HowardCohodas Index Options Credit Spread Trading Journal

Discussion in 'Journals' started by HowardCohodas, Dec 30, 2010.

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  1. Yeah, just to show people that they're two different animals. Some on here will think they're equivalent. Generally, 5-wide index spreads suck, IMO. You're never satisfied with the outcome unless held to expiration.

    Rodney: the skew amounts to a nickel or so in that spread, so I wouldn't worry too much about it.
     
    #611     Mar 10, 2011
  2. since both are basically binomial, prob true for the debit as well.
     
    #612     Mar 10, 2011
  3. And i suppose you just know the market is going to drop 50 points. Hindsight is 20/20

    No need to argue what would have been the better strategy since the move as already happened. The market could of easily went against me where some would have said "You should of but a spread on to limit your risk".

    Good luck
     
    #613     Mar 10, 2011
  4. Maverick74

    Maverick74

    No, direction was not the point. The risk to reward was magnitudes better. It didn't matter if the market went up or down or no where. It's all about the payoff. If I'm going to risk the strike differential on the call spread, I don't want to get paid 1.00 for that risk, I want to get paid 10 dollars for that risk. It has nothing to do with hindsight.
     
    #614     Mar 10, 2011
  5. Maverick i see what you are saying and i completely understand. Thank you for pointing it out. I will definitely take a look a putting something like that on in the future if i foresee a large move up or down.

    Take care
     
    #615     Mar 10, 2011
  6. Magic8

    Magic8

    How's that dashboard, Howard?
     
    #616     Mar 10, 2011
  7. I'm not "worried" - it isn't my trade. Was just pointing out that putspreads cost more than callspreads (at least in equity markets) because of skew. So you can't do a mirror-image trade at zero debit. Of course you, Mav & other experts know this, but others on the thread may not... In any case it looks like Elvis has left the building -- there's very little from HoCo on this thread any more. I apologize on behalf of all the other regulars for hijacking it...
     
    #617     Mar 12, 2011
  8. Maverick74

    Maverick74

    You can, it just won't be equidistant from spot. If someone is bearish, this will be a non issue.
     
    #618     Mar 12, 2011
  9. Right. We're saying the same thing in different words.
     
    #619     Mar 12, 2011
  10. He's a barometer of the market. When we sell off he disappears from this thread. Innovate!
     
    #620     Mar 12, 2011
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