SPX Credit Spread Trader

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

  1. I am considering opening a trading account with IB to reduce my trading expenses. The only trades I will execute are FOTM net credit spreads on the SPX, RUT, OEX and NDX index's. I have a few questions to this broad before I apply for an account:

    1- Doe's IB have an order entry screen like OX that allows me to input both legs of my credit spread and then a limit credit amount for the entire spread as a GTC order.

    2- Do they have an Iron Condor order entry screen for entering all 4 legs and one limit credit for the entrie IC trade.

    3- Is margin only required to cover one of the spread legs.

    4- Do they require margin be in cash. Or can I invest my trading capital in ETC's and use 50% for my margin requirements.

    I am not interested in trading futures or any other type of option strategy at this time. I just want to improve my net return by lowering my commissions.

    Thanks to everyone on this broad for sharing their experiences and knowlege.
     
    #9701     Aug 27, 2006
  2. It seems how to calculate a meaningful return rate of options trading against what sort of (employed) capital base would not be an easy task. :confused:
     
    #9702     Aug 27, 2006
  3. To keep it simple, I basically stick with looking at the return on the actual max capital at risk in a given spread. For credit spreads, although I have said this many different ways, basically I would love 3% minimum on any position I enter. However I take into account the location of the strikes. I would accept 2% for much safer strikes than shoot for 5% and be out of my comfort zone.

    For diagonals, since I am walking into this new, I basically am looking for strikes I like and a decent credit. What is a decent credit? Still learning but 2-3% to start out with seems a good place to start. Since diagonals have so many adjustment possibilities I can add more premium as I did with my current diagonal.

     
    #9703     Aug 27, 2006
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    #9704     Aug 27, 2006
  5. ChrisM

    ChrisM



    1. IB spread order system is somewhat inefficient. I have learned from ktm that you need corresponding spread order on opposite side to get filled. Otherwise your spread order may hang on on the screen no matter bid/ask between legs is the same as your limit price.

    2. No, but even if they had it would not be reliable with present spread order system.
     
    #9705     Aug 28, 2006
  6. Sailing

    Sailing

    Try calling or emailing them your questions. They have recently adopted a few changes which people at this group site may not be aware.

    Oh, and if you can't get through to them, or they don't respond in a timely fashion, consider trying ThinkorSwim.

    If SPAN margin is your reasoning then IB is your place, but ThinkorSwim will soon be addressing this issue as well.

    Let us know your outcome....

    M~



     
    #9706     Aug 28, 2006
  7. burrben

    burrben

    Hey all,
    I've been out of touch for the last 14 days, and I'm looking to put on some Sept positions. I'm currently reading all the talking heads but I figured I'd ask this group as well. Anyone have SPX levels in mind that they are looking at?
    A service I get has the Sept range at 1180 to 1310, but wondering if the members here might have any insight. I sense we're in a neutral to uptrending market for Sept Ex, opinions?
    Rally any nice charts or channel entry points?

    I currently have a 10xSPX SEPT/OCT PUT DIAG 1225/1200 with the VIX at 14.5ish. VIX is now at 12.42 so my diag is hurting a but, but no worries yet.

    brrrrrrr...
     
    #9707     Aug 28, 2006
  8. ChrisM

    ChrisM

    Correct,

    I can see this in my screen.

    it must have been added just recently.

    Did you try these features ?
     
    #9708     Aug 28, 2006
  9. Surely you don't mean spoofing? That would be breaking exchange rules. You must mean something else...:D
     
    #9709     Aug 28, 2006
  10. I don't think so Chris. IB will guarantee fills on complex spreads, provided you are hitting the bid or offer.
     
    #9710     Aug 28, 2006