SPX Credit Spread Trader

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

  1. Well thanks to wide b/a spreads I could not get out even though SPX went to 1365 as I had stated. I did not think it would run there that quickly and hoped it would wallow there a bit but instead it ran there and boucned off pretty fast.

    I am trying to get out now since it seems support has held.....

     
    #11631     Nov 6, 2006
  2. It seems to me that we have to close a CTM vertical at a right time (usually before expiration). That means we suffer from two slippages (or two b/a spreads). However for FOTM vertical, you usually hold it till expiration and so suffer from one slippage.
     
    #11632     Nov 6, 2006
  3. This is true. The problem with FOTM is that the slippage to close out before expiry eliminates a good portion of the paper gains. With a CTM spread it is rather small.

    Just a word to anyone wanting to sell CTM spreads. I usually have to close them out one leg at a time if I want to avoid significant slippage.
     
    #11633     Nov 6, 2006
  4. RCMLLC

    RCMLLC

    That's one of the reason I don't particularly like SPX (too much slippage on adjustments)and trade the RUT instead. Not perfect, but tighter b/a. Of course, percentage wise it is more volatile.

     
    #11634     Nov 6, 2006
  5. I also trade mainly RUT. Though it has a tighter b/a, its still hard to get the mid esp when it is close to expiration. Being more volatile, it has a lot more premium when compared to SPX.
     
    #11635     Nov 6, 2006
  6. virawan

    virawan

    May I know is RUT also stop trading on the third thursday? Is it european style? Is RUT CBOE product which has cash settlement also?

    Thanks.
     
    #11636     Nov 7, 2006
  7. ryank

    ryank

    #11637     Nov 7, 2006
  8. MTE

    MTE

    HUGE REAL upside volatility!?

    VIX was at about 11% end of Sep, which implies a 1 standard deviation move of around 3.15% (0.11*sqrt(30/365)) and SPX was around 1340 at that time. So that translates into about 42 points. Over the next month SPX moved up by around 45 points.

    Doesn't look like HUGE volatility, just a normal 1 st. deviation move.
     
    #11638     Nov 7, 2006
  9. Yes.
     
    #11639     Nov 7, 2006
  10. Now that you put up the objective data and taken the subjectivity out of it you make a darn good point. My problem was I only enter the SPX at the tail end of the prior month of the current options period and my VIX numbers span two calendar months. From my perspective we had over a 60 point volatility to the upside during Oct expiration with a 7 point gap up on SET as well. It was a killer for IC players who started out 50 points out of the money and did not get much premium. We often had to ride the roller coaster of 1% daily swings up and down. Weee - such fun to be on the tip of that market whip as it lashed back and forth at both bears & bulls with the bulls dominating...

    TS
     
    #11640     Nov 7, 2006