SPX Credit Spread Trader

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

  1. Yeah - very well done mech. I was wondering how you would fare on a fast down moving market since it could have easily overshot your Mickey ears. Very good job and congrats.

    From what I am reading and hearing this may not have really been a "correction". It appears to be more of a mini-crisis related to foreign traders not being able to get out of the Chinese markets (due to no buyers) and foreign capital seeking to liquidate assets to save their bacon at home.

    There may also have been a "mechanical" error in the DOW computation that triggered some programmatic trading when it "glitched" to gap down to the 12090 area (down 500) instead of where it really should have been (about the 12275 area). That just created a cascade of selling.

    Now we have some physchology damage to contend with as well as more economic news. It will be very interesting to see where we go from here. The good news is VIX is pumped up nicely.

    Good luck all.

    TS
     
    #13151     Feb 27, 2007
  2. geez...looked for some good deals but it is impossible to see where a good price pt is...the bid/ask spreads are so friggin huge!
     
    #13152     Feb 27, 2007
  3. i had some 855calls short too; i feel a little better like you!

    you are completely correct imo on how the vols will stay high for a couple days. i plan on doing put spreads in a few days, not now.
     
    #13153     Feb 27, 2007
  4. Don't let it bother you. Enter the order at your price. Either they fill you or they don't. And you can always cancel if market moves.

    Mark
     
    #13154     Feb 27, 2007
  5. blure2

    blure2

    I know this is a Credit Spread thread, however, might it not be a good time to sell a few debit put spreads? Or, perhaps, for those thinking a rebound is likely, call debit sreads?

    Just a thought.

    I actually was toying with a 660/655 put debit spread on the XEO last night...coulda, shoulda, woulda...the big fish got away.

    On another note. Thank you Rallymode. I have been reading your posts going back to the beginning. It has caused me to be more focused on entry points and to appreciate channels. Therefore, I have been positioned mostly on the call side and well out of the way of today's pullback.

    Additionally, I have diversified my positions amongst RUT, RUI, SPX, DIA, NDX and XEO. It is cumbersome to manage but I believe that not having all of ones eggs in one basket is beneficial.

    Bob
     
    #13155     Feb 27, 2007
  6. jeffm

    jeffm

    I generally buy calls around the same time I am selling puts (and vice versa). Once the market settles down a bit, I will definitely be looking for some cheap call spreads, or perhaps just long calls depending on price. I see it more as cheap insurance than as a for-profit trade.

    You do still have them all in 1 basket. They're just in different compartments of the basket. When the basket gets dropped like today, all the eggs are similarly impacted. Or did you find that your RUT spreads reacted much differently today from your NDX or DJ? You mentioned that you didn't have many (any?) short put spreads, so you may not have noticed.

    In other words, is the effort put into diversification giving you the results you want? Could you apply that same effort and just trade 1 stock index, but also move into some lower correlated markets like crude or hogs?
     
    #13156     Feb 27, 2007
  7. Prevail

    Prevail Guest

    thanx for saving me a post jeff.

    crude on the other hand barely moved.
     
    #13157     Feb 27, 2007
  8. When you sell a debit spread, it is a credit spread. Surely you already knew that.

    Or are you referring to a diagonal put spread for a debit?

    Mark
     
    #13158     Feb 27, 2007
  9. blure2

    blure2

    I stand corrected, Mark, thank you. I did mean to say buy a debit spread e.g. BTO XEO Mar. 660P/STO Mar 655P.

    Sorry for the misstatement.

    Bob
     
    #13159     Feb 27, 2007
  10. Awesome. If my nonsense saved one person from blowing up today, my job is done. :)
     
    #13160     Feb 27, 2007