SPX Credit Spread Trader

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

  1. i am just curious, you dont have to share if you dont want to but what was the loss in % terms of credit received?
     
    #7231     May 31, 2006
  2. That makes more sense. I was assuming you were referring to return on risk.

    Admittedly I am a bit more aggressive in regards to total port gains.:)
     
    #7232     May 31, 2006
  3. cache, how old are you?
     
    #7233     May 31, 2006
  4. the difference being you are probably risking upwards of 50% of port funds to gain 5% or so a month. I am risking 3-5% to gain around 2-3%. That's one of the reason's why i prefer close to the market spreads.
     
    #7234     May 31, 2006
  5. That's top secret.:D

    Young enough to still be quite aggressive, but old enough to have been trading options for a while. And I wasn't some child prodigy like riskarb. :p
     
    #7235     May 31, 2006
  6. ryank

    ryank

    You are making me look at that ugly trade again :(. I took in .55 and got out at 2.30. So my loss was 1.75 or about 3x my initial credit :eek:

    Here is an update of my OTM vs CTM paper trade:

    May 16th
    10 June 1215/1225 puts, credit of $.50 = $500 with $9500 risk

    May 17th
    5 June 1240/1245 puts, credit of $1.20 = $600 with $1900 risk

    May 22nd
    1215/1225 puts mid is $1.00 = loss of $500
    1240/1245 puts mid is $.80 = gain of $200

    May 31st
    1215/1225 puts mid is 1.2 = loss of $700
    1240/1245 puts mid is .85 = gain of $175
     
    #7236     May 31, 2006
  7. Riskarb is no child prodigy... he is just a child :D

    Just want to see if he is listening lol

     
    #7237     May 31, 2006
  8. This is the point where we are similar. I prefer close to the money for the same reason. I don't have to tie up more than 10% of my portfolio to achieve the desired results.
     
    #7238     May 31, 2006
  9. ryank

    ryank

    You've got it. That's why I am moving to the CTM spreads, roughly similar reward to OTM but with less risk as per my paper trade example I posted.
     
    #7239     May 31, 2006
  10. I ask so that i can get an idea if you have any kids, marrying a rich girl would help me with my capital growth. Just trying to listen to coach's advice LOL
     
    #7240     May 31, 2006