Ryan: Great link, thanks for posting it. I've been looking for this kind of data. Is there a similar chart for gaps upwards in the SPX?...
Andy: Which instruments have you found that are not correlated in the event of a disaster. I'm not experienced in differing types of...
Well said, Coach. Let's get back to the business at hand. I thought your were looking to place trade(s) today for October. I'm interested to...
Phil: I've heard that the CBOE is planning to introduce a "quickie" or short-term SPX option at the end of October. I'm not sure what it is...
Okay. So basically the midpoint is as I thought. If the credit spread b/a is 0.4/0.8 then the midpoint is 0.6. How about the natural. Using...
Coach: Are we talking about a credit spread? If the listed bid/ask on a credit spread is 0.4/0.8, then your formula would calculate 1.0....
This is eye opening because in July I had to cover a short strike that cost me a fortune. I didn't know to even check the SPY just to see what...
I just realized I forgot the OEX. Is the OEX traded on more than one exchange? If so, then since it is virtually identical to the SPX, how...
While waiting for an answer, I'll chime in with my very limited experience on ICs that I've traded on other indices. I've traded on the...
Okay. So if premiums are relatively the same across all markets and if the SPX is not competitive due to being listed exclusively on the CBOE...
Do not assume that readers of this journal are not interested in other strategies. However, we have seen too many postings from outsiders that...
Dr. ZhiVodka Here are my reasons for trading credit spreads on the SPX. 1) It is generally a slow moving index that does not gap relative to...
Also got filled on the following today: SPX OCT 1125/1140 bull put spread at $0.45 I tend to go further out of the money on the put side of...
Placed the following trade today: OCT SPX 1285/1300 bear call filled at $0.80 B/A was $0.55/1.25. I was filled in 2 minutes which suggests...
Clearly there is risk in trading, that we all know. I made some stupid mistakes in adjusting credit spreads in the past, partly because I have...
Now with the SPX over 10 points, the b/a is 0.1 to 1.1. I still can't get filled on the OCT SPX 1300/1310 at $0.45. Frustrating to say the least.
Coach: I read your adjustment with great interest. In July I attempted something similar as a result of the July 7th bombing. As in your...
As a followup on my post with regards to the b/a and splitting this to get filled on the SPX Oct 1300/1310, here is some new information. With...
Andy: What are you trying to get filled. I just looked at the actual contract sizes for the b/a I posted earlier. For the 1310, the contract...
With the SPX up over 8 points, I'm trying to get the following fill: SPX OCT 1300/1310 bear call spread at $0.45 Current b/a is $0.05/$1.05....
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