Cme, Bot

Discussion in 'Stocks' started by WD40, Jan 24, 2006.

  1. A coupla things. I have a few rules/guidelines when writing iron condors. I usually do indexes, and have to be extra vigilent when writing on single issues. First, I make sure there are no earnings in the month I am writing. Second, I try to avoid strong trending stock. I guess I bent my second rule a bit, and to compensate, I sold my short call strike 10 points higher than one standard deviation. I like writing 75-80% chance of success and I don't like to adjust these things too much. Sometimes adjusting can be a circus act, and I try to avoid it like the plague.

    I'll post my position here if anyone is interested.

    On March 16 I sold

    CME APR 400/390 put vert. @ $1.45
    CME APR 470/480 call vert. @ $0.95

    I even tried to sell the 480/490 call but the premium was inadequate at that point. I intend to close when each side has less than $.10 or $.15 left or during gamma week, whichever comes first.
     
    #51     Apr 4, 2006
  2. CME....... Oh boy, someone kill me now.:(

    That's alright, adjustment time. I bot back my IC for a loss, and put on a new APR 440/450p500/510c IC at a 200% greater size. Am i a lunatic?...time will tell
     
    #52     Apr 7, 2006
  3. hey vp...I feel your pain:( cme is a tough one for an IC. I'm trying to close my bull put part of the straddle I bought for Apr (closed the call spread)...you sometimes just want to get out of the way:eek:
     
    #53     Apr 7, 2006
  4. :eek: :eek: :eek: :eek: :eek: :eek:

    Is this thing ever gonna stop going up? I deserve to lose anyway, I breached two of my guidelines.

    1. Avoid trending stock

    2. wait 24 hours to initiate new spread after short strike is breached.

    i am praying to the consolidation gods now.
     
    #54     Apr 7, 2006
  5. on a flyer like goog or cme you simply sell the way out of the money calls 4-6 weeks out. i solf some may 520's for $8 today. it has to run $48 in 6 weeks to even cause me to lose a cent. i do that with goog all the time works awesome. take advantage of the huge premiums to sell them
     
    #55     Apr 7, 2006
  6. Do you spread it, or sell naked? I'm not capitalized enough to naked sell, yet. Sounds like a good strategy.
     
    #56     Apr 7, 2006