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  1. SPX Credit Spread Trader

    I like your reverse vega play. Suppose I am going to do it now. STO Aug 1225 Put @ 7.3 BTO Sep 1200 Put @ 9.3 net debit 2.0 Case 1:...
    Post by: yip1997, Jul 25, 2006 in forum: Journals

  2. SPX Credit Spread Trader

    Coach, If we don't look at the leverage, I don't see the benefit of moving to ES as commission cost for ES is higher than that of SPX. I...
    Post by: yip1997, Jul 25, 2006 in forum: Journals

  3. SPX Credit Spread Trader

    Murray, Thank you for introducing me to vega play. I never look at vega when I open a combo. My analysis is always delta and theta driven....
    Post by: yip1997, Jul 25, 2006 in forum: Journals

  4. SPX Credit Spread Trader

    I don't have IB account. Can anyone tell me what the margin requirement for es aug 1130/1110 put credit spread? Like to get a feeling on span...
    Post by: yip1997, Jul 25, 2006 in forum: Journals

  5. SPX Credit Spread Trader

    According to monte carlo simulation, it is better not to hedge in a long run. Reality always differs from simulation, and I don't have enough...
    Post by: yip1997, Jul 25, 2006 in forum: Journals

  6. SPX Credit Spread Trader

    Murray, Thanks for sharing a wonderful document with us. I have 2 questions regarding closing a position. 1. It is true that hedging...
    Post by: yip1997, Jul 25, 2006 in forum: Journals

  7. SPX Credit Spread Trader

    Mark, Thank you for your opinion on diagonal spread. My original question was concerned with vertical spread, but your idea on diagonal spread...
    Post by: yip1997, Jul 24, 2006 in forum: Journals

  8. SPX Credit Spread Trader

    Coach, Since my first credit spread, I have been reading books regarding put credit spread. Because of the volatility skew, most books...
    Post by: yip1997, Jul 24, 2006 in forum: Journals

  9. SPX Credit Spread Trader

    Murray, I have been looking at your diagonal spread for the last several days because of a better leverage compared to my 3-leg position. I...
    Post by: yip1997, Jul 24, 2006 in forum: Journals

  10. SPX Credit Spread Trader

    I plan to open spx 1160/1150 credit spread on Monday. The margin should be 1000 for each contract. Anyone knows the span margin for the...
    Post by: yip1997, Jul 22, 2006 in forum: Journals

  11. SPX Credit Spread Trader

    www.888options.com
    Post by: yip1997, Jul 22, 2006 in forum: Journals

  12. SPX Credit Spread Trader

    Bob, This example showed that you took advantage of the fast decay of front month leg as compared to the back month. The time decay grows...
    Post by: yip1997, Jul 22, 2006 in forum: Journals

  13. Best book on synthetics?

    How does it compare to "option volatility & pricing" by Natenberg?
    Post by: yip1997, Jul 21, 2006 in forum: Options

  14. SPX Credit Spread Trader

    Murray, Excellent work! I can see the profit on margin for these diagonals are pretty large with an average of over 20%, that I think is a lot...
    Post by: yip1997, Jul 20, 2006 in forum: Journals

  15. Vertical Spreads for Aggressive Growth

    For options, do you normally average down? I have OIH 120 naked puts opened already, and consider writing more puts as I believe OIH should hold...
    Post by: yip1997, Jul 20, 2006 in forum: Journals

  16. Vertical Spreads for Aggressive Growth

    For options, do you normally average down? I have OIH 120 naked puts opened already, and consider writing more puts as I believe OIH should hold...
    Post by: yip1997, Jul 20, 2006 in forum: Journals

  17. SPX Credit Spread Trader

    How do you manage your fly with OIH dropping to around $135 now? I really don't have any experience with it, and I like to learn risk control for...
    Post by: yip1997, Jul 20, 2006 in forum: Journals

  18. SPX Credit Spread Trader

    I didn't want to close the position today because the time premium is still pretty good like 20 - 30 cents. I probably will offset by buying or...
    Post by: yip1997, Jul 20, 2006 in forum: Journals

  19. SPX Credit Spread Trader

    Note this type of strategy has a naked leg. It means you have a potential of unlimited risk. The selection of the strike prices and ongoing risk...
    Post by: yip1997, Jul 20, 2006 in forum: Journals

  20. SPX Credit Spread Trader

    I have a short straddle with IWM at 69, opened a week ago. Since one will expire worthless, and one will be exercised, just wonder how you close...
    Post by: yip1997, Jul 20, 2006 in forum: Journals
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