Recent content by spreadwinx

  1. S

    SPX Credit Spread Trader

    Forgot attachment. FYI: Enclosed SEP EOD optionquotes on 8/17/06.
  2. S

    SPX Credit Spread Trader

    FYI: Enclosed SEP EOD optionquotes on 8/17/06.
  3. S

    SPX Credit Spread Trader

    Based on mid prices for the cross month AUG-SEP-OCT as of 7/25/06 SPX 1268.88 1275 S10 aug / L20 sep / S10 oct 7/25/06 12.9 22.8 33.4 8/17/06 23.0 33.4 45.5 8/17/06 -101...
  4. S

    SPX Credit Spread Trader

    Diff. is in the graph increment, see the 5pt graph increment & 15 pt graph increment at 1385 & 1390.
  5. S

    SPX Credit Spread Trader

    Attached the EW cross-month position at 10/31/06 assuming no change in vol using HoadleyOptions.
Back
Top