credit spreads

Discussion in 'Options' started by met1989, Mar 24, 2020.

  1. met1989

    met1989

    stupid question

    but if i see a credit spread for 90$ and i need to pay 10$ to pay it so it means my whole risk is 10$ that's my loss
    but does it mean i can take the 90$ to buy lunch till expiry then it will expire with -10$?
     
  2. It's means that the equivalent spread (vertical, let's say) is $10 bid.

    XYZ at $40 and the 36/37 call spread is trading $0.90. You short it. The equivalent put spread is $10. You're risking $10 to earn $90, but the probability is far higher that you're going to lose $10.
     
  3. .sigma

    .sigma

    I'm confused. You don't pay for credit spreads, they are initiated @ a credit, which you sold.

    Debit spreads are paid for, and the debit paid is your max risk.

    Also lets say you sold a credit spread, I don't think you can collateralize the premium sold. Theoretically you can? Someone correct me.
     
  4. taowave

    taowave

    Box arbitrage..

     
  5. .sigma

    .sigma

    Conversions+reversals, jellyrolls, reversals+rolls yes

    or maybe a long fly for a credit, discount-arb
     

  6. lol you think that's going to help him to hear that?
     
  7. taowave

    taowave

    Lol...I was sort of replying to Sigma,but wasn't sure who he was replying to:)

     
  8. Sry, I have that vag blocked.