Crash Proof High Probability Diagonal Calendar Spread Trade ES Emini S&P500

Discussion in 'Options' started by winstonwee, Mar 18, 2021.

  1. This is a live trade. Not simulated
    I did this trade yesterday on the 17th Mar 2021
    The front leg expire next friday 26th Mar 2021

    I am not looking to hold the trade till expiry, probably around next wednesday or thursday I will look to exit the trade.

    Max risk on the trade is $400

    Risk Graph
    [​IMG]


    Zoom out risk graph we can see the max risk is $400
    [​IMG]



    Youtube video



    Any Opinion?
     
  2. Justrade

    Justrade

    Would help if we knew what the trade was?
    What are the contracts, strikes, and expirations
     
    Saltynuts, JSOP and ET180 like this.
  3. ET180

    ET180

    Looks like he sold some variation of a call ratio spread.
     
  4. Lots of legs from the look of the P&L graph. I wonder if it's worth it from a management / cost / slippage point of view?
     
  5. no ratio it is all covered 1 for 1
     
  6. yes a couple of leg that why i pick ES instead of SPY
    so my total comm to open is about $18 using TD ameritrade
    to close will need another $18
    plan to do 2 set of this when this expire next week
     
  7. ET180

    ET180

    Ahh...that's a lot more than a couple of legs...looks more like 30. Good luck getting filled without having to pay the ask for each leg.
     
    tayte likes this.
  8. tayte

    tayte

    How do you expect to make money with these spreads in the long run? It feels like the fees will be a big hurdle to overcome.
     
  9. there is only 10 leg in total
    each leg cost about $1.80 in comm so to get in is $18 total comm
    getting filled is not a issue ES is very liquid I fill the whole set of trade in less than 5 mins
     
  10. the fee is not really that big i choose ES instead of SPY because if i were to use spy the fees will be great but es fees is manageable
     
    #10     Mar 18, 2021
    tayte likes this.