SPX Credit Spread Trader

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

  1. I'm doing the same thing I posted a while back. Spreads hedged in a couple of different ways, all put on at the same time...

     
    #5511     Apr 21, 2006
  2. andy are you doing 2 month options? how is that working?tia
     
    #5512     Apr 21, 2006
  3. rsflint

    rsflint

    Hi everyone, I wanted to share my first month of trades. All options expired worthless today so it’s a great way to start off. However, I’m still trying to be prepared for that one month where I may have to make an adjustment…unless I go the way of "the coach" with super deep OTM spreads :)

    APRIL SPX
    BTO 1360 Call for -$0.80
    STO 1350 Call for +$1.30
    Credit = $0.50
    BTO 1240 Put for -$2.50
    STO 1250 Put for +$3.10
    Credit = $0.60
    Total Credit = $1.10
    An 11% Return per contract @ $1,000 (not counting commissions)

    Looking forward to next month’s trades although I'm thinking about going more conservative..not sure that I need 10% return every month and the adjustments that will inevitably come with it. I’m still ramping up with the number of contracts and pacing myself. Also hoping to eventually get to the point where I can close out before ^SET or earlier to get extra premium in the month ahead.

    Rookie Rich
     
    #5513     Apr 21, 2006
  4. The spread isnt slow moving according to my standard. In fact its the fastest moving for the low risk i wanted of all debit spreads due to the strike selection i went with. I am expecting 100% gain after a 20-25 point drop in the spx. I am already up 25-30%(unrealized gain). How is that slow?

    Give me an example of puts u'd rather use and i will tell you why i chose the spreads instead :D
     
    #5514     Apr 21, 2006
  5. Donna -- occasionally I am, more on the call side than puts. Working out OK. It can cut down on returns but I've become much less greedy than when I started out, so it's not a problem. It's kinda like this: say your margin is $100k. You'd like to make $10k/month. Now say you grow your account such that your margin is $200k... hey presto! You're still ok with around $10k/month and less risk... funny how that works. The flip side of this is that when one has an account value of say, $5k, they want to grow it to $100k in a year. That's close to impossible!

     
    #5515     Apr 21, 2006
  6. Rally,
    It's always interesting to read your posts, because it usually sounds like I wrote them. We share a lot of the same opinions. I think we also look for similar setups. Kind of weird sometimes when you take the words right out of my mouth.:)

    Cache
     
    #5516     Apr 22, 2006
  7. rdemyan

    rdemyan

    Nice start and welcome. Just out of curiousity, how far in advance of expiration did you put on your positions. Did you place the entire IC at once or each credit spread at separate times.


     
    #5517     Apr 22, 2006
  8. Just dont forget to send me my cut on that mrvl trade. That is if you make any money, if you lose then i dont know you dude :D
     
    #5518     Apr 22, 2006
  9. Hey Andy tks for sharing...I know what you mean...when I first started doing spx otm my shorts were less than 100pts apart sometimes within 40 pts one way or the other of the index (at the time) now I'm finding myself more risk adverse. I think our overall judgment of where the mkt will go also dictates where we are willing to accept the greater risk.
     
    #5519     Apr 22, 2006
  10. Sailing

    Sailing

    Rich,

    Welcome to the board.

    For comparisons.... here are our May positions:

    1215/1225 = .70
    1365/1375 = .45

    ROM = 11.5%

    We use indicators to help target entry...

    Good Luck.... welcome to the group.

    Murray



     
    #5520     Apr 22, 2006