SPX Credit Spread Trader

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

  1. Maverick74

    Maverick74

    I'm going. I know a way to get a free floor pass to walk around the exibit hall if anyone is interested.
     
    #11991     Nov 14, 2006
  2. I had my 1300/1310 Bull Put SPX Spread filled this week for .25 cents which is a 2.6% return. Now I will wait to complete a Bear Call SPX Spread next week for another 25 cents so that I earn 5% on this IC trade. I like earning 2%-3% per spread trade and then 4%-5% per IC trade when I can.
     
    #11992     Nov 14, 2006
  3. Maverick74

    Maverick74

    :eek: You are risking 9.75 to make a lousy .25? (Mav the instigator)
     
    #11993     Nov 14, 2006
  4. Crucis

    Crucis

    Mav, what would you call a good r/r?

    Most of my credit spreads are 4:1. I calculate that as max loss vs. max profit.

    Cru
     
    #11994     Nov 14, 2006
  5. Maverick74

    Maverick74

    4:1 is fine. 40:1 is suicidal. LOL.
     
    #11995     Nov 14, 2006
  6. Crucis

    Crucis

    Here's a recent SPY credit spread.
    SELL -10 VERTICAL SPY 100 DEC 06 141/143 CALL @.50 LMT

    [Edit]
    I calculate this as having a 3:1 r/r.

    Max loss= $4500
    Max profit= $1500

    Cru
     
    #11996     Nov 14, 2006
  7. OMG SPX BUSTED through the 1389 resistance like it was butter! I AM SO GLAD I closed my SPX NOV IC rather than hold through exp!! whew...

    SPX at 1392 and looking pretty beefy....

    TS
     
    #11997     Nov 14, 2006
  8. I think I will just cancel my open order to sell 1305 put spreads for DEC lol.... I tried every dip these past weeks to grab DEC aggressively but no bites, no way in hell I am selling any calls the rest of the year..
     
    #11998     Nov 14, 2006
  9. ryank

    ryank

    My DD is getting crushed this afternoon with the strong push higher. Another month, another large move upward just a little too fast. Only a few days to SET and I have another decision to make, hold on or get out with my profit now. Lots of theta still and lots of vega too if we get a quick dip. Decisions, decisions, decisions!
     
    #11999     Nov 14, 2006
  10. Thanks Coach. I needed a sell signal (g).

    Mark
     
    #12000     Nov 14, 2006