Conservative Options Trades

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

  1. RGC:

    http://finance.yahoo.com/news/portf...;_ylg=X3oDMTBhYWM1a2sxBGxhbmcDZW4tVVM-;_ylv=3

    http://en.wikipedia.org/wiki/The_Hunger_Games:_Catching_Fire

    http://finance.yahoo.com/news/ticke...-192014333.html;_ylt=A2KJ3CfxPpJSbiMA2beTmYlQ

    http://www.youtube.com/watch?v=hmVi-GPUpy8

    http://www.zacks.com/stock/quote/RGC

    http://stockcharts.com/h-sc/ui?s=rgc

    Trade:
    With RGC at 19.62

    Jan '14 17.50/20 bull call spread for a net debit of $180


    Price..............Profit / Loss........... %
    13.00.............. (180.00) .........-100.00%
    15.00.............. (180.00) .........-100.00%
    17.50.............. (180.00) .........-100.00%
    17.80.............. (149.70) ...........-83.17%
    19.30................... 0.00 ...............0.00%
    20.00.................. 70.00 .............38.89%
    22.00.................. 70.00 .............38.89%
    22.50.................. 70.00 .............38.89%
    25.00.................. 70.00 .............38.89%
     
    #551     Nov 24, 2013

  2. tj,

    I think oldeneme put us all on ignore after a battle over the meaning of "conservative", so you might not get a reply...just sayin'..
     
    #552     Nov 26, 2013
  3. #553     Nov 27, 2013
  4. NTE:

    http://www.thestreet.com/story/1212...umbled-on-tuesday.html?puc=yahoo&cm_ven=YAHOO

    http://finance.yahoo.com/news/nam-tai-electronics-inc-q3-110000253.html

    http://www.thestreet.com/story/1204...-stocks-top-4-companies-tcap-sbr-nte-vgr.html

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

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

    http://stockcharts.com/h-sc/ui?s=NTE

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

    Trade
    With NTE at 7.38

    Jun 5/250 bull put spread for a net credit of $30
    Yield = 30/220 = 13.6% in 205 days or 24.3% annualized
    Prob = 77%
    Expectation = .77(30) - .01(220) - .22(110) =23.1 -2.2 - 24.2 = -3.3

    Price............P/L...............%
    2.00 ........(220.00) .....-88.00%
    2.50 ........(220.00) .....-88.00%
    3.29 ........(141.40) .....-56.56%
    4.70 ............0.00 ..........0.00%
    4.77 ............7.00 ..........2.80%
    5.00 ..........30.00 .........12.00%
    6.00 ..........30.00 .........12.00%
    7.00 ..........30.00 .........12.00%
    9.00 ..........30.00 .........12.00%


    Closing Bid/Ask on the spread is .15/.40
    At the bid of $15 the expectation is very negative and you need at least $30 to get a barely acceptable expectation. Thus the market makers are not giving away anything on this spread but you can put in your bid at $30 in competition with the MM $40 and wait for another retail trader to take you up on the trade. It costs nothing to try.
     
    #554     Nov 28, 2013
  5. UUP:

    http://seekingalpha.com/article/185...-to-stop-stockpiling-u-s-dollars?source=yahoo

    http://motherboard.vice.com/blog/china-is-quitting-the-us-dollar

    http://seekingalpha.com/article/186...na-a-game-changer-for-u-s-dollar?source=yahoo

    http://www.forbes.com/sites/deanpop...-talks-and-the-dollar-drops/?partner=yahootix

    http://finance.yahoo.com/q/bc?s=UUP+Basic+Chart&t=2y

    Trade:
    With UUP at 21.70

    Jan '15 23/25 bear call spread for a net credit of $22
    Yield = 22/178 = 12.4% in 410 days or 11% annualized
    Prob = 75%
    Expectation = .75(22) - .035(178) - .215(89) = 16.5 - 6.23 - 19.14 = -9


