Conservative Options Trades

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

  1. #621     Feb 4, 2014
  2. MRK:

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

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

    http://finance.yahoo.com/q/co?s=MRK+Competitors

    http://finance.yahoo.com/q/bc?s=MRK&t=2y&l=on&z=l&q=l&c=^GSPC

    http://finance.yahoo.com/q/bc?s=MRK&t=2y&l=on&z=l&q=l&c=

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

    MRK pays a 3.3% dividend

    Trade:
    With MRK at 53.53
    Jan '15 40/35 bull put spread for a net credit of $41
    Yield = 41/459 = 8.9% in 345 days or 9.4% annualized
    Prob = 92%
    Expectation = .92(41) - .02(459) - .06(230)= 37.7 - 9.2 - 13.8 = 14.7
     
    #622     Feb 5, 2014
  3. GLW:

    http://finance.yahoo.com/news/corning-announces-fourth-quarter-full-121201791.html

    http://finance.yahoo.com/news/gorilla-glass-maker-corning-says-130901479.html

    http://finance.yahoo.com/news/corning-hit-gorilla-glass-woes-204005276.html

    http://www.forbes.com/sites/greatsp...cialty-materials-businesses/?partner=yahootix

    http://www.fool.com/investing/gener...-is-still-not-corning-incorporateds-frie.aspx

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

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

    http://finance.yahoo.com/q/bc?s=GLW&t=2y&l=on&z=l&q=l&c=

    Trade:
    With GLW at 17.55
    Aug '14 20/25 bear call spread for a net credit of $36
    Yield = 36/464 = 7.76% in 190 days or 14.9% annualized
    Prob = 77.2%
    Expectation = .772(36) - .03(464) - .2(232) = 27.8 - 13.9 -46.4 = -32.5


    Price............................Profit / Loss...................ROI %
    15.00............................. 36.00.............................. 7.76%
    18.00............................. 36.00............................. 7.76%
    20.00............................. 36.00............................. 7.76%
    20.29................................ 7.20............................. 1.44%
    20.36................................. 0.00............................ 0.00%
    23.94............................ (358.20)................... -71.64%
    25.00............................ (464.00)................... -92.80%
    27.50............................ (464.00)................... -92.80%
    30.00............................ (464.00)................... -92.80%

    Also viable:

    Jan '15 12/10 bull put spread for a net credit of $15
    Yield = 15/185 = 8.1% in 344 days or 8.6% annualized
    Prob = 91%
    Expectation = .91(15) - .02(185) - .07(92) = 13.6 - 3.7 - 6.44 = 3.5
     
    #624     Feb 6, 2014
  4. K:
    http://finance.yahoo.com/news/kellogg-beats-q4-earnings-revs-193009465.html

    http://finance.yahoo.com/news/kellogg-returns-profit-4q-revenue-132711595.html

    http://finance.yahoo.com/news/kellogg-cereals-struggle-keep-spot-165807931.html

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

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

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

    http://finance.yahoo.com/q/bc?s=K&t=2y&l=on&z=l&q=l&c=

    Trade:
    With K at 57,74
    Jan '15 45/40 bull put spread for a net credit of $38
    Yield = 38/462 = 8.2% in 345 days or 8.7% annualized
    Prob = 90%
    Expectation = .9(38) - .03(462) - .07(231) = 34.2 - 13.9 - 16.2 = 4.1


    Price................................Profit / Loss.....................ROI %
    30.00.................................. (462.00)..................... -92.40%
    35.00.................................. (462.00)..................... -92.40%
    40.00.................................. (462.00)..................... -92.40%
    44.62.......................................... 0.00........................... 0.00%
    45.00........................................ 38.00.......................... 8.20%
    50.00........................................ 38.00.......................... 8.20%
    55.00........................................ 38.00.......................... 8.20%
    60.00........................................ 38.00.......................... 8.20%
    65.00........................................ 38.00.......................... 8.20%
     
    #625     Feb 6, 2014
  5. VXX/SPY:

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

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

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

    Trade:
    with VXX at 48.51
    Feb 48/53 bull call spread for a net debit of $190


