SPX Credit Spread Trader

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

  1. rdemyan

    rdemyan

    Yeah, risk: Nice trade. Thanks for reminding me that I'm a rookie. I was starting to get a little cocky. :p

    However, let me add that days like today are exactly the reason why I seldom put all of my contracts on at once. Sure, I missed the upswing today and sure risk and Donna let me know about it, but I've still got ammo left and maybe, just maybe, I can kick a little sand in their faces later on. :)

     
    #5211     Apr 18, 2006
  2. No worries -- I didn't make the trade. =)
     
    #5212     Apr 18, 2006
  3. You could probably get it now though. 1345/1355 mid at 1.05:)
     
    #5213     Apr 18, 2006
  4. skanan

    skanan

    I got mine 1345/1355 call at $0.90 when b/a was 0.50/1.30 so it was exactly at the middle. This trade was done on IB.

    Also, I set 2X 1340/1350 call for $0.90 credit since yesterday. That was my minimum on call side and somehow it was filled in the morning. Now the mid is $1.40.

    My last 3 trades on IB was filled at better price or the same price but faster than TOS. I don't know whether IB recently had staff on SPX floors or not. My IB account won't go to TOS anytime soon.
     
    #5214     Apr 18, 2006
  5. labib52

    labib52

    I trade with OX and it seems that they don't have a profit loss analysis on their trade calculator for Diagonal spreads and Calendar spreads . Does TOS software have that ability?
    for those who use TOS.
    will appreciate the response.

    Labib Imtanes
     
    #5215     Apr 18, 2006
  6. I am glad to see someone is using IB.

    Would you not get favourable margin if you do spread trading on some futures index? like ER2 ? Margin requirements on index options is very high. Your comments appreciated.
     
    #5216     Apr 18, 2006
  7. Closed out my diagonal below as there was not much more juice to get out of it and am interested in opening another one using MAY/JUNE options...



    REVISED POSITIONS:


    MAY POSITIONS


    -500 SPX MAY 1215/1225 Put Spreads @ $0.40

    Credit = $20,000
    Risk = $480,000
    Return = 4.16%

    Long 100 VIX MAY 20.00 Calls @ $0.20
    Cost = $2,000

    Long 50 VIX MAY 15.0 Calls @ $0.62
    Cost = $3,100

    APRIL POSITIONS

    SPX CALL DIAGONAL SPREAD (OPEN):

    - 8 SPX APR 1340 Calls @ $4.70
    + 10 SPX MAY 1375 Calls @ $3.10

    Initial Net Credit = $660

    Closed for net credit of $815.25


    SPX BULL PUT SPREAD (CLOSED):

    - 350 SPX APR 1225/1235 Put Spreads @ $0.35

    Net Credit = $12,250

    Closed for net credit of $0.15 or $5,250



    PUT SPREAD PARTIAL HEDGE (OPEN- and the reaons we are bullish lol):

    + 100 SPY APR 126/125 Put Spreads @ $0.10

    Net Debit = $1,000
     
    #5217     Apr 18, 2006
  8. In case you are wondering why the market jumped like a farting Moth:

    WASHINGTON (MarketWatch) - Most members of the Federal Reserve Open Market Committee agreed that the Fed's recent chapter of steady rate hikes was coming to a close, according to a summary of the March 27-28 meeting released Tuesday.
     
    #5218     Apr 18, 2006
  9. chrdso

    chrdso

    at OX
    SPX 1345/1355 @.85 mid was 1.05.
    Could not get filled higher at OX


    at TOS
    XEO 600/605 @1.05 mid was 1.10
    XEO 575/570/565 P butterfly @.30 (cheap bet for a downward move) mid was between .15 and .20


    Closed April spreads: XEO around 16%. SPX around 6%
     
    #5219     Apr 18, 2006
  10. ChrisM

    ChrisM


    I am running my CTA using IB.

    While sometimes I feel like a freak (as not many use IB for this), I may take it as contrarian approach :)
     
    #5220     Apr 18, 2006