Recent Content by slayer3600

  1. SPX credit spread analyze

    Well here we are less than a week later and SPX has closed at 1335 from a recent high of 1370 :) . VIX is at 18.20 VXX is at 25.35 Clearly...
    Post by: slayer3600, May 6, 2011 in forum: Options

  2. SPX credit spread analyze

    I tend to agree that the VXX hedge would not have much of an effect here. If the SPX declined to 1330-1340 levels in the next few weeks, I don't...
    Post by: slayer3600, May 1, 2011 in forum: Options

  3. SPX Credit Spread Hedging

    Okay just so you can see the thinkback results of the idea. Oct 08 SPX spread with no VIX 40 hedge, no decent exit points, maximum loss:...
    Post by: slayer3600, Apr 26, 2011 in forum: Options

  4. SPX Credit Spread Hedging

    I haven't gone there yet. Though I realize nothing in the market place is impossibe, long term historical market performance displays skewness...
    Post by: slayer3600, Apr 26, 2011 in forum: Options

  5. SPX Credit Spread Hedging

    I indeed had an SPX MAR11 1180/1170 bull put spread entered in January for 9% credit. VIX did not get above 40 in March and the March 16th dip did...
    Post by: slayer3600, Apr 26, 2011 in forum: Options

  6. SPX Credit Spread Hedging

    Thanks for the comments. Assuming by "settle" you mean expiration? I suppose I wouldn't suggest waiting until expiration in these scenarios....
    Post by: slayer3600, Apr 26, 2011 in forum: Options

  7. SPX Credit Spread Hedging

    Long time lurker, first time poster. It’s clear a lot of the folks were scared away from credit spreads and iron condors due to the market...
    Thread by: slayer3600, Apr 26, 2011, 17 replies, in forum: Options