How to Manage In-the-Money ETH Options: Rolling Forward to a New Expiry


| Crypto Options

In crypto options trading, managing in-the-money options can be an opportunity for strategic repositioning rather than an immediate loss. Recently, we had ETH short options at the 2525 strike expire in the money, resulting in a technical loss on the position. 

Instead of closing out, we chose to stay engaged by rolling forward, setting up a new trade with the same contract size, a lower strike price of 2450, and a one-week extension. 

Here’s a step-by-step look at how this adjustment works and why it’s effective in the crypto space, where cash settlement gives flexibility.

Step 1: Accept the In-the-Money Expiry and Open a New Position

As our 2525 options expired in the money, we took a realized loss. 

Rather than exiting, we opened a new position with the same contract size, rolling it forward with a fresh expiry and lower strike. This approach helps us stay in the trade, extending our timeline to potentially benefit from favorable market moves.

Step 2: Adjust the Strike Price and Capture Additional Premium

For our new position, we chose a strike price of 2450 and extended the expiry to next Friday. 

Lowering the strike price aligns better with current market conditions and reduces our break-even level. This roll also brought in a net credit of $70, which enhances the overall position and offsets part of the initial loss.

Step 3: Take Advantage of Cash-Settled Crypto Options

Unlike traditional stock options, which may require asset delivery, crypto options are primarily cash-settled, making rolling forward more seamless. This flexibility lets us manage risk and continue premium collection without the complexities of physical settlement.

Step 4: Monitor the New Position and Stay Adaptable

With the new trade in place, consistent monitoring is essential. Crypto markets can shift rapidly, so we’ll remain vigilant and adjust if necessary, ensuring we’re ready to capture additional opportunities or mitigate risks.

By rolling forward instead of taking a direct loss, we’ve created a new opportunity for premium collection. This approach highlights how crypto options trading allows for strategic re-entry into the market. 

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