SPX Credit Spread Trader

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

  1. Hi AZ,

    Every invetor has his own answers, but

    1) I prefer 6-7 weeks out, but also do them for less time, if other criteria are satisfied

    2) I worry, but do nothing

    3) I go as far OTM as possible, as long a I can rceived my minimum credit (see below)

    4) I'm consevative. I settle for 3%, and occasionally even 2%. That means if the difference between the strike prices is 30 (and thus, the margin is $3,000), I want a credit of 90 cents. My goal is to close the position when I can collect another cash credit for closing. [Some here hold positions longer, looking for super returns.] I would rather go further OTM and collect 90 cents than go closer to the money and collect a higher premium. When choosing strikes, it's prudent, if possible, to sell a call strike that is above resistence and a put strike that is below support.

    5) No. Increasing IV is profitable.

    Mark
     
    #8821     Jul 22, 2006
  2. www.888options.com
     
    #8822     Jul 22, 2006
    scoobie27 likes this.
  3. Sailing

    Sailing

    #8823     Jul 22, 2006
  4. Sailing

    Sailing

    #8824     Jul 22, 2006
  5. Sailing

    Sailing

    Website Tidbit

    For those of you looking at Ivolatility.com for implied volatility charts.... you can click on the web-address in your address bar and change 'period=12' to whatever number of months you'd like to see up to 60 (5 years). This is a nice little feature we stumbled upon some time ago.

    Check it out:

    http://www.ivolatility.com/options.j?ticker=SPX:&R=1&period=60&chart=2&vct=
     
    #8825     Jul 22, 2006
  6. I plan to open spx 1160/1150 credit spread on Monday. The margin should be 1000 for each contract.

    Anyone knows the span margin for the corresponding es credit spread? I don't have any future account, and will like to get an idea of the leverage that I can get if i switch to future options.
     
    #8826     Jul 22, 2006
  7. OMFG, sailing if you were a woman I would kiss you right now. That is the best tidbit I've received in the past 10 months. 2yr, 4yr volty charts are crucial to find decile levels. You just saved me a few grand, cause I was gonna buy optionvue software for that reason. Obvs, they have mad scanners and such, but still. Sailing, I love you, man. :D

    [EDIT: I seriously love sailing. I know I'm usually a sarcasic Sid on this site, but this is really the coolest sh** I've heard in a while.]
     
    #8827     Jul 23, 2006
  8. Sailing,

    Thanks for the reply.

    Do you have a specific example of something that looks good to you for the current period. I'm not asking for advice, but just trying to get an idea of your methodology. I came in late to the discussion.

    AZD
     
    #8828     Jul 23, 2006
  9. Mark,

    It's good to see you in this parallel cyberuniverse. :)

    In your reply, are you talking about a vertical spread or the diagonal credit/debit spread that many seem to be doing?

    AZD
     
    #8829     Jul 23, 2006
  10. Hi Arizona,

    Yes, it's nice to play with the grownups.

    I'm referring to diagonal credit spreads.

    Mark
     
    #8830     Jul 23, 2006