky options contracts as Schwab customers, relative to the average account size

> And let’s remember that options are far more illiquid and opaque than standard equities.

Okay, first of all the growth of the options market is AMAZING, and their utility increases the more liquid the market is.

So massive new groups of traders with a low barrier of entry make options much more liquid, and this is amazing.

There used to only be one series of options that expired once per quarter and had 5 cent ($5) bid and ask spreads, and strikes only every $5 or $10 dollars.

Now there are 20 series trading at once and pretty much all indice constituent companies, let alone the index itself, alongside strikes every $1 - $2.5 dollars, even $.50 cents sometimes.

There are so many strategies that were unviable because the spreads were too wide, the strikes were too few and far between, and the commissions structure was prohibitive.

That's all changed now, and that's the other perspective.

Robinhood is also still handicapping users, as the regulations allow for much greater amounts of leverage and margin capabilities, which Robinhood doesn't offer yet, which TD Ameritrade and others have offered all along. So all the surprise and angst directed at Robinhood is as ignorant as the speculators that you are worried about.

This is an education problem, not an access problem. They are mutually exclusive.

To the people not using options for what they were made for:

"Just avoid holding it in that way." - Steve Jobs

2 comments

> new groups of traders with a low barrier of entry make options much more liquid

Are you claiming Robinhood users are responsible for a significant fraction of option market liquidity over the past year? Because that’s categorically wrong.

All additional participants to the options market makes options more liquid.

No, I am not quantifying Robinhood users, only elated to see one chisel helping narrow the bid and ask spreads across expiration dates.

Shouldn't bother you that much.

I don't know... that's certainly what I thought you were saying, and I don't like being misled.
I read it as: regardless of Robinhood's volume, their popularity has caused other organizations to restructure their investment opportunities, and that has benefited all users.

It's the same as Tesla making electric cars popular. They don't sell the most cars, but you'd have a hard time arguing they haven't moved electric vehicles forward.

I think it's reasonable to suggest that option activity among retail clients has increased over the past 12 months. Brokerages are reporting record levels of new account sign-ups, and many people are sitting at home trying to find ways to pass the time profitably. Obviously it would be nice to see some evidence about this, but I don't know where I would go to find that information publicly.

Options don't trade as frequently as cash on most names, so you don't actually need people to buy and sell in order to make the market tighter. They just have to place orders that tighten the spread. Price discovery becomes easier even if you only have one additional order placed inside the prior NBBO, because it affects the fit of the vol surface.

If only we had learned something from 2008... But apparently not

(For those who aren't aware) The problem with options is that your liability with them can get bigger than your equity. You buy 10 shares of Newthing.js for $1000 ($100/share), the maximum you're losing is $1000

You shortsell NTJS because they use JS instead of Ruby, but guess what NTJS rose to $200 per share and at the time of selling you need to cover the difference.

(Edit: had conflated put options with shortselling, https://www.investopedia.com/articles/trading/092613/differe... ), as the article says "Because of its many risks, short selling should only be used by sophisticated traders familiar with the risks of shorting and the regulations involved. "

Learnings from 2008:

- banning short selling during a market sell off irreparably harms the options market, exacerbating market dysfunction.

- the tail wags the dog. although equities/asset prices should dictate options prices as an afterthought, options activity often can dictate equities/asset prices.

- options market should not be ignored in policy decisions and should be made more efficient to ensure better price discovery in both options and their underlying assets.

- options market hours should be extended

- big data challenges across broker dealer firms hamper the immediate rollout of all possibilities regarding improving options contracts, the solution being incremental rollout of series and smaller quotes

Why would anyone assume equity price dictates options price? If there's arbitrage between the two instruments, they'll both exert a force on one another and the larger market (options) will exert the larger force.
options pricing formulas are not settled and the predominant formula was made by a firm that blew up using it

its not really about arbitrage between markets, it’s the varying motives within the options market and varying prices others are willing to pay. Although this can be influenced by arbitrage between markets for some people.

the formulas are based on stock prices, and at least 5 other things, but a small options market was ignorable, while a big options market shouldn’t be

> options pricing formulas are not settled and the predominant formula was made by a firm that blew up using it

Options arbitrage between equity and options via BSM variants is settled science. As is put-call parity, an arbitrage between put and call pricing. The latter is a perfect arbitrage—it is riskless. The former is not, there is risidual risk that must be continuously managed. (That management is another transmission mechanism for information between the markets.) When mismanaged, it blows you up. But it still enforced a tight, arbitrabgeable relationship between equity prices and options.

What does blow people up is thinking options models are B.S. and then going and trading options. They’re likely the reason my options-trading hedge fund stakes have been doing so well.

What?

If I think stocks are mispriced, I will probably buy an option to maximise the profit from my edge. That will drive the equity market. How arbitrage is derived is irrelevant.

> For those who aren't aware) The problem with options is that your liability with them can get bigger than your equity. You buy 10 shares of Newthing.js for $1000 ($100/share), the maximum you're losing is $1000

> You shortsell NTJS because they use JS instead of Ruby with a strike price of $90 but guess what NTJS rose to $200 per share and now you're down $110 per option you put (minus the call option sell price).

Regarding your edit about the trading example, you are conflating so many things to make your point. People that know how to control risk don't have this problem, or use those terms.

Your risk issue is shortselling an options contract. Not shortselling a stock, which would be the actual opposite of your buying example. The options equivalent of both your buying example, and the corrected opposite, would lower your risk substantially more than purchashing/shortselling in the shares market, instead of increasing your liability.

Let me know if you wish to have that explained. It is distressing for me to see misinformation forming a mob against a benign market, which may result in even worse regulations for managing risk.

> People that know how to control risk don't have this problem, or use those terms.

I am aware of this and I agree that my example is a simplistic one. But it is what seems to be on the mind of most option traders.

> Your risk issue is shortselling an options contract. Not shortselling a stock, which would be the actual opposite of your buying example

You mean this right? https://www.investopedia.com/articles/trading/092613/differe...

Agreed, I think I got that mixed up. Yes, if you're covered for your put option then your liability is limited

> The problem with options is that your liability with them can get bigger than your equity

Only if you sell them. A bought option’s maximum downside is the premium.

Does Robinhood let users sell options?

You can't sell them naked. You can sell covered calls & cash covered puts. You can also wrangle margin into it, but as far as I can tell you're unable to do it naked.