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Options Theory: The Lost Art of Scaling

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Last Update: July 2021

I’ve sat at the feet of two traders who were masters at scaling. One deployed the tactic with options, the other with forex. I caught a glimpse of the idea’s brilliance from the first gunslinger, but it was the second’s explanation and illustration that really sealed the deal for me.

If you’ve paid attention to my Options Reports or participated in a Cash Flow club, you’ve probably seen me mention the tactic. Today we’re taking a closer look.

The fool doth think he is wise, but the wise man knows  himself to be a fool. – William Shakespeare

Here’s a bold statement. Buying all at once smacks of arrogance. Like tromping through a minefield with clown shoes. What, you think you know something? You don’t know where those leg-blasting, arm-stealing bombs lie! So tread carefully. Use scaling.

Novice traders are getting their very first lessons in the dangers of market volatility. If 2017 was the hero, 2018 is the villain, one hellbent on undoing much that was done. It also is requiring you rookies to adapt or die because what did work now doesn’t. As one who’s been stung many a time by the volatility wasp, I offer my sympathy and understanding. Want to use volatility to your advantage, to exploit adverse moves? Use scaling.

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At the dawn of trading the phrase “buy low, sell high” was born. It sounds simple, but oh-so-hard to implement. Blame it on your mother (or her mom – whichever you love least). She endowed you with emotions that encourage dumb decisions. You’re wired to buy high and sell low. It’s what feels good. Want to make it easier to buy low and sell high? Use scaling.

The ranks of bottom buyers and top sellers are filled with liars and lucky ducks. That’s because it can’t be done, not consistently at least. If you did nail a turning point, you were lucky so don’t count on a repeat because luck has a short shelf life and lacks any loyalty. Fortunately, there’s a tactic that can increase your chances of entering close to the turn. Want to give yourself two, three, or four chances to game a reversal? Use scaling.

Scaling involves splitting your position into separate tiers and entering at different prices. You enter some now and then wait for a better price before entering the rest later. Typically we refer to it as scaling in. It works particularly well with option selling strategies like naked puts, credit spreads and calendars. Here’s a quick example using a bear call.

Scaling with Facebook

Suppose you’re looking to make Facebook’s pain your gain. The stock is in a downtrend, below major support, and may flounder for weeks yet. To embrace the odds, you’re toying with selling the May $180/$185 bear call spread. Right now it’s trading for 60 cents, and let’s say you can sell three spreads based on your risk tolerance. Instead of entering your entire position immediately, what if you scaled in? That is, sell one spread now at 60 cents but wait until the price rises to 90 cents before entering your second and $1.20 before deploying the third.

FB chart

If FB behaves, moving immediately lower in price, then you’ll simply wait to take profits with your first tier. If it rallies further from here (an adverse move) then you can use it to your advantage by adding a second and third tier which raises your average credit to 75 cents and then 90 cents. That way when FB finally does drop you’ll return to a profit that much quicker.

You’ll have to decide when to enter the second and third tier. I like the idea of opening the second when the premium has risen to 1.5x the original credit and the third if it rises toward double the original credit.


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One Reply to “Options Theory: The Lost Art of Scaling”

  1. Bill Trimborn says:

    Thanks for the excellent post & lesson on this topic in the Cash Flow Club!

Comments are closed.

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