SPX Credit Spread Trader

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

  1. rut was so strong that it passed my short strike (760) of my call diagonal.

    I don't want to lose the weekend decay so I longed 790 Jan call to reduce my delta/gamma risk.
     
    #11071     Oct 13, 2006
  2. blk

    blk

    Can you please explain "2-3 credit profit"? Is it that you exit if the position now is 2:3 risk-reward? Thanks, tplast.

    I didnt put on put spreads either, for the same reason - and this has happened for the past 3 months.

    So decided to not to try to "time" these things any more and instead just put on both calls and puts spreads simulataneously to get a market neutral position.
     
    #11072     Oct 13, 2006
  3. Nice. I didn't know you were in DC-proper. We have the Chicago Air Show at North Avenue Beach. They don't fly the B2s in the show anymore, but in year's past they would fly the B2s a few hundred feet over our bldg. An amazing sight. Our building went from 800 residents to 5000 over that weekend.
     
    #11073     Oct 13, 2006
  4. Yeah it has been an amazing site out my balcony. I wanted to see if I coudl take any out with a tennis ball :). The stealth bomber was the coolest. Never saw one that close and amazed how quiet it is compared to the fighter jets.

    Anyway, nice break from watching my DOUBLE CROSS MONTH FLY + REVERSE CALENDAR thing a ma jiggy....

     
    #11074     Oct 13, 2006
  5. tplast

    tplast

    It means that I close the postion when I can buy it back for $2 or $3 less debit than the credit I received.
     
    #11075     Oct 13, 2006
  6. Just something to think about. It's interesting when looking at the charts that the last time SPX was higher than this was during the tech bubble, which everyone considers idiotic in retrospect.

    I think it is still relatively safe to say that we are in the "dumb money" stage of this rally.
     
    #11076     Oct 13, 2006
  7. tplast

    tplast

    With the vols so low I'm thinking about buying some ratio syntethic straddles: long 4 ES nov 1335 puts, long 1 ES december future.

    I hate to pay the decay for the weekend, but don't want to miss any potential gap on Monday. I'll probably enter 1/2 today and the rest on Monday.

    This is a vega play. I'll use a 2 week time stop and exit on a vol spike (remember those ?)

    What do you guys think?
     
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    #11077     Oct 13, 2006
  8. I'm not sure how true this is, but I always heard that they priced in weekend theta by Friday afternoon.

     
    #11078     Oct 13, 2006
  9. I got a multiroll call diagonal, Rut Oct/Dec 760/800 call at a debit of 1.0

    Now RUT is around 763, and the diagonal price at 0.4.

    How do we adjust a multiroll diagonal? At what time should we roll it? Any suggestions?
     
    #11079     Oct 13, 2006
  10. tplast

    tplast

    You have to come up with an official TM name for that crazy fly infestation :D
     
    #11080     Oct 13, 2006