SPX Credit Spread Trader

Discussion in 'Journals' started by El OchoCinco, May 17, 2005.

  1. Ahhhhh....



    $.05 credit is not worth the commission and taxes so not sure how he profited unless he loaded up.

    beginner


    Sort of speaks for itself there...

    Too lucky to know how wrong he really was....
     
    #10041     Sep 13, 2006
  2. Coach
    What about buying premium(long straddle) on spx 1 hour before close for $0.10 and look for SET for a lottery payoff?.
     
    #10042     Sep 13, 2006
  3. i could've sworn you said long more than you are short earlier. ahhh
     
    #10043     Sep 13, 2006
  4. Hey guys..specifically Sailing,

    So, I've been watching all of your DD plays, still trying to evaluate this compared to verticals.

    Tell m if I'm wrong. Using puts as an example, If you use DDs to play the vega, then when the short represents like 66% of the long then you need significant movement up to lose, and since you would have only gotten in during low vega, the loss of vega wouldnt hurt too much. However, if it moves down, you not only get the drop in underlying price in your favor, but also an incr. in vega all of which makes you money. And while theta is always a good thing to help add to profit, as soon as the increase in vega makes a good profit for you, you should close out and enjoy your money. Do I have the general idea?
     
    #10044     Sep 13, 2006
  5. SPX Sept 1310 straddle is $9 :eek:
     
    #10045     Sep 13, 2006
  6. NO I am talking myself in circles, yes you are long more than you are short.

    What I should have said is that it is not a vol play and the vol changes will not affect the position as much. It is focused on the same ideas as the credit spread. Working to have the short expire worthless but with the diagonal you have more profit potentials than the regular vertical credit spread..

     
    #10046     Sep 13, 2006
  7. You have to see how close to the money you can go for that dime because most sets are pretty tame and even a few withings are maybe 7- 10 points. Test it on paper tomorrow...

    I tihnk market makers want to avoid the lottery payoff so they may price CTM strikes accordingly.


     
    #10047     Sep 13, 2006
  8. Heather...coach tried that last year (on behalf of all of us :p) didn't work that well
     
    #10048     Sep 13, 2006
  9. I think i get it now. I swear you must have a fetish for complicated positions. Apparently, my crystal ball is not as good as yours :)
     
    #10049     Sep 13, 2006
  10. I get it. Any terrorists considering an attack would check the timing of such an attack with the market makers first - beause they wouldn't want to upset them.

    Mark
     
    #10050     Sep 13, 2006