SPX Credit Spread Trader

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

  1. I had a 1240/1250 bear call spread which was part of an Iron Condor. I had closed the short 1240 strike yesterday, but held onto the long 1250. Since SET, according to CBOE.com, is 1254.85, that would mean that my long option could have been exercised. So, I would recieve proceeds of $485 ((1254.85-1250)*100). Right??

    Thanks.
     
    #2161     Nov 18, 2005
  2. Sailing

    Sailing

    SPX or XEO

    Today has shed light! As of late, premium in both indexes appear to be relatively equal relative to risk.... that said....

    With the SPX's SET price fluctuating up to 10+ points.... the expected probability of profit on the SPX compared to the XEO... changes drastically.... in fact, significantly.

    This said... I find it significantly more prudent to trade the XEO until further changes in premium warrant.

    Phil... may I suggest we lean (slant... bend... skew) this thread of credit spreads towards the XEO? Or... open our discussion to include both indexes?

    Your thoughts?

    Murray
     
    #2162     Nov 18, 2005
  3. piccon

    piccon

    It would be interesting to have both indexes included in this thread. OEX, XEO don't move as fast as SPX anyway.


     
    #2163     Nov 18, 2005
  4. rdemyan

    rdemyan

    Coach:

    Here's an example where it would be so helpful if we had a central place to store files. Instead of having to post or do research I could go to the central file area and look at the document titled "Index characteristics".

    That way I could refresh my memory as to whether it's the OEX or XEO that is European style. Also refresh my memory about the differences between the XSP and the SPY.

    Also, having your current positions and monthly spreadsheets of the results in the central file area would be very helpful

    As someone posted earlier, this is a great and popular journal as evidenced by the number of pages. But that sheer number is making it very difficult to find information that I know we've discussed before.

    So I thought I would mention it again. Thanks for listening to this broken record :)



     
    #2164     Nov 18, 2005
  5. I am not familiar with Think or Phil's method , maybe its very good and in this case one should not listen to other poster's ideas , just keep executing existing strategy. BTW , if market crosses my short strike (or maybe even the long strike) the second entry with non proportional amount of puts vs. call IS an adjustment to first position.
    Andy , I am not trying to convince anyone here , its whatever works for you is matter.
    Good luck all
     
    #2165     Nov 18, 2005
  6. Thanks guys for the accolades but I have to admit I didn't close the 1250 because I was on a computer at my step-daughters house (I watch her baby on wed and thurs) and it doesn't let me do spreads and of course I won't call the help desk:p so just closed my short!!! (I'm bringing my laptop for now on) I was as shocked as anyone at the turnout but I did learn a very valuable lesson....if you have a 5 pt spread and the short is in danger cover that and let the long ride..... I owe ALL of you guys a lot however anyone who knows me will tell you NEVER follow Donna down a slope or up a mountain:D

    :p
     
    #2166     Nov 18, 2005
  7. Drofman

    Drofman

    Thanks for the comments and encouragement to jump in and learn. I will not give up. Glad you heeded Coach warning about end of the year uptrend and got out of the 1240/1250 Nov Bear Call. I was hoping his predicted drop to 1225 would last a little longer than it did. I will, in the future, keep the image of a Skunk in mind and stay away from my short strikes.
    Thanks again, Jack
    PS: I did have 2 bull put spreads which eases the pain, albeit too little.


     
    #2167     Nov 18, 2005
  8. This is why I never trade the SPX unless I'm planning on getting out prior to
    expiration. Settlement is a complete crapshoot. I personally prefer the OEX
    or the XEO. At least I know where it's going to settle as the market closes!
     
    #2168     Nov 18, 2005
  9. Phil is correct. The margin requirement is 40k. However, you can use the 20k of cash
    you received from the credit to fulfill part of the margin requirement. So, you really
    need only 20K of pre-trade cash, to meet the 40K margin requirement. Does that
    make sense?
     
    #2169     Nov 18, 2005
  10. rdemyan

    rdemyan

    Donna wrote:
    I owe ALL of you guys a lot .....
    :p [/B][/QUOTE]

    I don't know about the others, but I accept credit cards :p
     
    #2170     Nov 18, 2005