SPX Credit Spread Trader

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

  1. Mo,

    I got the info from volatilitypimp, but he said they provide favorable haircut margin. Leverage is provided for day trading only or you will charge a pretty high overnight interest.

    It is a pretty new firm (started in 2004) so I want to gather more info about it.
     
    #9411     Aug 15, 2006
  2. Yes, looking at the diagonals now :)


     
    #9412     Aug 15, 2006
  3. ryank

    ryank

    This strong upward move today is hurting my first attempt at a put diagonal. My position is:

    STO Aug 1200 put for $12.00
    BTO Sep 1175 put for $13.60

    Current mid is $1.55. I can close it now and take my small lumps or roll it into a Sep credit spread. I think I will just take my lumps to free up margin for other positions I am looking at that would return more.

    Edit: It would make more sense to hold on until expiration, who knows, might get a drop in the market with a little pop in vol might put me into the black or leave me still with a relatively small loss if we keep going up.
     
    #9413     Aug 15, 2006
  4. Hurting my 1240/1210 diagonal as well entered when ES was 1279.5. Entered for a debit of 3.30

    ES now is 1282.25 and my mid is 3.15. Not a big loss but will probably get less than mid if i do decide to sell.
     
    #9414     Aug 15, 2006
  5. I mis-spoke when I told you about the haircut. Momoney is right, Simplex does not offer haircut margin, but does offer up to 5-1 option leverage.
     
    #9415     Aug 15, 2006
  6. Well then it's a haircut. Problem being, that's intraday at 5:1. Correct? Do they offer 5:1 for overnight?
     
    #9416     Aug 15, 2006
  7. Grabbed a diagonal today using ES and EW Calls for SEPT and AUG. I pushed hard legging in so did not get the best fills I wanted as the market crept higher but I still like it for post AUG expiration gains:

    Sold 135 AUG EW 1315 Calls @ Average Price of 1.83
    Credit = ~ $12,402.50

    Bought 150 SEP ES 1335 Calls @ 1.45
    Debit = $10,875

    NET CREDIT = $1,527.50


    The net credit is not the most attractive for this, but I am actually betting on bigger potential profits from the SEP ES calls after the EWs expire worthless or are adjusted/rolled into SEP. Even if the SEP ES calls have only .30 premium left, I can sell them for $2,250 or so. But I am hoping for sideways turmoil as we go into the end of August and perhaps a small SEPT pop and pause....


    I am playing the short strike closer to the money based on my continuing feeling that we do not have enough steam to truly push higher, even with today's news. We will limp along the next week or so in my opinion and if ES pushes 1315 I will roll the EW to the SEP ES or a reverse calendar depending on the situation on the credits.
     
    #9417     Aug 15, 2006
  8. Perhaps I'm confusing myself, lol. The offer is actually 10-1 intraday for options and 5-1 overnight. And it's 20-1 for stock leverage.

    [edit: the 10-1 really helps me out because I can leg into spreads with the short leg first no problemo. So in that regard I have a lot more freedom. And like I said you can carry 5-1 overnight if you wish, but the vig isn't cheap. So the setup is really geared towards the risk, stat, vol, conv. arb types of traders]
     
    #9418     Aug 15, 2006
  9. What are they charging for the overnight 5:1?
     
    #9419     Aug 15, 2006
  10. .0025

    ~50%APY

    charged over and above your existing capital. If you have 10k in equity and 20k in positions, u will be charged daily interest on 10k.
     
    #9420     Aug 15, 2006