SPX Credit Spread Trader

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

  1. ryank

    ryank

    What is the ticker for the weeklies, I can't find them on OX.

    ryan
     
    #1691     Oct 28, 2005
  2. Decidee to put my money on the line once again for your education and look into the diagonals for possible profitable plays.


    Bought NOV SPX 1185 Put @ $14.90

    Sold NOV SPX WEEKLY 1185 Put @ $7.60

    Cost: $7.30


    Scenarios. If market hovers around 1185 or so for the next week then what ever miniscule time value premium there is (seems a lot actually) will fade and the net value of the spread will increase.

    If index is above 1185 next week the weekly expires worthless and if the SPX 1185 is worth more than $7.30 I make a profit or can sell another 1185 weekly for more premium.

    If index is below 1185 and not too far below then the spread could be worth more than $7.30 with no time value premium in the weekly and I could close for a profit.

    THis should be interesting and you can follow my real trade for learning purposes and we can discuss. Only way I can really see it sometimes is with real money and $730 is worth the learning curve.

    Phil
     
    #1692     Oct 28, 2005
  3. ryank

    ryank

    Just talked to OX. They don't have a chain page at this time that lists the calls and puts for the weekly options. You have to type each one in individually on the quote page. They are working on this but who knows when it will be fixed.

    ryan
     
    #1693     Oct 28, 2005
  4. Looks like the same problem at IB. I emailed them as well. They don't show volume either...:(
     
    #1694     Oct 28, 2005
  5. NICE...I'll be following...saw them this am and it doesn't really show much interest...YET

     
    #1695     Oct 28, 2005
  6. TOS leading the way once again lol.... Had the quotes up today for SPX weeklies.

    Phil

     
    #1696     Oct 28, 2005
  7. Am I not reading this right or is the monthly decaying faster than the weekly?
     
    #1697     Oct 28, 2005
  8. I think they are about the same. I got filled near the mid-points of both b/a spread and current mid-points for weekly is $6.70 and for NOV SPX is $12.40. % wide may be about the same I think.

    Phil

     
    #1698     Oct 28, 2005
  9. No, the position is +theta.
     
    #1699     Oct 28, 2005
  10. nlslax

    nlslax

    FYI - Here are the most recent symbols according to OX. They don't have the chains set up yet.

    Coach - Thanks once again for the insight.

    Calls
    JXAKM 1165
    JXAKO 1175
    JXAKQ 1185 strike
    JXAKS 1195 strike
    JXAKA 1205 strike
    Puts
    JXAWM 1165 strike
    JXAWO 1175 strike
    JXAWQ 1185 strike
    JXAWS 1195 strike
    JXAWA 1205 strike
     
    #1700     Oct 28, 2005