SPX Credit Spread Trader

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

  1. blk

    blk

    Thank you. The call IVs for Nov are extremely low - at 8.x %. Absolutely no premiums here, I guess. So aren't call sellers at a big disadvantage - given the recent move of the markets ie not being compensated enough for the risk taken?
     
    #11381     Oct 23, 2006
  2. rdemyan

    rdemyan

    I'm looking at the VIX as well as a possible indicator.

    What indicators do you typically use for the SPX?

     
    #11382     Oct 23, 2006
  3. VIX went up today despite the rally....
     
    #11383     Oct 23, 2006
  4. For credit spreads on the SPX I just look at the big picture for support and resistance and trends.

    For day trading I do use MAs fro support and resistance and trends as well, but I also use candlesticks and bollinger bands.

    I used to use stochs, MACD and CCI but I found it was just confirming what I was already seeing in the charts so might as well lessen the eye strain and stick with the charts.

    Oscillators are fine but overbought can stay overbought and oversold can stay oversold so just be careful....

     
    #11384     Oct 23, 2006
  5. and VBI Nov went down 3.80. What does it all mean?!:confused:
     
    #11385     Oct 23, 2006
  6. People hedging at the top of the rally maybe :)
     
    #11386     Oct 23, 2006
  7. Not a lot IMO. Excluding weekend effect, VIX was not much different from Friday most of the day. Little bit of fear due to blip on Sunday + lower open perhaps. FOMC policy statement et al tomorrow. At the close, demand for options -> higher VIX.

    This thread just gets better with age :D
     
    #11387     Oct 23, 2006
  8. what is the today's real VIX value in your opinion ? Could it be 9.99 ?
    :)
     
    #11388     Oct 23, 2006
  9. often happens...not the first time durin' this rally vix has gone up with futs on fire.
     
    #11389     Oct 23, 2006
  10. Actually, I was thinking at least 8...but we all know you have your minions in your dungeon working on manipulating the market so that you don't have to leave ET LOL :)
     
    #11390     Oct 23, 2006