SPX Credit Spread Trader

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

  1. rdemyan

    rdemyan

    Murray:

    How did you do this?

    My understanding is that SPX option trading ends 15 minutes after stock trading (4:00 PM Eastern time). So did you place the trade after 4:00 and got filled by 4:15PM??


     
    #3601     Feb 1, 2006
  2. Well if I were to charge by the page I would certianly use your method because with max posts per page option selected I only show 91 pages lol.

    As for paying me back, the random posting of a JA pic (rated PG for the more fragile eyes here and for respct to our lady friend posters) is payment enough LOL.

     
    #3602     Feb 1, 2006
  3. JimPos

    JimPos

    Coach:
    I am new to credit spreads and am trying to learn as much as possible from your thread. I am on the second go round reading through this thread and keep on finding things I missed the first time. I have a question regarding what the disadvantages are of using a 10 strike spread as compared to a 20 strike spread given the same short strike and margin:

    Say 20 SPX1180/1190 as opposed to:
    10 SPX1170/1190

    Besides the wider strikes having higher premiums the short strike could be rolled down to more strikes if necessary. Is this just a matter of preference or am I missing something?
     
    #3603     Feb 1, 2006
  4. Hi guys
    I was busy for a few days. donna, i wasnt that worried for SPX positions. This RUT is just refusing to come down. I am mentally preparing to act around 745. What do you think coach, donna?.

    By the way, i just bought your book.cant wait to read it...
     
    #3604     Feb 1, 2006
  5. I think 10 v. 20 point spreads is simply a matter of preference. All spread distances have pros and cons so it really comes down to how you want to trade. I find that small accounts like the 5 and 10 point (as well as 15 points) spreads for maximizing the use of their capital. One fund I know of that has many millions uses 100 point spreads!

    Find what works best for you :)

     
    #3605     Feb 1, 2006
  6. as coach says it is definitely personal preference, and how big a margin cushion you have or leave for yourself. If I think my shorts may come under fire then the 5 or 10 pt spread is more manageable because the long strike will have decent premium. If you have a 15 pt (I've even had a 25pt) spread then the long just won't help you....but you do have some room to roll down...HOWEVER if you get into trouble with your short and the market is moving big time then you will have to eat a loss.
     
    #3606     Feb 1, 2006
  7. JimPos

    JimPos

    Donna,
    Thanks for the input. I think I will stick to 5 -10 point spreads for the time being. The 20 point spreads have decent premiums but I don't want to find their drawback the hardway.
     
    #3607     Feb 1, 2006
  8. piccon

    piccon

    Coach,

    How do you build the Prego? Is it like the Butter Fly?

    Thanks

     
    #3608     Feb 1, 2006
  9. A Prego FLy or commonly known as a pregnant Fly is a butterfly but the strikes are not equidistant. One wing is really far from the body so the risk graph looks "pregnant". I put a risk graph up here a few weeks ago in an EXCEL chart as an attachment which shows a sample risk graph.

     
    #3609     Feb 1, 2006
  10. Neoxx

    Neoxx

    Am I being overly simplistic or does the S&P look like it's reached the peak and mid-point of a six-month cycle?
     
    #3610     Feb 1, 2006