SPX Credit Spread Trader

Quote from domestic:

i was studying the es future options. a jan 1320/1300 may yield .6. are return's like that too close and/or not enough of premium? i still am firmly confident of continued success by trading the higher probability spread than those closer that can easily go itm . [/B]
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Question.

ES Futures contracts (Globex) are only available in Dec/Mar (USDollars).

Yet Globex January ES Futures Options are available to trade.

Since I cannot obtain either quotes or charts on Jan ES Futures, how do you determine the value of the underlying Jan ES Futures which are linked to the Options position?

D~
 
The JAN ES options are linked to the MAR ES future value since that is what they settle into.

Quote from MechTrade:

Question.

ES Futures contracts (Globex) are only available in Dec/Mar (USDollars).

Yet Globex January ES Futures Options are available to trade.

Since I cannot obtain either quotes or charts on Jan ES Futures, how do you determine the value of the underlying Jan ES Futures which are linked to the Options position?

D~
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Quote from Maverick74:

This place is a ghost town. :eek:
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Coach
Since the credit spread thread has fallen apart, how about starting a new thread with your other strategies like DD, futures etc.I am sure many of us are dying to learn them as we learnt credit spreads in the initial days(without getting sidetracked by all the BS). It may also attract new traders and learners.

thanks

ThunderChicken:cool:
 
Huge SPX & moderate VIX swing today on negative FED sentiment. I was able to pick up an initial Jan Put spread on the down run for pretty descent premium...

TS
p.s. [edit: the down run transient on SPX now appears to be correlated to a momentary oil up spike. Apparently "the market" is probing equities to see if oil has decoupled. It just proved it has not. Very interesting data point today...]
 
Credit spread fallen apart? I made about 23% return on margin/risk this year on credit spreads :D. In this recent uptrend I never got filled on my put spreads (have to admit I was being very aggressive) in NOV and DEC so I am just coasting on spreads for the rest of the year.

The ratio diagonal spreads thread does not seem to have a lot of interest so I am not adding much there.

Quote from ThunderChicken:

Coach
Since the credit spread thread has fallen apart, how about starting a new thread with your other strategies like DD, futures etc.I am sure many of us are dying to learn them as we learnt credit spreads in the initial days(without getting sidetracked by all the BS). It may also attract new traders and learners.

thanks

ThunderChicken:cool:
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Quote from RichardRimes:

He is doing a volatility thread...

also activity on Cache Landings thread with some nice ideas
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Can you post the links to both the threads.I cant seem to find them in the ocean of ET threads. On the same topic, how do you find threads with good stuff?. do you use keywords or dumb luck....

thanks
ThunderChicken:cool:
 
If someone says something actually intelligent I'll go thru their posts and often find very interesting threads :D

So pick your fav's and go to their earlier posts and see where it leads...of course you have to have no life to do this.

I'll be happy to post a couple you might like...too bad Momoney isn't here, he is the one with all knowledge at his fingertips. I believe he is off doing good and wish him well and I know we all miss him.

http://www.elitetrader.com/vb/showthread.php?s=&threadid=62104&perpage=6&pagenumber=90

http://www.elitetrader.com/vb/showth read.php?s=&threadid=79454

using the search function you can do both key words and users and you need to click on "posts" under the name of someone you want to read more of.
 
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