SPX Credit Spread Trader

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

  1. Thats true. Span is calculated based on the probability (or volatility). At "panic" time, volatility goes up, and so is the margin. You are likely to be forced to cover if you don't have enough cushion for the margin change. Using haircut, it is a lot safer.
     
    #8981     Jul 27, 2006
  2. Covered at a debit of 0.75.

    Net profit = 0.5.

    Not bad for one day gain :)
     
    #8982     Jul 27, 2006
  3. not bad at all..... he is hooked now!
     
    #8983     Jul 27, 2006
  4. CTM credit spread is good for short term reversal.

    For my spx FOTM credit put spread, it takes me a whole week to make $1.
     
    #8984     Jul 27, 2006
  5. oh no, my edge is now gone.
     
    #8985     Jul 27, 2006
  6. Sorry, but you have so many edges!!! :)
     
    #8986     Jul 27, 2006
  7. redeye5

    redeye5

     
    #8987     Jul 27, 2006
  8. I finally figured out why coach was feeling his oats today...Its been a month and he's allowed to resume "marital relations":p...much better with a partner:)
     
    #8988     Jul 27, 2006
  9. Using my grid anaylsis, I have been hitting homeruns with these spreads for the past few months. Thanks for all the input from coach and others on all the nuances of these spreads. I was just wondering if anyone has had any success doing these on any other instruments? I am liking nat gas and gold for some put spreads and was wondering if anyone has any experience with other commodities or index's with these FOTM spreads, and any tips on conquering these other fields.
    Thanks
     
    #8989     Jul 28, 2006
  10. Actually sadly it is more that I am gonna have a huge July :). Last year my best month was July and this year so far July looks like to be my best month.

    If you are wondering why, look at where SPX opened on July 1st and where we are today...

    OPEN 7/1 1270

    CURRENT 7/28 1269

    Market has gone no where despite the wide price swings :D


     
    #8990     Jul 28, 2006