SPX Credit Spread Trader

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

  1. rdemyan

    rdemyan

    Coach:

    Just curious. What kind of trading are you doing on a day like today?
     
    #6561     May 17, 2006
  2. piccon

    piccon

    Are you looking at doing anything today to protect your 1280/1270?

     
    #6562     May 17, 2006
  3. Actually not much today since I got busy in the morning and missed the break on the 8:30 move with the futures. Trying to jump in now would be difficult in picking the bottom to go long or picking the continuation to go short so I am basically watching the charts.

    I think the ES is oversold on a daily chart so I went long the ES and gonna hold overnight a few days. I do not do large numbers on overnights so I can pull the trigger on a 5 point move lower from here.


     
    #6563     May 17, 2006
  4. Have gotten rut fills this week but spx seems to be like pulling teeth and can not even get fills at or below bid anyone else seeing this
     
    #6564     May 17, 2006
  5. 8 points lower but VIX is not climbing much. :confused:
     
    #6565     May 17, 2006
  6. Anyone looking at put spreads today? Risk is that we break through 1280... then it's down...
     
    #6566     May 17, 2006
  7. ryank

    ryank

    No put spreads but I am looking at a call diagonal (a la Murray) for Jun/Jul. I watched Dan Sheridan's video last night about adjustments to the upside of a diagonal so I am feeling a little more confident about putting them on. I really like the way Murray does them with little to no loss in the event of a black swan.
     
    #6567     May 17, 2006
  8. can you please direct me to the video thanks


    No put spreads but I am looking at a call diagonal (a la Murray) for Jun/Jul. I watched Dan Sheridan's video last night about adjustments to the upside of a diagonal so I am feeling a little more confident about putting them on. I really like the way Murray does them with little to no loss in the event of a black swan
     
    #6568     May 17, 2006
  9. ryank

    ryank

    The videos are on the CBOE website under Learning Center tab. Here is the link:

    http://www.cboe.com/LearnCenter/webcast/archive.aspx

    Dan is a little nutty but I thought he was really good.
     
    #6569     May 17, 2006
  10. scienter

    scienter

    Things got a little too hot for me today. Ended up selling the spread --covered approx. half the loss with my debit hedge and of course the call side of the IC. Still, wiped out 2 months of gains....just took a bit too much risk legging into the put side of the IC this month. Discipline is huge and I just jumped the gun on my stochastic confirmation this past week.

    For JUN I'm still sitting at 1375/80 @ .5 AND
    recently got 1240/35 filled @ .5

    Are you still in your 1270 (or was it 1260?)

    I was actually thinking a bit more about how you hedge. I like the idea of being proactive, e.g., buying SPY puts cheap when the underlying is in an OS condition in anticipation of a correction and then followed with a placement of a bull put. Have you had success with this on a regular basis? I imagine this type of hedge cuts bigger into your profits on months were you can't complete the IC...



     
    #6570     May 17, 2006