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Old 10-22-2007, 11:22 AM
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This member is the original thread starter. Re: Credit Spreads

Love credit spreads...making money when the market's down.

As for how I'll adjust these spreads...when any leg of an IC is .10 or less, I'll buy it back. No sense in having a gain and letting it potentially turn into a loss for a wimpy 10 cents more.

If price comes down into 1.50 - 2.00 of my short strike, I'll look to close out the short strike and hold the other IF there is a lot of time left to expiration AND there seems to be more potential to that side.

If we are inside of 10 days (calendar days) until expiration, I'll look to close out the trade. No sense in taking an un-needed gamma exposure coming into expiry.

Weekends are the best, because time decay is working for you while the markets aren't even open. Gotta love that.

Current market situation :


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