SPX Credit Spread Trader

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

  1. Crucis

    Crucis

    Two reasons...

    First you can buy long on SDS and it acts like a short. Second, it will have less margin impact.
     
    #9271     Aug 9, 2006
  2. Crucis

    Crucis

    Hmmm..

    Bought 100 SDS this morning in a paper trade @ 69.38. It's now up to $70.05.

    This could be a day-trader's delight---if I day-traded. :D
     
    #9272     Aug 9, 2006
  3. Since spx and rut will settle next Friday (7/18) at open, does it mean our margin will be released right after the settlement price is set?
     
    #9273     Aug 9, 2006
  4. The options technically expire SATURDAY. My broker (IB) does not release margin until Monday. That feels normal. Can't release margin until after options technically expire.

    But, someone else here stated that TOS will release margin on Friday, if you call them. I don't understand how they can do that, but it can't hurt to ask.

    Mark
     
    #9274     Aug 9, 2006
  5. cdowis

    cdowis

    >Bought 100 SDS this morning in a paper trade

    That's why there is no liquidity. Everybody is paper trading it. :)
     
    #9275     Aug 9, 2006
  6. ryank

    ryank

    Your downside breakeven goes up quite a bit if you do this, you would have to be somewhat bearish to do this as you say.
     
    #9276     Aug 9, 2006
  7. Crucis

    Crucis

    Goes quick if you use a market order. Even with the wide b/a, you can still make money. SDS was @ $70.57 last I looked, up from $69.38 just before noon.
     
    #9277     Aug 9, 2006
  8. ryank

    ryank

    Doesn't SPX technically expire on Friday? You can't trade them after 4:15 on Thursday, they settle on Friday. So once the settlement number comes out expiration on those options is complete and you can get your margin released right?
     
    #9278     Aug 9, 2006
  9. BTO 20 SPX 1150 put
    STO 20 SPX 1165 put
    Net credit .50
    ROM .5/14.5 = 3.45%

    nice spike in the VIX here going into the close, 15.22 off the low of 14.07 for the day
     
    #9279     Aug 9, 2006
  10. qamhwr

    qamhwr

    When I trade SPX on TOS my margin is released when the know what the SET price is. This is usually around lunch time on friday.

    George
     
    #9280     Aug 9, 2006