SPX Credit Spread Trader

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

  1. So Maverick, basically what you're saying is:

    Gay Sex = Credit Spreads

    What options positions do you like? Besides credit spreads, I mean.



     
    #5361     Apr 20, 2006


  2. LOLOLOL
     
    #5362     Apr 20, 2006
  3. rdemyan

    rdemyan

    I was bored so I started looking at June options. I know, I know it's a bit premature, but my strategy is gravitating more and more towards bear calls and away from bull puts. So, given the IV skew, if I want to keep bear call premiums up, I have to at least look at putting the positions on somewhat earlier. We're 8 weeks out.

    Anyway, the point of the post is that the strikes are pretty thin, so I called today to have them add the following:

    June 1380, 1385, 1390, 1395

    We'll see if they get added tomorrow or Monday.
     
    #5363     Apr 20, 2006
  4. Maverick74

    Maverick74

    Andy, most of the people on this thread are not understanding my argument. It's not a function of what I like or dislike. I am simply stating that people are making a case for something that does not exist. I don't have any preference to debit or credit spreads. They are the same!!!!!!!

    I just think it's funny that people think they are long theta on a .40 credit spread 60 pts OTM. LOL.

    Or the idea that if you are long a debit spread 60 pts OTM, that you are short theta and your position is bleeding. LOL.

    Maybe Cory could jump in and give us his two cents. He likes to trade condors. :D
     
    #5364     Apr 20, 2006
  5. ryank

    ryank

    I totally agree with you Mav. To me, there is a mental difference between the OTM credit spread and OTM debit spread. With the credit spread if things go well you don't have to make any decision on where to take your profit (you start out with the max). With the debit spread you have to make a decision to take a profit or hold on for more. Of course, either way credit or debit you enter your trade with a plan and follow it so you have made your decision in advance so to say.

    ryan
     
    #5365     Apr 20, 2006
  6. Sailing

    Sailing

    Phil,

    Just a quick follow-up... diagonal.

    Holding your position, as suggested earlier, based on risk/reward and past monthly performances bouncing off channel support, would have profited nicely on a percentage basis these past two days.

    Just a side note:

    I'm trading diagonals into increasing volatility. Your first experience and preceeding comments appear to be directed more toward time decay..... or assimilated closely to a credit spread position.

    I'm looking at time decay as a bonus, but not the directive for the position.

    Hope that made sense
     
    #5366     Apr 20, 2006
  7. Vol

    Vol

    Optioncoach:

    I have a question about risk and how you manage it.

    You posted on April 13 your position on 500 SPX 1215/1225 bull credit spread. SPX closed at 1289 on that day.

    Then significant event occurs. S&P only has to drop 5.7% for your position to be negative almost 0.5M.

    How is this risk managed?
     
    #5367     Apr 20, 2006
  8. Sailing

    Sailing

    Side Note,

    This months 'straddle' positions were very profitable.... most notably and thanks to the California Fed Governor.

    Is anyone else heavily involved in short term straddles?

    Murray
     
    #5368     Apr 20, 2006
  9. Thx Donna. however, I'm not a subscriber to the journal, could u post it or pm me with it?

    Also, We're all still waiting for a photo of you and the apparent 'hot legs' of yours.
    The suspense is killing us.

    :D
     
    #5369     Apr 20, 2006
  10. I got out mainly to free up the margin since it had a profit larger then the net credit. I may get back in for a MAY/JUNE diagonal as well but just watching what the market is doing for now :)

     
    #5370     Apr 20, 2006