SPX Credit Spread Trader

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

  1. You're in Germany, right Chris?
     
    #5241     Apr 18, 2006
  2. Maverick74

    Maverick74

    Phil,

    Forgive me, I haven't read the last 100 pages of this thread but I skimmed this over quickly and I started seeing images from my childhood when I saw that vertical you sold for .20. In other words, I was having a near death experience. LOL.

    I know we have discussed this before. But have you honestly thought about buying that 1370/1380 call spread for .20? I know you get hung up on the debit vs credit mentality which you really should not.

    I want you you to think about this before you respond. A .20 spread is basically free. Almost no cost to it. It's a lottery ticket that will pay off huge a few times a year and maybe even half the time allow you to flip it for .50 to a buck. Not only that, but you would be risking only 30k instead of 480k. And your upside would be close to a half a million vs 30k which in reality will be about 10k if you close it early. Now, here is the added kicker. In your haircut account, this position will cost you very little to hold. In fact, if you do the spread on both sides it will cost you nothing to hold it!!!!. You could theoretically do the trade much larger even. Of course, I'm not suggesting that.

    I know I made a big fuss about this over on the writing options for a living thread and then that thread kind of got out of hand. But the point is still valid. Debit and credit spreads trade are the same thing. There really is no theta on the spread. It's an illusion. A .20 spread doesn't decay neither does a .20 call or put. They stay bid there for 3 or 4 weeks.

    I know the whole idea here on this journal is to highlight the merits of credit spreads and capturing theta so to speak. But theta really doesn't exist in this sense.

    I honestly believe if you bought the credit spread for .20 vs selling it, over the long run you would do much much better. Why? Because when you sell the spread you get all nervous when the mkt starts moving and you start f*cking with it. You slowly but surely eat into your credit. If you were long the spread, after a large move, you would simply take it off for a profit. And you would sleep much better at night. And you could really put that haircut to work!

    I want you to read this over a few times before you respond. Think about what I am saying.
     
    #5242     Apr 18, 2006
  3. [/B][/QUOTE]

    Murray and Coach,

    Can you be sure to post when you do the May Calendar. I'm interested in following this. :)
     
    #5243     Apr 19, 2006
  4. futzing for ten min trying to copy a picture of the oscillator but can't...still in the oversold territory so there is room upside..I think those of us short calls in May are going to have to sweat out abt 10 days at least...however at least futures dropping.
     
    #5244     Apr 19, 2006
  5. ryank

    ryank

    The futures were up pretty good this morning but have been slowly dropping since the CPI came out. I wasn't able to get any fills on my call spreads yesterday so no sweating for me on the upside yet. :D

    ryan
     
    #5245     Apr 19, 2006
  6. You must be using a weekly or > on that chart. I can't imagine a daily oscillator remaining oversold on this week's action.
     
    #5246     Apr 19, 2006
  7. piccon

    piccon

    I am not in any May yet because I am still nursing some of my April

    OEX 595
    RUT 780

    Let's Pray

     
    #5247     Apr 19, 2006
  8. piccon

    piccon

    I absolutely need a nothing or down day with my holdings

    15 OEX 595/605
    15 OEX 600/605
    25 OEX 605/610
    25 OEX 575/570
    15 RUT 780/790
    15 RUT 720/710
    13 SPX 1340/1350

    Hedges: 1 RUT 770 call
    8 IWM 77 call
    5 OEX 595 call


    With 2 days to go, I wouldn't complain if we got a down day today and enjoy some more Theta

     
    #5248     Apr 19, 2006
  9. Just how many times can the market rally based on the same old "we're almost done" line from the Fed... it's already been 4 times now...


     
    #5249     Apr 19, 2006
  10. I actually had some SPX 1320/1330 opened for a $2.70 credit. I thought they were going to be safe until yesterday. I took the opportunity to get out of them this morning. Bought them back for 0.50, so overall it was a pretty good trade. But I'm bummed that I had to give up that extra 0.50
     
    #5250     Apr 19, 2006