SPX Credit Spread Trader

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

  1. Well I took advantage of the surge and closed out my JAN Put position.

    Original Position:

    - 120 SPX JAN 1165/1175 Put Spreads @ $0.45

    Credit = $5,400
    True Risk = $120,000 - $5,400 Premium = $114,600

    I closed for $0.05 for a profit of $0.40 or $4,800 (befor commish)

    Return: 4.19%

    WIll be looking for FEB PUT positions on pullbacks....
     
    #3061     Jan 3, 2006
  2. Sailing

    Sailing

    Was filled today on Jan 1300/1310 call spread for .75 to complete an IC.

    1200/1210 - .70
    1300/1310 - .75

    Hoping the resistance holds up here!

    Murray
     
    #3062     Jan 3, 2006
  3. I'll be holding my breath for you Murray...1300 does seem like a psychological barrier..... but is only 32pts away. :eek:

    ..
     
    #3063     Jan 3, 2006
  4. ryank

    ryank

    The 1300/1310 is a little too close for my comfort but only time will tell. Good luck!

    ryan
     
    #3064     Jan 4, 2006
  5. Sailing

    Sailing

    Donna,

    Let's hope TA holds true for a few weeks.

    Interesting.... the 1210p was only 35 points away yesterday. It's amazing what a day can do to your short term trading mid-set.

    M~
     
    #3065     Jan 4, 2006
  6. Synaptic

    Synaptic

    Coach,

    Assuming a pullback you mentioned you would be looking at FEB puts. (I'm targeting the FEB 1165/1155 for .50 or more if possible). When would you consider FEB Calls if at all ?
     
    #3066     Jan 4, 2006
  7. As long as the chart below shows what it shows I will be reluctant to grab some calls unless I can go pretty deep OTM (50 points hopefully but not easy to do so with calls and the skew). Since I still have over 40 days to expiration I can grab some deep OTM puts and just ride them for the rest of the month. I just do not feel comfortable as of today with call positions with this upward movement.

    Notice on the chart we tested the 4 year high we hit in mid December.



     
    #3067     Jan 4, 2006
  8. Synaptic

    Synaptic

    I did notice that test of 1275 and I wonder how many times you want to see that tested before you might want to take advantage of far OTM Calls. Using the double-straddle rule of thumb we'd be looking at the 1345/1355 for what ... 20 cents right now ?

     
    #3068     Jan 4, 2006
  9. I actually like the 1350-ish strikes, but the premium sucks donkey... If you have put spreads, perhaps adding the extra $0.20 to boost returns might be worth it but as an opening position...... kind of stingy.

     
    #3069     Jan 4, 2006
  10. There is quite of bit of interest in Feb 1350...fwiw I got filled on the calls.... .60 (this afternoon)decided that even though lightning doesn't strike twice :D I want to wait until my BP clears to enter spreads...not sure if I will do a call spread or just play with this option...
     
    #3070     Jan 4, 2006