SPX Credit Spread Trader

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

  1. Synaptic

    Synaptic

    Anyone making any moves on this drop ? :confused:
     
    #3171     Jan 12, 2006
  2. Seems like a good opening for those looking at put spreads for FEB, although Uncle Theta might be kicking in and cause you to go too high on the strikes.... Still sitting on my FEB put position.
     
    #3172     Jan 12, 2006
  3. ryank

    ryank

    I've been trying to get filled at 1180/1190 and 1195/1205 at .10 under the mid with no luck for the third day. Looking at 1200/1210 at .05 under the mid to see what might happen.

    ryan
     
    #3173     Jan 12, 2006
  4. Synaptic

    Synaptic

    What do you expect to get from the 1210/1200 ?

     
    #3174     Jan 12, 2006
  5. ryank

    ryank

    I'm trying to get .50 but no luck on that either (mid is at .55 as I type this).

    ryan
     
    #3175     Jan 12, 2006
  6. Synaptic

    Synaptic

    I'm trying for .60 on the FEB 1220/1210 .... no fill yet. Probably will need to shave off .05 to get filled.

     
    #3176     Jan 12, 2006
  7. Part of the problem is the lack of interest exp at 1205 and 1210..if we go down a little more next week interest should pick up....I'll be looking at 1225 for my Feb short..holding the 1215..hoping for further down action
     
    #3177     Jan 12, 2006
  8. rdemyan

    rdemyan

    I got filled on the 1210/1195 for Feb. I was asking for $0.45 and got filled at $0.50 when I stepped away to make lunch.

    It's really strange, the SPX was down over 9 points and I couldn't get filled at $0.45. Now it's down just over 8 and I get filled at $0.50.

    Not complaining, but it sure would be nice if it were more consistent.
     
    #3178     Jan 12, 2006
  9. rdemyan

    rdemyan

    I am curious, though. Why would I ever get filled at a better price than what I'm asking for? Does anybody have an answer on that?

     
    #3179     Jan 12, 2006
  10. Perhaps you got matched with another order so the MM still made their spread and you got the nickle benefit. :)

     
    #3180     Jan 12, 2006