SPX Credit Spread Trader

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

  1. Yeah, I don't like the call side yet either.
     
    #6621     May 17, 2006
  2. i would probably be entering here but i am already net bullish when i consider my other positions and taking a beating the past 2 days, so i dont want to add yet another position to that mix. A lil bounce in tech will help me rebalance and then take it from there.

    i am liking the 1240/1245 at $1 here.

    Cache, i am glad sox is holding up today or i might've gone skydiving today LOL
     
    #6622     May 17, 2006
  3. Hehe, 29%+ YTD not too shabby. Was a bit :confused: on the 1280 SPX bull put position, would rather have had that expanding gamma working for me rather than against me. Still, good job on getting out flat on the spread.

    Looks like cnms has moved in!

    Have we confirmed the bottom here ES 1274? Any arb buy/sell programs in next hour could shake things up! :D

    MoMoney.

     
    #6623     May 17, 2006
  4. piccon

    piccon

    What will happen to my SPY 129/128 PUT. I got it @0.35 debit now it's 0.60
     
    #6624     May 17, 2006
  5. What will happen is what happens to all options at expiration. What exactly is your question?
     
    #6625     May 17, 2006
  6. I move markets :p

     
    #6626     May 17, 2006
  7. scienter

    scienter

    Ya, when I closed mine out today alond with my 1280's, I only got .50....seems like if should be much closer to .8 or .9 by now.

    So what are you doing now with your 1275's? Seems like your hedge is covering about 50% of current losses



     
    #6627     May 17, 2006
  8. ready

    ready

    Does this Qualify as a Black Swan event
     
    #6628     May 17, 2006
  9. Yeah, I was thinking the same thing a few days after I opened the position. I think we all knew that regardless of direction the move would be big. I shouldn't have added a -gamma position. Came out of it smelling like a rose, but I can't expect to do that all the time. In retrospect it was a mistake that I'll try to avoid in the future.
     
    #6629     May 17, 2006
  10. Nope!

    [edit] This is just a swift correction that was a long time coming.:)
     
    #6630     May 17, 2006