SPX Credit Spread Trader

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

  1. Coach: Is John your first? Trading from home? Man, it's a tough first two years to trade from home with a toddler, especially an XY. Good luck!
     
    #8291     Jul 5, 2006
  2. My bad, I confused you. I would need $0.55 in the 1200/1210 at 150 spreads to get the same credit as 300 of the 1210/1220 at .55.

    Sorry for the $1.10, I should edit my own posts better lol..

     
    #8292     Jul 5, 2006
  3. Oh I get it... So I can trade both dates every month in ES, unlike SPX where there's only one expiry each month. And you're saying the regulars, ie 21 Jul and 18Aug is more liquid or popular and what most of you guys trade. Guess I'll stick with the regulars too :)
     
    #8293     Jul 5, 2006
  4. Yes, number 1.... not gonna be easy but we have help the first few months so I can ween into it slowly lol..

     
    #8294     Jul 5, 2006
  5. ES vs SPX...if more brokers start offering options on ES and ES has tighter quotes and easier fills/liquidity and EOM...hummm I wonder if the CBOE will start giving "true" quote spreads to John Q Public and perhaps easier fills.
     
    #8295     Jul 5, 2006
  6. Rally, one more quick question. Are the ES option prices dependent or based on the SEP ES futures and not the DEC ES futures?ie the nearest month. So if at expiry, July 21 1280 PUT is 20, does that means SEP ES Futures is at ~ 1260? Thanks
     
    #8296     Jul 5, 2006
  7. Explore: http://www.cme.com/trading/prd/overview_opt_ES702.html

     
    #8297     Jul 5, 2006
  8. Thanks Mo:)
     
    #8298     Jul 5, 2006
  9. jeffm

    jeffm

    SPX option volume absolutely dwarfs ES options, both in number of contracts and absolute dollars.

    The futures competitor to SPX are the full size SP futures options, which are pit traded just like SPX. CME is easing SP futures and options onto Globex. Once they do, it might have an impact on SPX spreads. But neither gives a rat's ass about John Q Public; SP and SPX are too big a market. CME has a product for John Q...its the ES and it does it's job nicely. CBOE is trying to catch up with the mini SPX, but the little fish in the XSP pool are still bound by Reg-T and a market that is less effecient than Globex.
     
    #8299     Jul 5, 2006
  10. Sailing

    Sailing

    Mo....

    I think I see a little bit of truth in your naked statements.... can you admit to a little naked (or front month covered) directional trading of backmonth futures options?

    M~


     
    #8300     Jul 5, 2006