Conservative Options Trades

Discussion in 'Journals' started by danshirley, Aug 21, 2011.

  1. HON:

    http://www.reuters.com/article/2012/12/10/us-honeywell-outlook-idUSBRE8B90H520121210

    http://finance.yahoo.com/news/honeywell-issues-weak-2013-outlook-145437901.html

    http://finance.yahoo.com/q/ks?s=HON+Key+Statistics

    http://investing.money.msn.com/investments/financial-statements?symbol=hon

    http://finance.yahoo.com/q/bc?s=HON+Basic+Chart&t=5y

    Trade:
    With HON at 61.76
    Sell the Jun 70 call and buy the Jun 72.50 call for a net credit of $32
    Yield = 32/218 = 14.7% in 193 days or 28% annualized.
    Prob = 83%
    Expectation = .83(32) - .12(218) - .05(109) = 26.6 - 26.3 - 5.45 = -5

    update: filled at 35
     
    #383     Dec 10, 2012
  2. CLNE:

    http://www.forbes.com/sites/kensilv...-gas-fueled-cars-and-trucks/?partner=yahootix

    http://finance.yahoo.com/q/pr?s=CLNE+Profile

    http://www.fool.com/investing/general/2012/12/03/3-reasons-to-buy-clean-energy-fuels.aspx

    http://www.fool.com/investing/general/2012/12/06/3-reasons-to-sell-clean-energy-fuels.aspx

    http://finance.yahoo.com/q/ks?s=CLNE+Key+Statistics

    http://investing.money.msn.com/investments/financial-statements?symbol=clne

    http://finance.yahoo.com/q/bc?s=CLNE+Basic+Chart&t=5y

    Trade1:
    Sell the June $8 put for $35 credit
    Capital Required: $765
    Yield = 35/765 = 4.6% in 188 days or 8.9% annualized.
    Prob = 89%
    Expectation = .89(35) - .01(765) - .10(382) = 31.2 - 7.65 - 38.2 = -15

    Trade2:
    June 8/3 bull put spread for $30 credit
    Capital Required: $470
    Yield = 30/470 = 6.4% in 188 days or 12.4% annualized.
    Prob = 89%
    Expectation = .89(30) - .01(470) - .1(235) = 26.7 - 4.7 - 23.5 = -1.5

    Trade3
    June 8/13 bull call spread for $365 debit
    Capital Required: $365
    Yield = 135/365 = 37% in 188 days or 72% annualized
    Prob = 41%
    Expectation = .41(135) - .13(365) - .46(182)= 55.4 - 47.4 - 83.7 = -76


    .............Trade1.........................Trade2.....................Trade 3
    Price.....P/L..........%..............P/L............%.............P/L............%
    1.........(665)......(87%).........(470)......(100%)........(365)..........(100%)
    2.........(565)......(74%).........(470)......(100%)........(365)..........(100%)
    3.........(465)......(61%).........(470)......(100%)........(365)..........(100%)
    4.........(365)......(48%).........(367).......(78%).........(365)..........(100%)
    5.........(265).......(35%)........(271).......(58%).........(365)..........(100%)
    6.........(165)......(22%).........(161).......(34%).........(365)..........(100%)
    7..........(65)........(8%)..........(65)........(14%).........(365)..........(100%)
    8...........35..........4.6%..........30...........6.4%.........(365)..........(100%)
    9...........35..........4.6%..........30...........6.4%.........(264)..........(72%)
    10.........35..........4.6%..........30...........6.4%.........(161)...........(44%)
    11........35...........4.6%..........30...........6.4%..........(58)............(16%)
    12.........35..........4.6%..........30...........6.4%..........35................9.5%
    13.........35..........4.6%..........30...........6.4%..........135..............37%
     
