SPX Credit Spread Trader

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

  1. no problems , coach , I didn't meant to confuse anyone here. I would like to delete my posts , but I don't know how to do it.
     
    #2111     Nov 18, 2005
  2. I don't want you to delete your posts, just give us more info so we can see what you are talking about with using strangles.

     
    #2112     Nov 18, 2005
  3. Today's price action has the makings of an exhaustion gap reversal. Price gapped up at the high of the day and moved down to yesterday's close. I agree that if we close below yesterday's close then we will have some more pull back. I see new support on the downside at around 1233 give or take 2 points which is what the market broke through on the upside with that surge yesterday. Today's close will be very interesting going into a short week.

     
    #2113     Nov 18, 2005
  4. I'm not sure what IV was thinking but I've been thinking of possibly using strangles to set up the backstops ie...for dec 1180/1280 buy them...then as the market moves toward the call when you think its near the top sell the call...likewise when mkt goes down sell the put. This is obviously directional but if the strikes are wide enough the advantage is that you may be able to sell your shorts for more money also decrease the width of the (margin) span ...so sell the longs as a spread and leg into the shorts. I'd like to paper trade this along side what I'm doing now. Of course as it is now... you/we don't always have an IC on. And when there is greater volatility and strong trends I guess this may not be as good a strategy.

     
    #2114     Nov 18, 2005
  5. Yeah:D settlement price 1254!!!! I did'd sell my 1250 yesterday so does that mean I get 4 bucks??
     
    #2115     Nov 18, 2005
  6. SPX SET 1254....... WOW!
     
    #2116     Nov 18, 2005
  7. REDUCING RISK.
    I'd like some feedback on this techique to reduce spread risk. Say you have $100,000 to invest. Instead of putting it all one spread or iron condor, all in one day, how about doing 5 or 10 separate spreads over the course of two weeks?

    If the underlying stays totally flat, then all 10 spreads may have identical strikes. But if the underlying moves around then you've distributed your spreads around a dancing underlying, and therefore reduced risk. Comments?
     
    #2117     Nov 18, 2005
  8. NOV SET prices on SPX 1254.85 - big move from the close yesterday and huge move from highs this a.m. (1249). :eek:
    Hope everyone did alright with their positions.
     
    #2118     Nov 18, 2005
  9. guess it does...my acc val just went up almost 10 grand...sorry folks but I have to do a happy dance
     
    #2119     Nov 18, 2005
  10. burrben

    burrben

    Still, with all the reading I've done at CBOE on SET and all the discussions here, I STILL don't get it. It seems like a blackbox number to me. How did they get 1254 when:
    Open: 1,249.35
    Day's Range: 1,241.87 - 1,249.58
    52wk Range: 1,136.15 - 1,245.86

    Didn't affect me at all, but I feel for all the dudes who had a short 1250.

    sd
     
    #2120     Nov 18, 2005