SPX Credit Spread Trader

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

  1. That is still a good fill. I've been trying for the same thing since we dropped back down and no takers. I've even been as much as 0.15 below the mid.

    Good job.:)
     
    #6811     May 19, 2006
  2. rdemyan, don't be too sensitive... this is an anonymous forum after all... it does not get more benign than this.... and it's your money so anyone that does not agree with you can stick it!

     
    #6812     May 19, 2006
  3. Seems like you have put the RUT losses behind you quite nicely and have focused forward :)


     
    #6813     May 19, 2006
  4. Sounds like you're pretty confident we're not going to break the 1250 support?

    Are you looking at any bull calls? I'm thinking calls or bull call spreads on Qs/NDX

     
    #6814     May 19, 2006
  5. yes coach
    i love this game and i will get better and better...

    by the way, would you please give me your opinion on my post.thanks
     
    #6815     May 19, 2006
  6. Waiting for all the MAY positions to clear out. Meantime I opened a new Diagonal:


    JUN/JUL SPX Call Diagonal

    SOLD 18 JUNE SPX 1310 Calls @ $3.60 ($6,480)
    BTO 20 JULY SPX 1350 Calls @ $2.95 ($5,900)

    Net Credit = $580


    MAY POSITIONS


    -500 SPX MAY 1215/1225/1370/1380 Iron Condors @ $0.60

    Credit = $30,000
    Risk = $470,000
    Return = 6.38%

    VIX CALL HEDGES

    Long 100 VIX MAY 20.00 Calls @ $0.20
    Cost = $2,000

    Long 50 VIX MAY 15.0 Calls @ $0.62
    Cost = $3,100

    DIAGONAL SPREADS

    Sold - 24 MAY 1345 Calls @ $1.50 ($3,600)
    Bought +30 JUN 1385 Calls @ $1.05 $3,150

    Net Credit = $450 [/B][/QUOTE]
     
    #6816     May 19, 2006
  7. Coach, does this mean you are short JUN 1310 calls? Isn't that a bit close?



    [/B][/QUOTE]
     
    #6817     May 19, 2006
  8. cache,

    i was surprised too, i was going to let it sit all day but got filled pretty quick. We will see ho wgood of a job it was when the SPX crashes another 20 points..LOL

    Here is the fill:

    [​IMG]
     
    #6818     May 19, 2006
  9. It was a good thing to take some profits off the table on your calls. Sometimes booking a profit right after a loss mentally gets you back in the game and gets your focus back.

    I am not 100% comfortable with 1215 as a short strike. I do not think we are crashing but as vols pick up I am inclined to give the market a little more room to run. I am personally looking at strikes below 1200 for JUN even with less than 30 days to expiration. MY advice is develop a hedging strategy now if we break 1240. Look into SPY hedges perhaps because if we fall below 1260 on a good move, then I do not see any immediate support I trust. Just over 45 points away from the index with 28 days or so left and different economic data coming is pushing it slightly in my humble opinion.


     
    #6819     May 19, 2006
  10. andy,

    im done with bullish positons for the month, got too much downside risk in my ports right now.
     
    #6820     May 19, 2006