SPX Credit Spread Trader

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

  1. rdemyan

    rdemyan

    Don't the new "weekly" SPX and OEX options start today?
     
    #1681     Oct 28, 2005
  2. Since it is an upday I decdied to grab some mini-SPX puts to provide a partial hedge. From what I have heard and I tend to agree, it seems big money is selling most of the rallies so I still fear some spikes lower until the big money flips the script and loads up on the market when OCT ends lol.

    So to my positions below I added:

    +25 XSP NOV 117 Puts @ $1.00 ($2,500).

    My total credit for NOV is $11,350 so I do not mind spending a portion on some long puts at 117 or 1170. If the market dips I can sell further OTM puts to reduce the cost of my hedge and have a nice profit to help finance a potential adjustment to my 1150/1160 put spreads (positions in the quote below).

    I did it on an upday to grab them at a cheaper price. With two months left to go in a 24% up year, I am in a sort of prevent defense mode. Willing to take a little less income to prevent any movement against me.

    Phil


     
    #1682     Oct 28, 2005
  3. Still not to thrilled with the premiums at 1240 and up so not jumping in yet. I may be just too overly cautious about a surge but just not comfortable today on the 1240s. Maybe if we spike to 1200 in a day or two I will reconsider.

    Phil


     
    #1683     Oct 28, 2005
  4. Weekly SPX options showed up today on ToS platform. with the SPX at 1185 the one week 1185 PUT is at $8.00/$10.00 b/a.

    Wide spreads and pretty pricey unless you feel a drop past 1175 is coming lol

    Phil

     
    #1684     Oct 28, 2005
  5. I read an article of McMillan's that suggested using the "ISE electronic spread system" for trading the SPX; it was my understanding this product was an exclusive of the CBOE. I'm confused; please clarify. Thank you

    Bob engleman
     
    #1685     Oct 28, 2005
  6. piccon

    piccon

    I finally get filled for :

    SPX 1110/1095 $0.50 credit. 72 points cushion is not bad

    I will hold onto this for now and next week I will add some more.
     
    #1686     Oct 28, 2005
  7. Here is an interesting idea I want to flesh out.

    With SPX at 1182.40 and the weeklies coming out how about:

    1. Purchase the SPX NOV 1185 CALL @ $14.80

    2. Sell XSP NOV 1185 Call @ $8.80 (estimates on b/a spread)

    Cost = $6.00

    If next Friday, the market is right at 1185 (unlikely but best case scenario) you now own a NOV SPX 1185 Call for $6.00 and can sell another weekly call.

    If the XSP call is at less than $8.80, then you close it out for a profit and sell another 1185 Call or perhaps a higher strike call if the market has moved higher.. Either case you still own the NOV SPX Call for less than the initial $14.80 price and you might get a windfall or huge profit depending on the market moves. But your risk is limited to your final adjusted cost of the NOV SPX Call.

    If the market drops then you could let the weekly expire worthless and the call is profitable if it is worth more than $6.00...

    If the broker treats them as covering each other then you have a mini-calendar (weeks v. days) and your risk is truly limited to the debit. Could make for some interesting plays.

    EDIT: ToS says it will be treated as a covered spread as it should be.

    Any thoughts?

    Phil
     
    #1687     Oct 28, 2005
  8. They do not necessarily have to be scalp trades, and one does not necessarily have to be an institutional investor to make them. But it sure helps!
     
    #1688     Oct 28, 2005
  9. True one can let it run for a long time and take profits along the way. For me the institutions simply have the benefit of getting in and out at lower costs and perhaps better fills. But true, with discount brokers today, you can do this as long as you ar enot adjusting daily with deltas I guess.

    Phil

     
    #1689     Oct 28, 2005
  10. Liquidity...
     
    #1690     Oct 28, 2005