SPX Credit Spread Trader

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

  1. I dont really remember the difference between them.Still have to complete reading cottles book.:D
     
    #8631     Jul 18, 2006
  2. Diagonals involve long and short options in different expiration months.

    Put ratio spreads is buying, for example, 10 puts and selling 20 puts further OTM in a ratio of 1:2 in the same expiration month.

    :)


     
    #8632     Jul 18, 2006
  3. I guess theres not much we can do with 60 point wide spread once it penetrates the short strike,right?.
     
    #8633     Jul 18, 2006
  4. Coach,

    I have used a strategy like this for some time. I don't know what it is called. An example is:

    On 7/13 when iwm = 68.2

    Long Aug 70 call @ 1.65
    Short Aug 71 call @ 1.2
    Short Jul 70 call @ 0.55

    Net credit = 0.1

    If the Jul short expires worthless, I will be taking a risk-free spread with a potential profit of additional dollar. Any comments to this strategy?
     
    #8634     Jul 18, 2006
  5. ryank

    ryank

    Yes, with that wide of a spread the long put doesn't increase enough to help offset the short put.
     
    #8635     Jul 18, 2006
  6. The ratio of 50/45 is virtually inconsequential but it is a "ratio" spread nonetheless :) IMO, don't get too hung up on the naming conventions.

    If you can construct combinations of long and short options in front and back months to match what your expectations are for time, direction, volatility and skew activity then you can come up with your own names.

    The net greeks of your position will tell you what the spread wants to happen in order to make money. If it is long vega then it wants volatility to increase. If it is long deltas then it wants the underlying to rally etc.

    Dissect your position into two ratioed diagonals. Then dissect each diagonal into a calendar and backspread. Understand how to manage each diagonal - when is the best time to roll. What adjustments to make etc. OR dissect your position into a short front month strangle and a long back month strangle etc.

    Good luck.

    MoMoney.
     
    #8636     Jul 18, 2006
  7. Of course if iwm surges the lone short call will increase in delta faster than the AUG spread since it is both long and short options with time value.

    It is not called anything specific really. It also can be looked at as a 70 Calendar spread with a naked $71 Call.



     
    #8637     Jul 18, 2006
  8. Sailing

    Sailing

    Mo,

    Love the way you help people to think.... keep it up!

    M~



     
    #8638     Jul 18, 2006
  9. I want to trade cash-settled, European exercise index options and want to open Oct-Sep diagonals now. I cannot find anything to trade with Oct options - any suggestions (besides XEO)?

    Mark
     
    #8639     Jul 18, 2006
  10. MO
    thanks for your wonderful explanation.I am seeing things in new light.

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    The net greeks of your position will tell you what the spread wants to happen in order to make money. If it is long vega then it wants volatility to increase. If it is long deltas then it wants the underlying to rally etc.
     
    #8640     Jul 18, 2006