SPX Credit Spread Trader

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

  1. Prevail

    Prevail Guest

    I imagine they are using the es contracts then.

    for a net premium trade i'll take the reduction in liquidity over having to roll into a 5.5 week trade. less than 3 weeks left in the eom's and much less vega exposure.
     
    #13611     Jul 11, 2007
  2. gismeu

    gismeu

    Hi,

    I have been trading some credit spreads and Iron Condors and have been thinking about what to do if one of the I-C spreads gets close to trouble.
    Let's say I got a 1500/1510/1600/1610 I-C and one week before expiration the SPX is at 1585 or 1590. So instead of taking the call side off with a loss, how about if I box it by doing a 1600/1610 put credit spread? Now the combined profit of the 1600/1610 box might not fully cover the complete spread, but it might be the better option.
    Any comments?
    Also, when would be the best time for putting on the box? I guess before the SPX would hit 1600, right?

    many thanks, gis
     
    #13612     Jul 13, 2007
  3. I am not sure what you are referring to, but boxing the position is simply locking in a loss. Look at the current numbers or prices right now to see instead of thinking about it theoretically.
     
    #13613     Jul 13, 2007
  4. gismeu

    gismeu

    Well,

    sorry if I was not precise enough. What I had in mind was that if my forecast is now saying that the SPX will even go above my long strike, then instead of buying back that credit spread for a loss, would it not be possible to reduce the loss by doing a box. I have looked at the numbers in my TOS account and it seems possible, unless I made a mistake somewhere.

    gis
     
    #13614     Jul 13, 2007
  5. Well best way to do this is walk through the numbers. What was the fill on the call side of the spread and what is the put spread going for right now?
     
    #13615     Jul 13, 2007
  6. gismeu

    gismeu

    okay,

    some weeks back I sold a call credit spread on the RUT
    sold July 870 for a credit of 520 and
    bought July 880 for a debit of 345
    so I had a credit of 175 bucks.

    Right now the RUT is at 853 and actually I don't need to worry just yet, I am simply cautious.

    Now currently I could sell the 880/870 put credit spread, taking the price TOS' is giving me, with a credit of 880.

    So in that case I got 880 and 175 and loose 1000, leaves a net credit (without commission) of 55.
    This is better than taking a loss.

    However, I just realised that I would be better of just buying back my call spread. Much easier - LOL

    So, many thanks for the lesson, gis
     
    #13616     Jul 13, 2007
  7. cdowis

    cdowis

    You delay paying taxes until you remove the money.

    May I suggest that you consider a ROTH. If you plan on losing money, an IRA is great, but if you plan on being profitable, ROTH is the way to go.
     
    #13617     Jul 19, 2007
  8. Sailing

    Sailing

    A Trading Computer?

    For those of you interested in fast, multiple screen lay-outs, just for trading, check out this specialty site:
    www.tradingcomputer.com

    Murray





     
    #13618     Jul 22, 2007
  9. Sailing

    Sailing

    Nice to be back.....

    Nice to see, hear, and read all the posts since my departure.... and always nice to see the familiar users again.

    I'll be on the sidelines lurking away....

    Murray
     
    #13619     Jul 22, 2007
  10. Drofman

    Drofman

    I would like to know where our members are hanging out these days? I am sure they have found something interesting.

    I am wanting to learn more about adjusting credit spreads and also discussions on hedging them. I know there is much in this discussion, but is spread out over a long time. Has anyone organized it so won't need to read the whole thing?

    I do have coaches book and will be going back and re-reading it.
    Thanks
     
    #13620     Jul 27, 2007