SPX Credit Spread Trader

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


  1. I agree.

    BTW, yesterday i opened a credit spread 1130/1100 @ 1.40, today the mid point for 1130/1100 is around 0.7. Should I cover it or should I wait till it both worthless? The expectancy for the trade initially was 0.7 and I got it today.
     
    #8691     Jul 19, 2006
  2. A bit off topic. Does anyone have an opinion on this trade?

    6.28 bot 75 OIH vert Jul 140/145 call@2.40

    sold 75 OIH vert Jul 145/150 @1.60

    resulting position 75 x 150 x 75 40/45/50 OIH long jul fly.

    fly currently trading ~1.50.

    OIH @ 141.22.

    Ring the register or sit on my hands another day or two? All opinions/recommendations/flames welcome! :)
     
    #8692     Jul 19, 2006
  3. Neoxx

    Neoxx

    Well, seeing as all opinions are welcome...

    I've got a (much smaller!) bull spread in OIH.

    I think it'll be pinned to 140 or 145 come expiration.

    I would probably wait and see how tomorrow unfolds.
     
    #8693     Jul 19, 2006
  4. Calls. I think the strike difference was $5 and 10. The problem was that the bid ask spread was too big (for PD). I probably could make money before the front month expired, but the gain was too small for me to take it because of the wide bid ask spread.
     
    #8694     Jul 19, 2006
  5. I have a lot of naked writes for OIH in both Jul, Aug and Oct :)
     
    #8695     Jul 19, 2006
  6. The daily swing for OIH can go as high as $10. I don't like to have strikes close to the daily range. It makes me hard to adjust my positions.
     
    #8696     Jul 19, 2006
  7. Neoxx

    Neoxx

    Haven't put my neck on the line enough so I'll fine-tune the prediction

    If OIH closes above 141.26, I think it will test 145 tomorrow and end the week on 140. :eek:
     
    #8697     Jul 19, 2006
  8. Crucis

    Crucis

    Today's S&P increase caught me by surprise. :eek: I rolled my JUL OEX 580/585 bear call into a JUL 575/580 bull call. Should break even if OEX reaches 580 and stays there tomorrow.
     
    #8698     Jul 19, 2006
  9. I agree with Neoxx I have OIH calendars and think it could go up some tomorrow...might be a good day to cash in. GL
     
    #8699     Jul 19, 2006
  10. Coach,

    How do we compute the return on risk for diagonal spread?

    Since you have traded both ES and SPX, can you tell me the benefit of trading ES as compared to SPX? It seems to me the only benefit of trading ES option is lower margin requirement using span margin calculation. If ES is better, why do you continue to trade SPX credit spreads?
     
    #8700     Jul 19, 2006