SPX Credit Spread Trader

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

  1. rsflint

    rsflint

    Newbie question :D

    I have a 1300/1310 bear call spread and am also getting close to my rule that says I need to exit out.

    Is there a difference between "rolling" into a new farther OTM bearish call spread, --OR-- exiting the position as one trade and opening a 2nd position as another trade??? Is there a commission difference??? Any other thoughts or comments are welcome.
     
    #9141     Aug 3, 2006
  2. "rolling" IS closing one spread and opening a new one...either same month farther out or to the next month. If you do it as one order you might be able to get out cheaper than doing two separate trades. Simply because your broker may be able to negotiate the rate. Same number of contracts same commission. What I usually do is sell a bull put spread to help offset the cost of rolling.

    I'll also sell another call spread even farther out.
     
    #9142     Aug 3, 2006
  3. Only spreads - verticals and diagonals.

    Mark
     
    #9143     Aug 3, 2006
  4. Thanks for your response Mark. Didn't realise market makers can lose money. Just thought they make the sell at the ASK and buy at the BID in offsetting/pairing amounts and laughed all the way to the bank :D

    eg. every 1300SEP Call you sold, you will buy back the same instrument and take the spread. Guess it doesn't work that way. No free lunch even for market makers :)
     
    #9144     Aug 4, 2006
  5. Mark,

    I thought market makers write a lot of naked options. Why don't you continue with your market making strategies?

    Percy
     
    #9145     Aug 4, 2006
  6. rdemyan

    rdemyan

    Coach:

    After the employment numbers, what's your thinking on adjusting your 1310/1320. Futures are off their highs.
     
    #9146     Aug 4, 2006
  7. I may hold off since people may not want to hold positions over the weekend given the possible escalation of fighting and oil prices moving higher. I may do nothing at all today and let it run to the close and if it is above 1290 at the close then look at adjustments Monday morning. I am taking my time with these adjustments since I have the luxury of scaling up in size as I go higher.

     
    #9147     Aug 4, 2006
  8. ready

    ready

    Coach will you scale up into aug or sept? While widening your strikes if you do it in Aug
    Thanks
     
    #9148     Aug 4, 2006
  9. UPDATE CURRENT OPEN POSITION SUMMARY OF SPREADS:


    1. SPX August Credit Spread

    LIMPING Iron Condor

    STO 300 AUG SPX 1125/1115 Put Spreads @ $0.50
    Credit = $15,000
    UPDATE Closed put spread for $0.05 and rolled up to 300 SPX 1210/1220 for $0.25. Thus an additional net credit of $0.20 or $6,000


    STO 150 AUG SPX 1310/1320 Call SPreads @ $0.55
    Credit = $8,250
    --->Watching close ro potential adjustment

    NEW COMBINED CREDIT = $29,250

    Return = ~10.8%


    2. CLOSED July ES Adjusted Into Put Ratio Spread and Hedges


    GROSS NET CREDIT Profit = $14,375



    3. ES/EW Call Ratio Diagonal Spread

    Long 50 ES Aug 1330 Calls @ 1.60 ($4,000)

    Update ES options worth about .90 or $2,250 right now. Once I close them, it will add to the credit profit already locked in below.

    Net Credit Profit = $2,750


    4. ES Diagonal Put Spread

    Sold 20 AUG ES 1225 Puts @ 8.75

    Bought 20 SEP ES 1200 Puts @ 11.00

    Net Debit = 2.25 or $2,250

    VIX = 14.57 [/B][/QUOTE]
     
    #9149     Aug 4, 2006
  10. I will stick with August for now. I do not believe we will have enough steam to make new highs but then again the Fed is the wild card :)

     
    #9150     Aug 4, 2006