    #384     Dec 15, 2012
  3.  
    #385     Dec 15, 2012
  4. CLNE:

    http://www.forbes.com/sites/kensilv...-gas-fueled-cars-and-trucks/?partner=yahootix

    http://finance.yahoo.com/q/pr?s=CLNE+Profile

    http://www.fool.com/investing/general/2012/12/03/3-reasons-to-buy-clean-energy-fuels.aspx

    http://www.fool.com/investing/general/2012/12/06/3-reasons-to-sell-clean-energy-fuels.aspx

    http://finance.yahoo.com/q/ks?s=CLNE+Key+Statistics

    http://investing.money.msn.com/investments/financial-statements?symbol=clne

    http://finance.yahoo.com/q/bc?s=CLNE+Basic+Chart&t=5y

    Trade1:
    Sell the June $8 put for $35 credit
    Capital Required: $765
    Yield = 35/765 = 4.6% in 188 days or 8.9% annualized.
    Prob = 89%
    Expectation = .89(35) - .01(765) - .10(382) = 31.2 - 7.65 - 38.2 = -15

    Trade2:
    June 8/3 bull put spread for $30 credit
    Capital Required: $470
    Yield = 30/470 = 6.4% in 188 days or 12.4% annualized.
    Prob = 89%
    Expectation = .89(30) - .01(470) - .1(235) = 26.7 - 4.7 - 23.5 = -1.5

    Trade3
    June 8/13 bull call spread for $365 debit
    Capital Required: $365
    Yield = 135/365 = 37% in 188 days or 72% annualized
    Prob = 41%
    Expectation = .41(135) - .13(365) - .46(182)= 55.4 - 47.4 - 83.7 = -76


    .............Trade1.........................Trade2.....................Trade 3
    Price.....P/L..........%..............P/L............%..............P/L...............%
    1.........(665)......(87%).........(470)......(100%)........(365)..........(100%)
    2.........(565)......(74%).........(470)......(100%)........(365)..........(100%)
    3.........(465)......(61%).........(470)......(100%)........(365)..........(100%)
    4.........(365)......(48%).........(367).......(78%).........(365)..........(100%)
    5.........(265).......(35%)........(271).......(58%).........(365)..........(100%)
    6.........(165)......(22%).........(161).......(34%).........(365)..........(100%)
    7..........(65)........(8%)..........(65)........(14%)..........(365)..........(100%)
    8...........35..........4.6%..........30...........6.4%..........(365)..........(100%)
    9...........35..........4.6%..........30...........6.4%..........(264)..........(72%)
    10.........35..........4.6%..........30...........6.4%..........(161)...........(44%)
    11.........35..........4.6%..........30...........6.4%...........(58)............(16%)
    12.........35..........4.6%..........30...........6.4%...........35................9.5%
    13.........35..........4.6%..........30...........6.4%...........135..............37%
    14.........35..........4.6%..........30...........6.4%...........135..............37%
     
    #386     Dec 15, 2012
  5. In one of my many recurrent nightmares I am back in the ICU unit at Lankenau hospital where I used to work and Miss Krieger, the head nurse , is yelling at me about a patient who is literally dying in our hands... and i am at a loss as to what I can do.

    In those days a Left Ventricular Assist Device (LVAD) was about the size of a large refrigerator and the chances of getting off one alive was practically zero.

    I am glad to know that this is no longer the case:

    THOR:
    http://www.zacks.com/commentary/24965/thoratec-corp

    http://finance.yahoo.com/news/thoratec-wins-approval-japan-163902087.html

    http://finance.yahoo.com/news/thoratec-retained-outperform-164904789.html

    http://www.youtube.com/watch?v=-Q2wyRwqboY

    http://www.youtube.com/watch?v=bhEpx1id-ec

    http://finance.yahoo.com/q/bc?t=5y&l=off&z=l&q=l&p=&a=&c=&s=thor&ql=1

    Trade:
    With THOR at 37.58
    Buy the July THOR 35 call and sell the July 40 call for a net debit of $305

    Price...................P/L
    30.....................(305)
    35.....................(305)
    38.05...................0
    40......................195
    45......................195
     
    #388     Dec 17, 2012
  6. An ITM five-wide on THOR at 3.05? A debit? $0 decay and you're off on the credit.
     
    #389     Dec 17, 2012
  7. And don't forget, this 7 month spread is a so-called "conservative" trade.
    :confused:
     
    #390     Dec 17, 2012