Gotta love ZERO RISK in the SP500 = $$$

Discussion in 'Trading' started by makloda, Jan 27, 2007.

  1. I remember when Porsche only had a few marquee cars...then all of a sudden they became like Chevy or something with a dozen different models...nice cars, but still, it's a way to dillute the brand...Ferrari introduced the California a few years back (nice looking car), but true enthusiasts seemed disappointed with the direction things were headed...
     
    #11681     Oct 20, 2015
  2. Do you ever try to leg into those spreads? Either sell the short call first, wait for a pullback and then "anchor" that strike or vice-versa?
     
    #11682     Oct 20, 2015
  3. No, typically if I have a reason to think I can call the short term move about to happen, I will just trade it outright at a larger size instead. I've done what you mentioned before in a paper account with actually pretty decent success, but I took on huge amounts of risk and held naked short positions overnight, which I would not be comfortable with whatsoever in my account. I made something stupid like 18% in a month primarily through credit spreads and a few naked short positions, but the amount of risk being held was pretty significant.
     
    #11683     Oct 20, 2015
  4. yea thats what I am waiting on, a blow off run to 2060 just as Oct ends, pulling in long the last of the holdouts
     
    #11684     Oct 20, 2015
  5. I see...I was thinking just in terms of perhaps a daytrade legging in...I know that when I do a spread all at once, the execution prices are sometimes lacking and even a 5 pt move in spx/es can make that spread more attractive.
     
    #11685     Oct 20, 2015
    FCXoptions likes this.
  6. That may happen...nothing can be ruled out with this kind of market...btw, have you been watching RUT/IWM the past 2 days? it's like a giant "W"...
     
    #11686     Oct 20, 2015
  7. Yeah, I dealt with this the other day when selling some, the next day on a small move the spread was worth significantly more.
     
    #11687     Oct 20, 2015
  8. "Yeah, I dealt with this the other day when selling some, the next day on a small move the spread was worth significantly more."

    What underlying would you choose regarding selling the options right now, since the IV is pretty low generally
     
    #11688     Oct 20, 2015
  9. The ones I sold last week were on the SPY. I'm trying to find some edge in individual stocks if I can figure out good times to sell, working on some form of a system right now. Rally's posts in the SPX credit spread trader are what I am trying to follow kind of. Something similar at least.
     
    #11689     Oct 20, 2015
  10. Good question...I'm not doing any credit spreads or anything like that...I generally like to go long puts/calls and if I feel inclined then I will spread them off...and sometimes later on I'll just turn them into butterflies...but lately I mostly just kinda scalp otm puts/calls in SPY/IWM/QQQ...

    If/when I'm in credit spreads, it screws up my "bias" and I wind up doing dumb **** trying to hedge them...but I'm just saying if I were inclined, I'd just leg them off of a good "outright" options trade that I wanted to spread.
     
    #11690     Oct 20, 2015
    FCXoptions likes this.