SPX Credit Spread Trader

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

  1. Sailing

    Sailing

    Domestic,

    What do you do if your ATM spread does not show a profit? What is your drawdown... exit strategy.

    thanks,

    Murray

    PS. Other indexes I trade are the XEO & XAU



    i am looking for opinions on any other index that has "tighter" spreads and is also liquid. i am sure this has been discussed before, but the realtime answers here are fantastic.
    i primarily write atm spreads and close when very small profit is achieved, then start again. [/B][/QUOTE]
     
    #4011     Feb 25, 2006
  2. well, to be perfectly honest; been doing otm spreads for 14 years stubbornly rolling any itm positions. never ever lost money because i always had enough capital to repair/roll. a lot of traders may not like this, but it has worked for me. i was never one to overeact, ultimately my trades swing back into profitable territory. of course profitable becomes such because of collected premiums.
    i have only been trying itm for 3 months, no rolls yet, but they of course will happen. what i need is volatility, and less slippage. the plan has been credit 3/ buy back 2.75 or 2.5. sometimes i get to buy back for less, sometimes for more. no greed, i just want it to move slightly in my direction; but with large mm spreads, i need it to move sometimes a bit too much for my comfort. these trades were meant to last only a day or two.
    so to my original question, any better index's out there? idealy one's that trade on the more competitive exchanges(box/ise)?
     
    #4012     Feb 26, 2006
  3. piccon

    piccon

    What repair strategy (gies) do you use? When do you decide it's time to repair?

     
    #4013     Feb 26, 2006
  4. Sounds to me like mostly averaging down. Of course, when averaging options it is necessary to roll also.
     
    #4014     Feb 26, 2006
  5. Yikes!!

    Anyone else have a BRCS sitting around 1310ish? :mad:

    -Cash
     
    #4015     Feb 27, 2006
  6. rdemyan

    rdemyan

    I've got one at 1320. What's the R stand for?


     
    #4016     Feb 27, 2006
  7. Just the way I abbreviate BeaR Call Spread - Not to be confused with the Bull Call Spread. Although, with the strike price listed, I guess it's kind of obvious.

     
    #4017     Feb 27, 2006
  8. Within 15 points is adjustment territory. I think we may have a pullback off these new 5 year highs and even off of 1300 but with 3 weeks left any pop above 1300 means some more run in the market perhaps. Got to hedge or adjust to avoid a black eye.

     
    #4018     Feb 27, 2006
  9. My line in the sand is 1295, but I make it a point not to close down or roll until after 2:30 ET. By then it seems the market makes up its mind on the direction.

    If the SPX closes above 1295 today, it is going to be a little expensive to get out of my 1310/1320 considering such little time left in this month, and April just too far away from me to comfortably roll to. My only choice now (as I see it) is to shut it down.

    I was able to pick up a 1330/1340 today for a .50 credit, so that will offset my debit should I close down the 1310/1320 today.

    Any suggestions?

    Thanks,

    -Cash

     
    #4019     Feb 27, 2006
  10. Hey coach. I can't seem to find your 175 lot Mar IC, looking back. Where is your short call strike? Also, with 17 days left you will do some kung foo adjustments 15 points from your short strike? Do you allow spx to get closer as exp. nears? I'm trying to get a feel for your risk management.

    Also, do you have any guidelines/preference for strike width on buying the wings on the IC?

    Thanks for all your input.
     
    #4020     Feb 27, 2006