Chapter 228

Advanced Option Strategies

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Sophisticated practitioners employ advanced techniques:

Option Stacking

Creating options on options multiplies potential:

Gregory stacked options: - Base: Technical expertise - Layer 1: Consulting option using expertise - Layer 2: Equity option in client companies - Layer 3: Board option from equity success - Layer 4: CEO option from board experience

Each layer multiplied previous value.

Synthetic Option Creation

Combining multiple positions can synthesize options:

Helen created synthetic options: - Long position: Deep expertise in emerging field - Short position: Automation of traditional role - Result: Option to transition when field matures

Her synthetic positions provided option-like payoffs without explicit options.

Option Arbitrage

Different people value options differently, creating arbitrage opportunities:

Ian arbitraged option values: - Acquired undervalued equity options from departing employees - Bought intellectual property from closing businesses - Secured rights to dormant technologies - Obtained licenses for unexploited territories

His arbitrage captured value from others' inability to exercise options.