Conservative Options Trades

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

  1. #441     Feb 15, 2013
  2. TIBX:
    http://finance.yahoo.com/q/h?s=TIBX+Headlines
    http://finance.yahoo.com/q/pr?s=TIBX+Profile
    http://finance.yahoo.com/q/ks?s=TIBX+Key+Statistics
    http://investing.money.msn.com/investments/financial-statements?symbol=tibx
    http://finance.yahoo.com/q/bc?s=TIBX&t=2y&l=off&z=l&q=b&c=

    Short Put: Sell 1 May 18 put for a net Credit of $60. Required:$1,740...3.5%
    Bull Put Spread: Sell 2 May 18 puts and 2 May 15 puts for a credit of $80. Required: $520...15.4%
    Bull Call Spread: Buy 2 May16 calls and Sell 2 May 20 calls for a credit of $120. Required:680...17.6%
    Long Call: Buy 1 May 18 call for a net debit of $430. Required: $430

    With TIBX at 21.45:

    Price..............Short Put............Bull Put Spread...........Bull Call Spread....... Long Call
    5......................(1240).....................(520).........................(680).....................(430)
    10.....................(740)......................(520).........................(680).....................(430)
    15.....................(240)......................(520).........................(680).....................(430)
    18......................60...........................80............................(283).....................(430)
    20......................60...........................80............................120.......................(221)
    21.45.................60...........................80............................120.......................(85)
    25......................60............................80............................120.......................270
    30......................60............................80............................120.......................570

    These are just the simplest trades. Butterflys, Condors, Back Spreads etc. provide a wide array of possibilities.

    "to a man with only a hammer... everything looks like a nail"
     
    #443     Mar 1, 2013
  3. <<< "to a man with only a hammer... everything looks like a nail" >>>


    For a man with no ability to manage their deteriorating leveraged trades after they are initiated..... all he can do is close them for a loss, or have them closed for him, for a loss.
     
    #444     Mar 1, 2013
  4. WMT:

    I am still looking for relatively safe, long term investments for the extra cash in my portfolio.

    With the Dow and S&P at highs this is a bad time to need to invest money, but the longer I let cash sit idle the more I lose in income.

    WMT was recently listed as the the #6 holding in Warren Buffett's portfolio:

    Warren Buffett's sixth place holding is Wal-Mart Stores Inc. ( WMT ), with a portfolio weighting of 4.3%, and 47,501,182 shares. Once called a "Wal-Mart believer," Buffet loves this low-cost operator. Thanks to Sam Walton's understanding of inventory turnover as the key to discount retail, Wal-Mart controls inventory turn better than its competitors, and therefore requires less capital. Wal-Mart is also great at the science of estimating revenue with "probable recurrence" purchases in the food department. Customers typically buy on a weekly basis and the purchases are repeated; tracking this is also a key to inventory planning, i.e. getting the right amount of product on the shelf at the right time, with little waste. According to Buffett, "...You want to be with a low-cost operator. Now, that's an advantage that Wal-Mart ( WMT ) has, that's an advantage a Costco ( COST ) has, and you can look throughout the field."

    http://www.nasdaq.com/article/warre...g-the-lowcost-operator-cm224101#ixzz2Mr1ofIS3

    WMT is also one of my recession resistant stocks:

    http://finance.yahoo.com/q/bc?t=5y&s=WMT&l=on&z=l&q=l&c=&ql=1&c=^GSPC

    It would have been nice to make a long term investment in WMT when it was closer to 50 then to 75:

    http://finance.yahoo.com/q/bc?t=5y&s=WMT&l=on&z=l&q=l&c=&ql=1

    But it's too late for that...I could wait but waiting yields 0%.

    Buffett has of course garnered the capital gain in WMT and collects the aprox 2.6% dividend. Let's see if we can do better than that 2.6%:

    Trade:
    Since $50 is a price I would be willing to pay for WMT:
    Sell the Jan '15 50 put and buy the Jan '15 45 put for a net credit of $37.
    Yield = 37/463 = 8.0 % in 670 days or 4.3% annualized. With treasuries being close to their peak:

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

    and yielding about 2.5% this is not a bad alternative.

