SPX Credit Spread Trader

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

  1. My feeling is that individual commodities are just like stocks in that they have their own unique shocks which could cause unexpected price swings more frequently than you would get with an index. Oil or gold can have huge jumps on any little news just like a stock with sudden news releases.

    So they have slightly higher risk in my opinion given the higher frequency of gaps and runs.


     
    #8991     Jul 28, 2006
  2. something like "lucky in cards, unlucky in love":p
     
    #8992     Jul 28, 2006
  3. jeffm

    jeffm

    Check out "Trading Options to Win" by S.A. Johnston. Its a good options trading book in general, and he particularly discusses OTM writes on commodities. In fact, he stays completely away from stock indexes. The presence of seasonal and non-seasonal opportunities is one if the nice factors in certain commodities that makes OTM writes quite useful.

     
    #8993     Jul 28, 2006
  4. Sold 25 SPX SEPT 1340/1350 Bear Call spread -- $0.80 credit

    Coach
    I have an idea.why dont we hold a weekly conference call on telephone?. It would be nice to talk to fellow options traders and also listen to you and other experts.
     
    #8994     Jul 28, 2006
  5. rdemyan

    rdemyan

    Can someone explain to me why there is almost a 4 point difference between the e-mini net change for the day and the SPX net change for the day?
     
    #8995     Jul 28, 2006
  6. I agree. I have been trading OIH naked puts and naked calls. (Sorry Coach, I am a big believer of premium collection, but I don't recommend it). Because of the high vol, you need to do a lot of adjustment. Recently I added credit spreads and diagonal for OIH. The success of premium collection is based on risk management and position sizing, IMO.

    I have to confess. The long leg in credit spreads bear no role in my analysis. I just use it for higher leverage. So the way I trade credit spreads is very similar to my naked writing strategy.
     
    #8996     Jul 28, 2006
  7. es/spx last print is at 3:15/3:00 central
     
    #8997     Jul 28, 2006
  8. rdemyan

    rdemyan

    Sorry, Rally I'm not following you. I'm wondering why the es is up 10.75 for the day while the SPX is up about 14.5 for the day.

    QUOTE]Quote from rallymode:

    es/spx last print is at 3:15/3:00 central [/QUOTE]
     
    #8998     Jul 28, 2006
  9. I asked the same question a few pages back. The ES futures trade past the close of the cash so they move out of sync for a moment and when trading resumes the next day you have that difference between the two. So in a bad example, if the ES moved up after hours after cash closed and bewfore 4:15, the ES may already have some of the additional gain priced in. So if the SPX is moving higher, the ES futures do not necessarily have to run as fast since they have already moved some the day before.

    This is not the correct technical answer but a simple explanation.


    Remember that the computer arb traders keep the expected difference in line even if it does not look like it is in line.

    [/QUOTE]
     
    #8999     Jul 28, 2006
  10. Prevail

    Prevail Guest

    which implores me to ask that which I don't know, why have the differences in closing times anyway?

    every quarter end the cme adjusts the closing to be in line with spx to avoid someone manipulating anyway.
     
    #9000     Jul 28, 2006