SPX Credit Spread Trader

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

  1. rdemyan

    rdemyan

    Congrats, Pi

    Way to go! I wish my month had been as good.

    But as your friends here on the thread, it's partly our duty to temper your enthusiasm. As Coach has mentioned many times and I'm living proof, just be careful you don't start to take on more margin and risk than your original plan.

    I don't mean to rain on your parade, but we're a support group here and want you to be successful without taking on too much risk just in case that black swan event happens.

    Good luck and again, great month.
     
    #3391     Jan 20, 2006
  2. rdemyan

    rdemyan

    My month was respectable:

    3% return on margin invested.

    I did do a stupid thing and bought a Google call. But I got out quickly after the trade started to go against me.

    Next time I feel the urge to do that, I'll post in the thread and hopefully someone will talk me down :)
     
    #3392     Jan 20, 2006
  3. piccon

    piccon

    Don't forget that I told you I am at least 10-12% OTM on stocks.
    Example stock at 67, 68, I do 60/55 Put 75/80 call. So I have time to get Theta to work and as soon as My short strike is touched, I am out. I take small loss and make big.

    I also take major moving average as support or resistance and put my short above resistance (Call) or below support (PUT).

    So far it's working. Don't forget what Coach said: "It's about risk management".


     
    #3393     Jan 20, 2006
  4. nlslax

    nlslax

    Good job Piccon. I too take the FOTM option vs the OTM. Thankfully I got over the "I could have made more if I had sold closer" syndrome long ago. It really helps your batting average.
     
    #3394     Jan 20, 2006
  5. rdemyan

    rdemyan

    How do you define FOTM versus OTM? Wouldn't the percentage for stocks be different from indices because of differing beta?

    Shouldn't a comparison be normalized using some parameter, maybe beta?




     
    #3395     Jan 20, 2006
  6. nlslax

    nlslax

    What works for me (FOR ME) is I look for options with IV above average, I try to determine int term direction, I look at the 50 MA and Supp/Res. I then look at CS close to or at Supp/Res, and take the next furthest away strike as the short strike.

    Example - Today I sold spreads on AMD when it was at 36. Strong earnings, in a L/T uptrend. Supp is strong at 33 and 31. Could have sold the 32.5 Put. Instead sold the 30/27.5 Put spread for .35. The 32.5/30 spread pays more, but I adjust less this way.

    The indexes were not cooperating today. Didn't get filled on SPX and RUT didn't have enough premium FOTM.
     
    #3396     Jan 20, 2006
  7. Since I was asked by a few people (including husband) to explain myself....legging into Feb

    Coach's basic logic is elegant in its simplicity. His plan is fairly market neutral. I do not want to commit as much in terms of buying power ...my max number of credits is now at 50 so when the opportunity presents itself as it did in late October as well as earlier this month I will take a directional risk. I'm also looking to set up the IC for a larger credit

    In addition to looking at the resistance/moving averages etc I do take stock in a gal that does charts for "Real Money" she has been very accurate and the charts match up very nicely for the S&P credit spreads although she just does NYSE and Nasdaq.

    sooo on 1/4 (coming off Dec lows) I bought the FEB 1350 call at .60...to me this was cheap we had missed the Christmas rally and I felt fairly sure the market would go up... 1/10 sold 20 1340's for 1.4 (I really wanted the 1345's but couldn't get a good enough credit.) on 1/12 we still going up and I could get the 1345's for 1.35. The same day you are selling the call it makes sense to BUY the Put since the market is overbought and the puts are relatively cheap....so I bought the 1215 Put that day for 1.90. Normally I would have waited abt a week or so before selling the put but we were going to be gone the 16th and 17th and so on Fri the 13th I went ahead to lock in my credit and got a good fill on the 1225 for 3.0

    Total Net for the IC was 1.85 with a wingspan of 115/120 compared to my initial credit for Jan (initial) net of 1.35 for a 100 pt wingspan. Back in October I took the opposit tact when we were grossly oversold and that worked out well. Dec and Jan never presented a good opportunity. It seems that the window of best opportunity is abt 10-14days and IF at that time the market is oversold or overbought this has a good chance of working. If however the market is neither I would not try it.

    I think thats it.....Bronco's and Seattle in super bowl don't care if they are two small markets. Seattle is SOOOOOO happy to be out of the AFC west where they were consistently sucking 3rd tit...now they are in wimpy NFC cleaning up:D Bronco's have the best defense since the Orange Crush in '77 when you all were in diapers and I was a (very) young hippie chick:p
     
    #3397     Jan 21, 2006
  8. rdemyan

    rdemyan

    Hey Donna:

    The next time your husband asks you to explain yourself, you could try mustering up your best Al Pacino (or was it Marlon Brando) voice and respond:

    "Never ask me about my business, (insert husband's name)."

    But seriously, what's the success rate of your strategy been? From what you wrote it sounds like you've always been able to sell an option (to complete the credit spread) at some point for a fairly substantial net credit. But there's that period where you're long only and if the market moves rapidly against you, premium for selling that option could evaporate.

    Still, I've been considering this strategy and there's certain aspects that are appealing.

    Would you mind sharing your trades with us when you actually place them? I know you've been posting on some of them, but I don't remember your posting on some of the short positions you've taken to complete the spread. Could be I just missed them as it is getting to be impossible to find stuff in this thread.

    Thanks.

    (Oh yeah, Seattle is going to kick Denver's ...)




     
    #3398     Jan 21, 2006
  9. I do post on that day(usually..but will try to do so in real time) however the problem with my posts they always seem to be just in front or in back of a picture of JA...so none of you guys every get to them :D and Mikey doesn't ask as long as I'm making money. I only have to fess up when I lose (big:p)
     
    #3399     Jan 21, 2006
  10. Net time I'll do ALERT..ALERT

    edit: SEA needs to kick that other team first.....Pits has blown its wad on the Colts and in the 3rd and 4th period will be out of gas at MILE high!

    re edit...so far I've only tried to leg in twice... in Oct for Nov and in Jan for Feb....Nov was very good and I legged in fine but don't know how Feb will turn out
     
    #3400     Jan 21, 2006