Calendar Spreads

Discussion in 'Journals' started by gatorplease, Nov 12, 2005.

  1. trkarl

    trkarl

    My first calendar was with TIVO which was horizontal. I closed out for a small loss. Which do any of you find more successful with, diagonal or horizontal. It seems to me calendars are similar to covered calls but with less $ at risk. Am I wrong about this?

    T
     
    #291     Apr 22, 2006
  2. Hey T...hummm someone else with nothing else to do on a Sat nite:( :p I agree calendars feel a lot like a CC...as to which is more successful a diagonal or horizontal...don't really know. I put on a bunch of cal's in Mar that have yet to play themselves out. Two I have gone from horizontal to diagonal..one I'm thinking about not selling a May put on (I let the apr expire). I would also be interested in ppl's experiences with horizontal vs diagonal.

    My only criticism of TIVO is that I don't think calendars work as well on lower priced stocks.
     
    #292     Apr 22, 2006
  3. how did you end up with your apr exp? did you close both the call and put side?
     
    #293     Apr 22, 2006
  4. nlslax

    nlslax

    Hi Donna,
    The MAY 35 Calls are left at .40, will most likely sell them Monday.
    I closed the Put spread at a $40 loss including commish.

    Had 14 spreads going into exp. Worked most of today but will tally up in a few days.

    Overall lost just a little $, but I believe the tuition was worth the expense.
     
    #294     Apr 22, 2006
  5. I agree its a very interesting trade, I've learned a lot as well. One thing I did that is paying off. After I put on the 37.5 Jul/Mar cal (on Feb 27)of course AMD crashed down but I added a 32.5 Jul/Apr cal(on Mar31) so now I'm at least profitable over-all. I may not make money on the 1st one (probably break-even) will will make money on the 32.5 ..I think:)

    What I'm learning is the high vol stocks (over 30) are best for shorter term or even the RC's...however if vol is less than 20 you often can't get real payback. Ideally you find a nice stock with 20-30 vols...pick a direction and are right but not tooo right about the direction:p
     
    #295     Apr 23, 2006
  6. nlslax

    nlslax

    Was the 32.5 a Put or Call cal?
    RC's?

    You're right about being "too right" about direction. That happened to me a couple of times.

    I'm starting to experiment with Cals on indexes. So far I have had more success writing them on SPX than I have had on SPY or Q's. The ETF's lose vol quickly. Just beginning to scratch the surface and looking for consistancy.
     
    #296     Apr 23, 2006
  7. It was PUT...Q for you how far out are you doing the SPX 2 months or more? PUTS/Calls? ATM OTM?tia
     
    #297     Apr 23, 2006
  8. nlslax

    nlslax

    Bot the SPX 1310C cal <30 days out at 8.80 net and sold the spread when it was ITM for 12.20 net :mad:

    Was an expensive debit, but percentage wise it worked out. Shoulda/coulda held it longer.
     
    #298     Apr 23, 2006
  9. I assume your talking Apr/May cal? very nice trade...no s/c/w...it easily could have gone the other way...great trade:D
     
    #299     Apr 23, 2006
  10. mance

    mance

    Hi Guys!

    As I could see,most of you trade Calender Spreads on Stocks.
    Does anyone have any experience with trading them on some major stock indices? (S&P,nasdaq)
    Thx
     
    #300     Apr 23, 2006