SPX Credit Spread Trader

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

  1. Synaptic

    Synaptic

    1289 Settlement ?
     
    #3931     Feb 17, 2006
  2. rdemyan

    rdemyan

    A good month for me.

    Return on credit spread maintenance margin was 7.3% for the month. Had ICs in place for the month.
     
    #3932     Feb 17, 2006
  3. Anyone have the SET for NDX? I was short some -10d combos. Nice going, rdemyan.
     
    #3933     Feb 17, 2006
  4. Very nice month then! I closed my FEB positions out early so I was just riding my MAR positions through SET which I guess don't matter much lol.

    Would like the see more of a pullback in the SPX and have it carry through to next week.
     
    #3934     Feb 17, 2006
  5. NDX set 1683.60
     
    #3935     Feb 17, 2006
  6. 1683.60

     
    #3936     Feb 17, 2006
  7. Hart9000

    Hart9000

    Yea, I'm feeling sorry for myself too. I thought this was my month to hit on one of these. I had a 1290/1295C and a 1280/1275P. How can you miss right? :confused:

    Great month for the credit spreads though.

     
    #3937     Feb 17, 2006
  8. March is quad witching. some volatile SETs then. Buy another ticket ;)
     
    #3938     Feb 17, 2006
  9. daved275

    daved275

    Anyone have the SET for RUT? I had an iron condor with 750/760 calls and 640/630 puts.

    DAVE
     
    #3939     Feb 17, 2006
  10. The market will have a nice pullback now.

    How do I know that? Because I just bought some partial hedges with XSP just in case we start heating up in the next week or two and an adjustment is necessary after that.

    BTO 100 MAR XSP $133 Calls @ $0.15 ($1,500)

    Still think there are some pretty strong headwinds but a punch through 1300 could leave my 1335 strikes vulnerable with 27 days to expiration. I wanted to put some partial hedges in place now on a down day (somewhat) so that on a move above 1300, I can finance some adjustments if need be. This was pretty cheap and on a large move I can roll into bull call spreads for a net credit and add more hedges. I do not have any specific fears of the upside moves but just putting a little fence down now to prepare just in case.

    So with the addition of this call partial hedge, the market will most likely pull back ;) Was this move premature? Possibly, but coming to the end of my first quarter for 2006 I want some protection in place and I have a nice enough credit on the able to afford this partial hedge and still take home some Yang on March expiration.
     
    #3940     Feb 17, 2006