SPX Credit Spread Trader

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

  1. ryank

    ryank

    It hasn't been posted yet.

    ryan
     
    #5431     Apr 21, 2006
  2. B5476

    B5476

    Just posted: 1320.70
    It was 9.24 points above yesterday's close, well within historical ranges
     
    #5432     Apr 21, 2006
  3. That's f&%^ing awesome. F@*$!
     
    #5433     Apr 21, 2006
  4. This is precisely why i am bearish, the way i see it with so much optimism priced into the market any good news will not take us as high as any bad news will take us down.

    The reason i keep posting those TA charts is to give you guys(FOTM spread sellers) a perspective of where we might go based on past price action. Now will i be correct? Who knows but using the upper resistance band to open bear call spreads and the lower support band to open bull put spreads certainly gives you a small edge sort of speak. Call it an addtional layer of protection.


    April Results:

    1245/1250 bull put spreads = worthless
    1330/1335 bear call spreads = worthless

    Credit = $3.1

    congrats to all on another good month.
     
    #5434     Apr 21, 2006
  5. Great job piccon!!!! I am sure you will enjoy this weekend ;-)



     
    #5435     Apr 21, 2006
  6. rdemyan

    rdemyan

    Good month for me.

    Return on margin at risk was 5.2%. Traded only SPX credit spreads and put on my first SPY call hedge (which reduced the profit a little).

    Also, attached is an updated SPX settlement spreadsheet. The spreadsheet lists the Thursday SPX close and the Friday SET settlement value. The time period is just a little over 8 years: namely April of 1998 through April 2006.

    I'll try to keep the spreadsheet up-to-date in the future. The hard works already been done. Should be relatively easy to just add a single month at a time and repost.
     
    #5436     Apr 21, 2006
  7. The spreadsheet was great! Thank you for sharing that with us.

    Cody
     
    #5437     Apr 21, 2006
  8. rdemyan

    rdemyan

    CNBC Alert: Crude oil is above $75.

    Apparently there are areas in Philadelphia that are out of gas. Some areas have over $4.00 gas.

    How much longer can this market continue to go up??
     
    #5438     Apr 21, 2006
  9. rdemyan

    rdemyan

    I was just looking at some June options on the SPX. Looks like only the 1380 SPX options got added (I had requested 1385, 1390 and 1395 as well).

    Anyway, the Jun 1370/1375 bear call has a mid at $0.65 with SPX up around 0.3. It was probably $0.75 earlier.

    I know Coach doesn't like to put on positions more than 45 days out, but heck, I'm not Coach.

    Seriously, I've been thinking about putting my bear calls on a little earlier. Maybe I'll start doing that and we can watch and see how it goes.

    ToS has already freed my margin that was held for March, so I have powder available. I never put on all my positions at once, so I could get started now for June. I'd like to be further out though.
     
    #5439     Apr 21, 2006
  10. An antagonistic man (clearly not me :)) might comment thus:

    ...where we might go...past price action...will I be correct? Who knows...

    Sounds reliable enough to bet on then!

    ...certainly gives you a small edge...an additional layer of protection

    Certainly huh? Would you concede that a false sense of security might be more dangerous than no sense of security? Reasons why or how are not difficult to imagine.

    Examples of flying too close to the sun based on TA are documented on these pages.


    A less antagonistic man, like me for example, might comment thus:

    I personally don't bow down at the altar in the church of TA as I believe her to be a false idol.

    However, I am tolerant of all kinds of faiths and religions so I keep an open mind.

    Well done on those results :)

    MoMoney.

     
    #5440     Apr 21, 2006