SPX Credit Spread Trader

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

  1. newbie463

    newbie463

    hey coach,

    what do you think of the possibility of a short covering rally? Any opinions on how far it will extend if it occurs?



    hey tplast,

    what is the ISEE?

    "I removed 1/3 of my hedge at 1329.25 to get some negative deltas, but didn't add to the call credit spreads. I'm not convinced that we are going down yet. Too many people are short, do you guys follow the ISEE? It's at 80"



    thanks,
    newbie
     
    #10271     Sep 20, 2006
  2. I only see a short covering rally if the Fed says something unexpected in a positive way and we rally strongly, then the shorts will come to cover....

     
    #10272     Sep 20, 2006
  3. tplast

    tplast

    It is the ISE sentiment index: http://www.iseoptions.com/marketplace/statistics/sentiment_index.asp

    It's a call/put ratio but only takes into account long retail orders to open. I don't think the numbers mean much by themselves unless they are at extremes, but I think it would be interesting to see how it compares to the trend and the CBOE p/c ratio. If they start diverging, it may be an indication that the sentiment between retail and institutions is diverging. And you know who will win :p
     
    #10273     Sep 20, 2006
  4. tplast

    tplast

    Yes thanks, I'm keeping a close watch on them. Right now I have them hedged with long futures, which buys me time until gamma starts increasing in the last few weeks. They were placed CTM, so no big damage is expected.
     
    #10274     Sep 20, 2006
  5. dqtmg2

    dqtmg2

    Murray,

    Do you have your strikes switched, or are you playing the diagonals different now? In the past, I thought you longs were beyond your shorts.

    Tim


     
    #10275     Sep 20, 2006
  6. October comes before November :)
     
    #10276     Sep 20, 2006
  7. Call me Hammer...... 'cause I nailed it lol. Well so did many people actually...

    P.S. of course now we are going to rally like crazy now that I opened my big mouth lol...

     
    #10277     Sep 20, 2006
  8. not over yet, sweating bullets in my chair. I am short lots and lots of gamma :D
     
    #10278     Sep 20, 2006
  9. This drop isn't quite as quick as you'd hoped for is it? It's oil man. I don't think it can get much lower before I would say that it is really undervalued.
     
    #10279     Sep 20, 2006
  10. Well whatever it is needs to stop before i mortgage the house LOL

    Seriously, i'm beginning to think oct won't be bad at all, despite everyone being bearish. Perhaps, thats exactly why we will keep rallying to new highs. Admittedly, my PnL will have a wild swing this month, one way or another. :eek:
     
    #10280     Sep 20, 2006