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SPX Credit Spread Trader

Forgot attachment. FYI: Enclosed SEP EOD optionquotes on 8/17/06.

Post by: spreadwinx, Oct 10, 2006 in forum: Journals
SPX Credit Spread Trader

FYI: Enclosed SEP EOD optionquotes on 8/17/06.

Post by: spreadwinx, Oct 10, 2006 in forum: Journals
SPX Credit Spread Trader

Based on mid prices for the cross month AUG-SEP-OCT as of 7/25/06 SPX 1268.88 1275 S10 aug / L20 sep / S10 oct 7/25/06 12.9...

Post by: spreadwinx, Oct 10, 2006 in forum: Journals
SPX Credit Spread Trader

Diff. is in the graph increment, see the 5pt graph increment & 15 pt graph increment at 1385 & 1390.

Post by: spreadwinx, Oct 10, 2006 in forum: Journals
SPX Credit Spread Trader

Attached the EW cross-month position at 10/31/06 assuming no change in vol using HoadleyOptions.

Post by: spreadwinx, Oct 10, 2006 in forum: Journals

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