    (copied from elsewhere)
     
    #445     Mar 7, 2013
  5. DBA:

    http://www.marketwatch.com/story/lo...ities-for-new-trades-2013-03-12?siteid=yhoof2

    http://finance.yahoo.com/q/bc?s=DBA&t=5d&l=off&z=l&q=l&c=

    http://finance.yahoo.com/q/bc?t=2y&s=DBA&l=off&z=l&q=l&c=&ql=1

    Trade:

    July 25/20 bull put spread for $24:
    Yield = 24/478 = 5% in 128 days or 14.3% annualized.
    Prob = 77%
    Expectation = .77(24) - .01(478) - .22(239) = 18.5 - 4.8 - 53 = -39

    Commodities have been in a long term down trend which is why the expectation is very negative. You need to believe with the author above that the down-trend is over in order for this trade to make any sense. I am not sure I do...and I'm not sure I don't.


    (copied from elsewhere)
     
    #446     Mar 13, 2013
  6. Based on the formula I use, your annualized % return on WMT is actually 4.03.... not 4.3.
    That assumes my formula is correct.

    670 days divided into 365 days = 0.545
    Spread gap of 5 divided into 100 = 20
    Credit $37

    Thus.... 37 X 20 X 0.545 = 4.03%
     
    #447     Mar 13, 2013
  7. http://finance.yahoo.com/q/bc?s=TLT+Basic+Chart&t=5y
    Decision Table
    TLT bull put spreads at different expirations
    Month...............Days.......Premium..........Yield..........Annualized.......Prob.............E
    April
    (100/95)............33...........(2)................0%.................0%............99%.............0
    May
    (100/95)............61.............4.................0.8%.............4.8%...........99%............4
    Jun
    (100/95)...........96.............8.................1.6%..............6.2%...........99%............8
    Sept
    (100/95).........187.............35.................7.5%............14.5%..........96%...........34
    Dec
    (100/95).........278.............55...............12.4%............16.2%...........93%..........51
    Jan '14
    (100/95).........306............65...............14.9%.............17.8%..........92%...........59
    Jan '15
    (100/95).........670...........146...............41.2%............22.5%..........83%..........121
    Jan'15
    (90/85)...........670............81...............19.3%............10.5%..........95%...........77
    Jan '14
    (90/85)..........306.............14.................2.9%............3.4%............99%..........13.9

    (posted elsewhere)
     
    #448     Mar 17, 2013
  8. Your annualized % return calculations are all estimated on the high side.
    Some just slightly, and others considerably.
    That clearly implies you are not using the same formula for all your calculations,... or you are not using the stated number of days you listed.
    If you are not going to use the number of days you listed, then why list them?
     
    #449     Mar 17, 2013
  9. COP:

    'ConocoPhillips Company (NYSE: COP) is an American multinational energy corporation with its headquarters located in the Energy Corridor district of Houston, Texas in the United States. It is the world's largest independent pure-play exploration & production company and is also one of the Fortune 500 companies. ConocoPhillips was created through the merger of Conoco Inc. and the Phillips Petroleum Company on August 30, 2002 and was the fifth largest integrated oil company until spinning off its downstream assets to Phillips 66'

    http://en.wikipedia.org/wiki/ConocoPhillips

    http://finance.yahoo.com/q/bc?t=5y&s=COP&l=off&z=l&q=l&c=&ql=1&c=^GSPC

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

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

    http://finance.yahoo.com/q/bc?s=COP&t=5y&l=off&z=l&q=l&c=

    COP is one of Buffett's long term holdings

    Trade:

    Jan 45/42.50 bull put spread for a net credit of $22.
    Yield = 22/228 = 9.6% in 303 days or 11.6% annualized
    Prob = 98%
    Expectation = .98(22) - .01(228) - .01(114) = 21.6 - 2.28 - 1.14 = 18.2

    (if anyone besides putmaster wants an explanation of these calculations I will be glad to provide it... but they are so self evident, and I've done it several times so that I don't think it's worth it)
     
    #450     Mar 20, 2013