SPX Credit Spread Trader

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

  1. I thought you shorted the er2 apr put without any long put to cover it after you covered your long mar put.
     
    #13331     Mar 7, 2007
  2. Nice SPX rally here at 1400!! Could be a bear/short shoot/squeeze developing. OMG never thought my upside CALLS would be vulnerable so soon!

    TS
     
    #13332     Mar 7, 2007
  3. yip, you are correct. with all that has been going on, the timeline gets confusing.

    i was unhedged for one overnight. i did have sell stop's to go short on er2 active just above my short puts. the next day i bought longs, and then after the runnup, i closed the short puts that were open. they went down below what i sold them for. sorry for the confusion.
     
    #13333     Mar 7, 2007
  4. Everyone should be exposed to that sketch at some point... lol

     
    #13334     Mar 7, 2007
  5. Domestic,

    With the recent roller coaster, i found it easier to manage a single-leg position than a spread. What is your opinion in managing naked options (since you have done a lot of naked writings in the past)?

    [edit] did you buy the mar put x 1 and sell the apr put x 2? Is that also unlimited risk?
     
    #13335     Mar 7, 2007
  6. huh

    huh

    I get the feeling my put credit spread positions are going to "suck" for the rest of this month and next month......
     
    #13336     Mar 7, 2007
  7. huh?
     
    #13337     Mar 7, 2007
  8. huh

    huh

    :)

    I just wanted to thank Donald Tomnitz (CEO) of DR Horton for making "suck" an acceptable description for bad trades.

    I still can't stop laughing at all these CNBC dudes trying to spit out "suck" with a straight face. :D
     
    #13338     Mar 7, 2007
  9. rdemyan

    rdemyan

    Yes, I'm seeing the same thing.

    This week with the SPX at 1380 and VIX at about 19 I sold an April 1475/1490 bear call for $0.75.

    Today, with the SPX at 1406.6 and the VIX at about 13.6 here is what TOS quotes for this spread.

    natural at $0.35
    mid at $0.75

    So right now it would be very difficult to get $0.75 for this spread.


     
    #13339     Mar 8, 2007
  10. I managed to call the market move into this range (1405'ish) properly but now am in a pickle on what to do. I was hoping to get a slower rise up and a coast into March SET in the 1405-1420 range . I put on some heavy CALL spreads closer in than I normally would (1420/1430) for good premium to mitigate some of the cash risk to the downside PUTS I was into (and in trouble with earlier). But volatility is still too high to make it cost effective to close out all positions simultaneously right here. Putting on long curvature also seems to be too cost intensive due to vol. Even the upside could be violent if puts unwind next week but that should drop vol a fair amount.

    There are so many macro factors at play now (Yen, Put unwinds next week, and at least 2 major econ reports through SET formation). Anyone have any trading ideas short of taking steep exit losses that are currently not in the money or short of gambling on relative stability around this current level through SET?

    TS
     
    #13340     Mar 8, 2007