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Feel free to DM me and we can discuss if you like

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Mar 24Liked by Capital Misallocation

I saw you've posted about the MSTR premium. What do you think about the following trade?

1. Sell June 2025 calls at $3,150 strike. Current premium ~$600 (40% of MSTR's stock price

2. Buy BTC at 1 to 1 ratio (~$152k BTC for every MSTR call)

You win in the following:

1. Premium stays flat and BTC increases

2. Premium decrease and BTC increase

3. Premium stays flat and BTC decreases less than 40%

You lose in the following

1. Premium increase (MSTR has to ~2x)

2. BTC goes down by greater than 40%

I may not be seeing something with the options, but it seems like over 2 years you get a free ride to 100% gains if BTC goes up and a 40% cushion from the premium if BTC goes down. The world were BTC is up and MSTR premium is also up in 2 years seems small to me. Path dependency does make this a little tougher to analyze though...

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