SPX Credit Spread Trader

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

  1. ryank

    ryank

    As Coach pointed out, the diagonals I put on the other day (look back a few pages) turns out to be a Sep/Oct calendar with a Put diagonal surrounding it. I guess I knew that going in but didn't think about it in those terms, just as diagonals. I would prefer for the market to go down a little with a good pop in volatility going into expiration to make this position really pay off. I can only take what the market gives me, now it is time to just sit back, grab a beer and watch :cool:.
     
    #9621     Aug 22, 2006
  2. By the way I forgot to mention something important that happened recently...

    Jessica Alba voted Best Female Hottie at the Teen Choice Awards...

    Nuff said...





    Good thing they did not check ages of those who voted several thousand times repeatedly :D
     
    #9622     Aug 22, 2006
  3. Thats it, quintuple diagonals, stretched out double tents, i am now convinced that some people here hold their brokerages' stock.
     
    #9623     Aug 22, 2006
  4. cdowis

    cdowis

    Hmmm.....

    I found one interesting problem the ES calendars. The Sep and Oct are based on two different market prices (sep vs dec).

    Now to figure out how to put that into an options analysis program. I can't figure out how to do an analysis of horizontals with different market prices for the back and front months.

    Any ideas? Any software that handles this?
     
    #9624     Aug 22, 2006
  5. jeffm

    jeffm

    I see your point that a more complicated position isn't necessarily a better position. "Better" is in the eye of the beholder of course.

    I totally disagree that brokerages are the beneficiary of options overtrading. I am quite sure that if I spend $3 per contract to buy a calendar and improve a position, IB really doesn't give a crap. The real fight if you overtrade is with the bid/ask spread, not the broker. Not with the markets and brokers being discussed here anyway.

    I am not sure what your "between the lines" point is. By your logic, why would anyone double their costs and buy a straddle? They should just get the direction right and only buy one side! Why does someone trade a spread anyway? If your market forcasting is hot stuff, just buy the right option and rake in the cash. Adding a position to improve a trade's risk profile is admitting that you don't know where the market will go. I guess some people are more confident in their market forecasts than others...

     
    #9625     Aug 22, 2006
  6. You can use the fair value for comparison.

    [Edit] I have never traded ES, nor future. My suggestion is based on theory.
     
    #9626     Aug 22, 2006
  7. Relax Jeff. I wasnt attacking anyone or making claims for better trades. IMO complexity is hardly ever the way to go but I am quite sure the local boys are loving the vig on those quantuple diags. Why do you guys wonder when your diags arent getting filled at mid?

    Anyway, Just another useless post of mine, carry on if you think all those tent poles improve your expectancy.
     
    #9627     Aug 22, 2006
  8. The beauty of option trading is its complexity. It serves my ego very well :D . Too bad that I still have to eat :mad:
     
    #9628     Aug 22, 2006
  9. Speaking of tent poles, you guys saw JA on the Teen Choice awards right...

    LOL...

    sorry some humor was warranted lol
     
    #9629     Aug 22, 2006
  10. cdowis

    cdowis

    This may be related to the discussion on tent poles ==

    I like Sheridan's suggestion on placing calendars -- just place the trade. Wait to see what happens and adjust accordingly.

    Sigh, my indicators tell me a bull market. So what do I do? I place a sep/oct 1240/1260 put diag. Now I am beginning to wonder.

    Normally I can place a market order and get a good fill from the broker, but I got the "stupid trader" award on this one. They gave me a lesson on entering a position with a market order.

    Stupid post, but I was bored.
     
    #9630     Aug 22, 2006