SPX Credit Spread Trader

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

  1. Thanks rdemyan, I think i will wait for the market to rally.I dont want to go below1330 with resistance at 1325. If there is some good news,we will rally again and at that point we can grab 1330/1340 calls. we may get that oppertunity early next week.what do you think?.



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    rdemyan


    Registered: Aug 2005
    Posts: 640


    07-17-06 03:40 PM

    Nice, Heather:

    So now that we both have powder and time till August expiration, what else are you considering for August? Premium is drying up in the range I would like to be at (namely short > 1325).
     
    #8591     Jul 17, 2006
  2. I belive you made a similar mistake before.Be careful while putting your own trades.:)


    Yeah,it would not make sense closing a july position, i agree.
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    Sailing


    Registered: Oct 2005
    Posts: 164


    07-17-06 04:30 PM

    My bad...

    Need to re-take that technical reading class again soon.
     
    #8592     Jul 17, 2006
  3. rdemyan

    rdemyan

    What you say makes sense. Frankly, I guess I'm feeling additional pressure to put on some August trades because my P/L in July was comprised of both profitable July and August credit spreads. Since this doesn't happen often I'm feeling pressure to keep the ball rolling, otherwise the 2 for 1 gets averaged out (assuming I can't put on any more August positions).

    Not a good reason, I know. It's the emotional greed that we all deal with.

    Premiums on the call side are starting to disappear too. And who knows which direction the market is headed. I guess I'll wait and watch for at least a few more days.

    BTW: It's nice to have someone using a similar trading strategy (i.e. only FOTM bear calls on indices). For the last couple of months I've been lonely :( as seemingly the only one who was posting FOTM bear call trades (well maybe there were a few others). LOL.

     
    #8593     Jul 17, 2006
  4. ryank

    ryank

    I'm playing along with you :D . I have an Aug 1345/1355 call spread, just don't want to spend the money to close it quite yet. I am playing the 45-15 cycle with this one and I don't feel it is in any danger so no need to spend the money on comissions and slippage to get out right now. Now is the time when premiums start to disappear pretty quickly on the FOTM call spreads and to a lesser extent the put spreads but using some patience maybe we can find a good entry for a position.
     
    #8594     Jul 17, 2006
  5. blure2

    blure2

    Drinks are on Heather:p

    Bob
     
    #8595     Jul 17, 2006
  6. blure2

    blure2

    Group;

    Why wouldn't I do the following?

    Close out my July RUT 640/650 put spread for .85 debit = [11,900]

    Total credit when opening my original IC of 640/650/780/770 was .8 = 11,200

    Sell to open Aug RUT 600/610 for .95 credit = 13,300

    Sell to open Aug RUT 760/750 for .65 credit = 9,100

    Less total comms. for both months of 2,100

    Gives me a total credit of 19,600

    This would be an alternative to staying in my current July position and sweating out the settlement value come Friday. RUT closed today at 677.69 and currently support is at 669.

    Your thoughts,

    Bob
     
    #8596     Jul 17, 2006
  7. rdemyan

    rdemyan

    There was a period where I was sure you'd, at least mentally, gone over to the CTM side. :)

    If you don't mind sharing, how has your strategy evolved. I saw that you're trying a put diagonal. Have you actually placed any CTM trades yet?

    EDIT: I'm liking the 45/15 or 45/0 day strategy as well. Call premiums fade quickly. But in this case I just couldn't pass up taking 80% of the August spread credit in about a week. Doesn't happen too often.


     
    #8597     Jul 17, 2006
  8. Is the margin requirement for credit spread using es the same as that using spx?

    margin req = strike diff * multiplier - credit?

    I heard future options offer higher leverage. So I think the answer to my own question is no, but I've seen Coach using it to calculate ROM.

    I have been using only naked write in the past. Because of the margin requirement, I didn't get a good return of my money. It seems that if i modify my strategy to add a long leg to make it a credit spread, I can have a better leverage. Am I right on this point?

    Thank you all for making this forum one of the best in ET.
     
    #8598     Jul 17, 2006
  9. Rdemyan...OTM call spreads saved my butt in July so hey I'm there too...of course I swing both ways:p Nice trading everyone...
     
    #8599     Jul 17, 2006
  10. rsflint

    rsflint

    Got into an 1155/1165 Bullish Put Spread today for $0.90.

    Here's my updated August Positions:

    1300/1320 Bearish Call Spread for $1.00
    1155/1165 Bullish Pub Spread for $0.90
    Total Credit = $1.90

    Hopefully things won't go too insane in the middle east and support levels 1220, 1200, and 1168 will all hold.

    I'll be watching the market..may need to look into some SPY hedges.
     
    #8600     Jul 17, 2006