SPX Credit Spread Trader

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

  1. Question.

    ES Futures contracts (Globex) are only available in Dec/Mar (USDollars).

    Yet Globex January ES Futures Options are available to trade.

    Since I cannot obtain either quotes or charts on Jan ES Futures, how do you determine the value of the underlying Jan ES Futures which are linked to the Options position?

    D~
     
    #12391     Dec 12, 2006
  2. The JAN ES options are linked to the MAR ES future value since that is what they settle into.

     
    #12392     Dec 12, 2006
  3. Maverick74

    Maverick74

    This place is a ghost town. :eek:
     
    #12393     Dec 12, 2006
  4. winding down at the end of the year :). Protecting my SPX returns ;)
     
    #12394     Dec 12, 2006
  5. Coach
    Since the credit spread thread has fallen apart, how about starting a new thread with your other strategies like DD, futures etc.I am sure many of us are dying to learn them as we learnt credit spreads in the initial days(without getting sidetracked by all the BS). It may also attract new traders and learners.

    thanks

    ThunderChicken:cool:
     
    #12395     Dec 12, 2006
  6. Huge SPX & moderate VIX swing today on negative FED sentiment. I was able to pick up an initial Jan Put spread on the down run for pretty descent premium...

    TS
    p.s. [edit: the down run transient on SPX now appears to be correlated to a momentary oil up spike. Apparently "the market" is probing equities to see if oil has decoupled. It just proved it has not. Very interesting data point today...]
     
    #12396     Dec 12, 2006
  7. Credit spread fallen apart? I made about 23% return on margin/risk this year on credit spreads :D. In this recent uptrend I never got filled on my put spreads (have to admit I was being very aggressive) in NOV and DEC so I am just coasting on spreads for the rest of the year.

    The ratio diagonal spreads thread does not seem to have a lot of interest so I am not adding much there.

     
    #12397     Dec 12, 2006
  8. He is doing a volatility thread...

    also activity on Cache Landings thread with some nice ideas
     
    #12398     Dec 12, 2006
  9. Can you post the links to both the threads.I cant seem to find them in the ocean of ET threads. On the same topic, how do you find threads with good stuff?. do you use keywords or dumb luck....

    thanks
    ThunderChicken:cool:
     
    #12399     Dec 12, 2006
  10. If someone says something actually intelligent I'll go thru their posts and often find very interesting threads :D

    So pick your fav's and go to their earlier posts and see where it leads...of course you have to have no life to do this.

    I'll be happy to post a couple you might like...too bad Momoney isn't here, he is the one with all knowledge at his fingertips. I believe he is off doing good and wish him well and I know we all miss him.

    http://www.elitetrader.com/vb/showthread.php?s=&threadid=62104&perpage=6&pagenumber=90

    http://www.elitetrader.com/vb/showth read.php?s=&threadid=79454

    using the search function you can do both key words and users and you need to click on "posts" under the name of someone you want to read more of.
     
    #12400     Dec 12, 2006