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Day 45: Credit Spread Sept Expiration

This is for my Credit Spread (cash flow) students. Potential trading.

The overal market:

  • Over Market economy is generally good. Some scare about delta variant.
  • SPX January Barometer, mostly sideways. Actually 50 points up. So this should be an up year.
  • 200/50 up trending. Broke the 50 day moving average.
  • 30/10 down trend.
  • Chart. Sideways. BUT look at the M (double top) pattern, with maybe the kiss good bye?
  • Support 2200, Resistance 2250. She is getting ready to break out one way or the other.
  • Candlesticks. up patterns. penetrating.
  • Look at the following positions on paper (test). VPut about 1850 and VCall above 2500 (50 point spreads–therfore 1.50 min).
  • Paper filling below VPUT 1850. for example 1850/1840 for 40 cents. VCALL 2500/2550 for 1.85. my 1830/1840 at 30 cents is not filling

Looks like:

  • Filled at VPUT at 1840/1850 for 35 cents. Filled VCALL at 2500/2550 for 1.85 cents (5 times, 30-40 cents in 1.50 to 2.00 on a 50 spread).

  • M pattern. A double top. And what looks like a kiss goodbye. Could drop from here. But not an absolute.
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