    Price..........Profit / Loss...........%
    16.00 ...........22.00 ...........11.00%
    19.00 ...........22.00 ...........11.00%
    22.00 ...........22.00 ...........11.00%
    23.00 ...........22.00 ...........11.00%
    23.22 .............0.00 ............0.00%
    25.00 .........(178.00) ........-89.00%
    26.00 .........(178.00) ........-89.00%
    28.00 .........(178.00) ........-89.00%
    30.00 .........(178.00) ....... -89.00%
     
    #555     Dec 2, 2013
  6. SEM:

    http://finance.yahoo.com/news/select-medical-downgraded-strong-sell-191002052.html

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

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

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

    Trade:
    with SEM at 8.50
    Trade #1
    Jun '14 10/12.50 bear call spread for a net credit of $30
    Yield = 30/220 = 13.6% in 200 days or 24.9% annualized
    Prob = 75%
    Expectation = .75(30) - .08(220) - .17(110) = 22.5 - 17.6 - 18.7 = -14


    Trade #2
    Jun '14 7.50/5.00 bull put spread for a net credit of $40
    Yield = 40/210 = 19% in 200 days or 35% annualized
    Prob = 66%
    Expectation = .66(40) - .05(215) - .29(108) = 26.4 - 10.75 - 31.3 = -16

    No preference
     
    #556     Dec 3, 2013
  7. FCG:

    http://finance.yahoo.com/news/natural-gas-etf-warms-cool-222206453.html

    http://finance.yahoo.com/q/hl?s=FCG+Holdings

    http://www.almanac.com/content/almanacs-long-range-weather-forecast-us-and-canada

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

    Trade:
    With FCG at 19.61

    Jan '14 15/20 bull call spread for a net debit of $428


    Price........Profit / Loss.......... %.....
    10.00 ........(428.00) .......-100.00%
    13.00 ........(428.00) .......-100.00%
    15.00 ........(428.00) .......-100.00%
    16.67 ........(261.30) .......-61.05%
    19.28 ...........0.00 ...........0.00%
    19.44 ...........16.40 .........3.83%
    20.00 ...........72.00 ........16.82%
    22.00 ...........72.00 ........16.82%
    25.00 ...........72.00 ........16.82%

    Potential Yield = 72/428 = 16.8% in 43 days or 143% annualized
     
    #557     Dec 5, 2013
  8. YUM:
    http://finance.yahoo.com/news/yum-falls-muted-outlook-204503551.html

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

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

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

    Trade:
    With YUM at 75.66

    Jan '15 85/90 Bear call spread for a net credit of $115
    Yield = 115/385 = 29.9% in 407 days or 26.8% annualized
    Prob = 71%
    Expectation = .71(115) - .21(385) - .08(192) = 81.65 - 80.85 - 15 = -14


    Price.............Profit / Loss...........%
    70.00 ..............115.00 ..........23.00%
    75.00 ..............115.00 ..........23.00%
    80.00 ..............115.00 ..........23.00%
    85.00 ..............115.00 ..........23.00%
    86.15 ..................0.00 ...........0.00%
    89.97 ................(382.30) .....-76.46%
    90.00 ................(385.00) .....-77.00%
    95.00 ................(385.00) .....-77.00%
    100.00 ..............(385.00) .....-77.00%
     
    #558     Dec 5, 2013
  9. Why not sell the 55/60 put spread as well? You're getting 0.90 at the bid and three handles in vol over the ATM.
     
    #559     Dec 5, 2013
  10. "Why not sell the 55/60 put spread as well? You're getting 0.90 at the bid and three handles in vol over the ATM."

    I consider YUM as over bought (because of its high PE relative to competitors) and the market in general as over extended.

    Thus I have a bearish bias toward YUM.

    This is a very long term trade and I might consider selling the bull put spread at some later date.

    http://finance.yahoo.com/q/co?s=YUM+Competitors
     
    #560     Dec 5, 2013