SPX Credit Spread Trader

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

  1. Thanks a lot for educating me. I prefer short gamma with long dgamma. Never tried it though.
     
    #11231     Oct 19, 2006
  2. newbie463

    newbie463

    hey coach and others,

    please forgive the ot question.

    I am looking at a stock currently trading

    bid 29.64 ask 29.68


    jan 35 puts

    bid 3.4 ask 4.3


    why couldn't I just buy 100 shares $2968

    buy 1 jan 35 put $430

    total debit -- $3398


    excercise the jan put for $3500

    $102 gain- comm and excercise fees.

    what am I missing??
     
    #11232     Oct 19, 2006
  3. Something is wrong.

    Either quotes are stale (possible if your source is Yahoo).

    Or, the option is the result of a spin-off and the underlying is NOT 100 shares of stock, but instead is 100 shares plus some quantity of another stock.

    Mark
     
    #11233     Oct 19, 2006
  4. newbie463

    newbie463

    hey mark,

    I just figured it out. I think the option quotes were just stale.

    my quotes are from ox, but after looking further there is no open

    interest in these contracts. If I bid the 4.3 for the jan 35 put,

    there will be no sellers.

    thanks.

    newbie
     
    #11234     Oct 19, 2006
  5. chrdso

    chrdso

    For Nov. expiration, anyone care to guess market direction?
     
    #11235     Oct 19, 2006
  6. http://www.hoadley.net/options/develtoolsoxlanding.htm

    Yes, 100 symbol limit though. I believe it's Hyperfeed repackaged somehow.

    As per link above and other Hoadley docs, specifically Strategy Evaluation Tool.

    Account -> Profile -> Trading & Website Preferences: Site Access Via Software/XML API -> Check box.

    Save changes.

    Good luck!

    MoMoney
     
    #11236     Oct 19, 2006
  7. For November, I will be looking at vertical credit spreads on the call side with strikes around 1425 if available for a decent credit. Time is at 28 days to expiration so I doubt I wil find much...

    On the down side, nothing above 1300 for the puts.

    If you are looking at diagonals for DEC/NOV I think 1400 is a good short strike and on the downside 1320 or thereabouts.



     
    #11237     Oct 19, 2006
  8. Test Trading the Following Diagonal:

    BTO DEC SPX 1415 Call

    STO NOV SPX 1395 Call

    STO NOV SPX 1325 Put

    BTO DEC SPX 1305 Put

    Net Debit = $4.55 (Thinkorswim good fill with spread mid at $3.70 and natural ask at $5.50)


    Never did the double so I want to test it out with 1 at a cost of $455.00
     
    #11238     Oct 19, 2006
  9. Phil,

    I don't believe you can learn much from a test like this. It only shows the result from one specific example.

    Mark
     
    #11239     Oct 19, 2006
  10. It is the only way to start really... I am also comparing it to a cross strike FLY and also comparing adjustments so one month is not definitive but I can only do em one at a time lol. Interestingly enough, the risk graph is very similar to a double cross-strike Fly using OTM puts and calls. So I want to see how they interact or correlate and what adjustments there are.

    I will add more to it once the OCT expires and JAN becomes available.


     
    #11240     Oct 19, 2006