SPX Credit Spread Trader

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

  1. I realize we have had a ridiculous up trend the last 4 months on the S&P 500 here, so who knows whats in stored for 2007, other than BLUESTREAK of course?

    What do you think of going a little conservative and doing an IC spread here at the year high mark? (incidentally, this would have worked the last 5 consecutive months, thats as far back as i went)

    Should be some nice movement in Jan. You could do a SPY spread that would look like
    short $145 call/ long $143 call &
    long $143 put/short $141 put

    total debit is currently showing 1.50bid by 1.70ask
     
    #12461     Dec 18, 2006
  2. humm buying the Iron Fly...could be a nice hedge for FOTM IC's :)
     
    #12462     Dec 18, 2006
  3. Prevail

    Prevail Guest

    Until the sp deviates down significantly from its channel the trend is up. 200+ points up from summer lows. still selling delta neutrals.
     
    #12463     Dec 18, 2006
  4. Got filled rut 730/720 put spread @0.65, but no fill for call spread. Will try to fill call spread again tomorrow.
     
    #12464     Dec 18, 2006
  5. No fills today :(
     
    #12465     Dec 18, 2006
  6. Limit order for 1325/1330 JAN SPX put spread. we will see if I get a fill :)
     
    #12466     Dec 19, 2006
  7. MikeN

    MikeN

    Coach-- a question about your 1325/1330 JAN SPX put spread.

    Am I reading this correctly--you are looking to pay $.20 for a chance to make $480 with a 6 or 7% chance of success? Are you hedging other positions?

    BTW, I've been following your posts on various forums and I appreciate your willingness to take the time and help everyone out.
     
    #12467     Dec 19, 2006
  8. Well this is a credit spread journal so I would not be paying $0.25 but trying to collect $0.25 as a credit on a bull put spread.

    :)

    And welcome to the thread....

    EDIT: still no fill yet anyway so we will see if I even have a position.
     
    #12468     Dec 19, 2006
  9. MikeN

    MikeN

    Coach--now that makes more sense to me--it looks like a >99% chance of keeping your money!

    Thanks for the welcome
     
    #12469     Dec 19, 2006
  10. Coach,

    If you don't mind me asking, how many contracts are you looking at for the put spread?
     
    #12470     Dec 19, 2006