SPX Credit Spread Trader

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

  1. The option im trying to bu is SEP1340 1.75 BID (mine after shaving) and 1.90 ask.

    So what is one tick ? 0.10 or 0.05

    Or does one tick off the ask mean buying at 1.89 or 1.80? Sorry dumb qs...i know
     
    #8731     Jul 20, 2006
  2. From CME on tick sizes in the ES options:

    Regular 0.25=$12.50 for premium >5.00

    Half Tick 0.05=$2.50 for premium < or =5.00
     
    #8732     Jul 20, 2006
  3. Got it, thanks again

    Edit: Forgot to say that the ES trades was only in the PAPER TRADING account. Just have to get used to working TWS IB and the bid ask before jumping in. So maybe my experience in getting filled in the paper account is not indicative of the real TWS account. I definitely don't get an easy on the mid in the paper account as some people have said. Though IB would make it easy.

    However, I did some real SPX credit spread trades on IB though. With spreads i just put my LIMIT spread price in and if it gets hit, good. But if the market runs off, im not exposed with one leg. Just brought my experience with SPX from OX over to IB.
     
    #8733     Jul 20, 2006
  4. Murray,

    You are right that if the underlying moves toward your short position. The best case for diagonal spread is for the underlying to move slowly to your front month short. However, if the underlying moves further away from your short, both legs will lose values, and it is likely that you might have a small loss ( at most the debit amount ).

    I did in the past to add one more leg to compensate for the debit.

    In your example:
    S July 1195p - $7.50
    B Aug 1175p - $9.70

    I probably would have added a naked Aug 1150p to reduce my debit, or sometimes even a credit.

    I welcome your comments.
     
    #8734     Jul 20, 2006
  5. You can trade ES with IRA in IB. Unlike margin with stock trading, margin with ES trading is not a loan.
     
    #8735     Jul 20, 2006
  6. Good point, it is a good faith deposit which is a small % of the total value of the contract so it is viewed as margin by many but is just putting some cash up :)

     
    #8736     Jul 20, 2006
  7. Sailing

    Sailing

    That's a great idea, although these positions were placed in a Retail Tradig account.... the naked stuff is 'forbidden' per say.

    I'll jot down the suggestion for the group as we transcend into non-retail margin accounts. I like the way you're thinking!

    Thanks for the idea....

    Murray



     
    #8737     Jul 20, 2006
  8. I have a short straddle with IWM at 69, opened a week ago. Since one will expire worthless, and one will be exercised, just wonder how you close the position.

    Do you close the position next Monday morning after it is exercised, or do you buy or sell IWM using market at close on Friday?
     
    #8738     Jul 20, 2006

  9. Note this type of strategy has a naked leg. It means you have a potential of unlimited risk. The selection of the strike prices and ongoing risk management is the most important part for this type of strategy.

    I will suggest only experienced option traders like you and Coach with strong risk management skills to look at it. Though I am still using it, I feel it is very risky :) I really don't like to promote this type of strategy.
     
    #8739     Jul 20, 2006
  10. mdshiao

    mdshiao

    Thanks, coach, MO and yip1997. I got it.



    MDS.
     
    #8740     Jul 20, 2006