    Price................................Profit / Loss...................ROI %
    36.00................................. (190.00)................... -100.00%
    41.00................................. (190.00)................... -100.00%
    47.00................................. (190.00)................... -100.00%
    48.00.................................. (190.00).................. -100.00%
    49.90........................................... 0.00........................... 0.00%
    53.00..................................... 310.00..................... 163.16%
    54.00..................................... 310.00..................... 163.16%
    60.00..................................... 310.00...................... 163.16%
    65.00...................................... 310.00..................... 163.16%

    or

    with spy at 177.48
    Feb 175/170 bear put spread for a net debit of $190


    Price..................Profit / Loss............ROI %
    125.00................ 310.00................. 163.16%
    145.00................ 310.00................. 163.16%
    165.00................ 310.00................. 163.16%
    170.00................ 310.00................. 163.16%
    173.10...................... 0.00....................... 0.00%
    175.00................ (190.00)............ -100.00%
    180.00................ (190.00)............ -100.00%
    200.00................ (190.00)............ -100.00%
    220.00................ (190.00)............. -100.00%
     
    #626     Feb 7, 2014
  6. TEVA:

    http://finance.yahoo.com/news/teva-beats-q4-earnings-revs-131004683.html

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

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

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

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

    Trade:
    with TEVA at 44.69
    Sept 35/31 bull put spread for a net credit of $35
    Yield = 35/365 = 9.6% in 224 days or 15.6% annualized
    Prob = 83%
    Expectation = .83(35) - .07(365) - .1(182) = 29.1 - 25.55 - 18.2 = -15


    Price.............................Profit / Loss...................ROi %
    23.25.............................. (365.00) ...................-91.25%
    29.51.............................. (365.00)................... -91.25%
    31.00.............................. (365.00)................... -91.25%
    34.65...................................... 0.00......................... 0.00%
    35.00.................................... 35.00........................ 9.60%
    36.10.................................... 35.00........................ 9.60%
    42.69.................................... 35.00........................ 9.60%
    49.27.................................... 35.00........................ 9.60%
    55.86.................................... 35.00........................ 9.60%
     
    #627     Feb 7, 2014
  7. COST:

    http://finance.yahoo.com/news/costco-comps-surpass-expectations-215503090.html

    http://www.fool.com/investing/gener...vs-costco-do-lower-prices-trump-employee.aspx

    http://www.usatoday.com/story/money...s-walmart-federal-minimum-wage-obama/5029211/

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

    http://finance.yahoo.com/q/co?s=COST+Competitors

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

    http://finance.yahoo.com/q/is?s=COST

    http://finance.yahoo.com/q/bc?t=2y&s=COST&l=on&z=l&q=l&c=&ql=1&c=^GSPC

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

    Trade:

    Jan '15 85.5/80 bull put spread for a net credit of $35
    Yield = 35/515 = 6.8% in 341 days or 7.3% annualized
    (cost pays a dividend of 1.1% annualized)
    Prob = 93%
    Expectation = .93(35) - .03(515) - .04(258) = 32.55 - 15.45 - 10.32 = 6.8


    Price....................Profit / Loss.....................ROI %
    60.00...................... (515.00)..................... -93.64%
    75.00...................... (515.00)..................... -93.64%
    80.00...................... (515.00)..................... -93.64%
    85.15.............................. 0.00........................... 0.00%
    85.50............................ 35.00.......................... 6.80%
    90.00............................ 35.00.......................... 6.80%
    100.00......................... 35.00.......................... 6.80%
    125.00......................... 35.00.......................... 6.80%
    150.00......................... 35.00.......................... 6.80%
     
    #629     Feb 9, 2014
  8. http://www.marketwatch.com/story/10-stocks-to-beat-a-declining-market-2014-02-07?pagenumber=1

    ................................Hulbert's Quality Stocks...............................
    Stock..........................P/E.......................Beta.........................Chart
    AFL..............................9.57....................1.78............................ .X
    ALL............................10.97....................1.15..............................X
    WFC.........................11.66....................0.86..............................X
    BNS...........................10.66....................0.94..............................X
    RY...............................11.23....................1.14.............................X
    AAPL.........................12.92....................0.73............................X
    CSCO.........................12.33...................1.13............................X
    T.......................................9.53....................0.33............................X
    CVX.............................10.10....................1.11...........................X
    IBM..............................11.86....................0.67...........................X

    A good place to fish for trades


    e.g.
    T
    Oct 27/25 bull put spread for a net credit of $25
    Yield = 25/175 = 14.3% in 250 days or 20.8% annualized
    Prob = 90%
    Expectation = .9(25) - .03(175) - .07(87.5) = 22.5 - 5.25 - 6.12 = 11.13
     
    #630     Feb 9, 2014