This new software really sucks DBA: http://finance.yahoo.com/news/cool-...;_ylg=X3oDMTBhYWM1a2sxBGxhbmcDZW4tVVM-;_ylv=3 http://www.reuters.com/article/2014/08/06/us-ukraine-crisis-putin-food-idUSKBN0G61P020140806 http://finance.yahoo.com/q/bc?s=DBA&t=2y&l=off&z=l&q=l&c= Trade: With DBA at 26.15 Jan '15 28/33 bear call spread for a net credit of $30 Yield = 30/470 = 6.38% in 159 days or 14.6% annualized Prob = 75% Expectation = .75(30) - .01(470) - .24(235) = 22.5 - 4.7 - 56.4 = -38.6 Price..........Profit / Loss..........ROM % 20.00.......... 30.00............... 6.38% 25.00.......... 30.00............... 6.38% 28.00.......... 30.00............... 6.38% 28.14.......... 16.40............... 3.28% 28.30............ 0.00............... 0.00% 32.51....... (420.80)........... -84.16% 33.00....... (470.00)........... -94.00% 35.00....... (470.00)........... -94.00% 40.00....... (470.00)........... -94.00% The trade has a negative expectation based on previous price distribution but I am assuming that agricultural products prices will move down in distribution due to the record harvest and Putin ban. The full fall harvest will put pressure on ag prices into the end of December, and this pressure will be increased if Putin persists. The harvest is the important thing as the US exports very little ag directly to Russia, but there may be a push back effect from other countries which export more to Russia. I'm sure somebody has a model but I haven't seen it quoted as of yet. It will make for a drab Russian winter and cheap food in Europe and the US. We could put more corn into ethanol and more soy beans into biodiesel but energy is also abundant in the US due to the surplus in natural gas. Thus: bear market in agricultural products. http://growingms.com/news/2014/07/corn-growers-feel-bite-bear-market/
RNG: http://finance.yahoo.com/q/pr?s=RNG Profile http://news.investors.com/073014-71...xpected.htm?ven=yahoocp&src=aurlled&ven=yahoo http://www.cnbc.com/id/101896178?__...adline|headline|story&par=yahoo&doc=101896178 http://finance.yahoo.com/q/ks?s=RNG Key Statistics http://stockcharts.com/h-sc/ui?s=rng Trade: With RNG at 14.03 Sell Jan '15 12.50 put for a credit of $110.00 Yield = 110/1140 = 9.6% in 159 days or 22% annualized I am willing to buy RNG at 12.50
MCD: http://blogs.wsj.com/corporate-intelligence/2014/08/08/the-big-mac-is-in-a-big-slump/?mod=yahoo_hs http://finance.yahoo.com/news/mcdon...sales-fall-2-5-percent-121235648--sector.html http://www.nydailynews.com/life-style/eats/hamburglar-mcdonald-stinks-article-1.1852181 http://finance.yahoo.com/q/bc?s=MCD&t=2y&l=off&z=l&q=l&c=^GSPC http://finance.yahoo.com/q/bc?t=2y&s=MCD&l=off&z=l&q=l&c=&ql=1 Trade: With MCD at 93.55 Jan '15 100/105 bear call spread for a net credit of $55 Yield = 55/445 = 12.4% in 159 days or 28.4% annualized Prob = 78% Expectation = .78(55) - .09(445) - .12(223) = 42.9 - 40.1 - 26.8 = -24 Price..........Profit / Loss..........ROM % 70.00........... 55.00............. 12.40% 80.00........... 55.00............. 12.40% 95.00........... 55.00............. 12.40% 100.00......... 55.00............. 12.40% 100.55........... 0.00.............. 0.00% 105.00...... (445.00).......... -89.00% 110.00...... (445.00).......... -89.00% 120.00...... (445.00).......... -89.00% 130.00...... (445.00).......... -89.00%
TGT: http://finance.yahoo.com/news/target-slumps-strong-sell-preliminary-194502455.html http://blogs.barrons.com/stockstowa...re-wrong-on-target/?mod=yahoobarrons&ru=yahoo http://finance.yahoo.com/q/bc?s=TGT&t=2y&l=off&z=l&q=l&c= Trade: with TGT at 58.36 Jan '15 65/70 bear call spread for a net credit of $38 Yield = 38/462 = 8.2% in 158 days or 19% annualized Prob = 80% Expectation = .8(38) - .08(462) - .12(231) = 30.4 - 36.9 - 27.7 = -34.2 Price.............Profit / Loss...........ROM % 50.00.............38.00........................8.20% 55.00.............38.00........................8.20% 61.00.............38.00........................8.20% 65.00.............38.00........................8.20% 65.38.............0.00..........................0.00% 69.83.............(445.10)..................-89.02% 70.00.............(462.00)..................-92.40% 75.00.............(462.00)..................-92.40% 80.00.............(462.00)..................-92.40%
EXAS: http://www.bloomberg.com/news/2014-...pproval-for-colon-cancer-test.html?cmpid=yhoo http://stockcharts.com/h-sc/ui?s=exas This is the approval we have been waiting for so I have closed out my spread.
CREE: http://finance.yahoo.com/news/bank-america-responds-crees-report-120443857.html http://finance.yahoo.com/news/cree-beats-q4-earnings-strong-132003750.html http://www.thestreet.com/story/1284...urs-trading-today.html?puc=yahoo&cm_ven=YAHOO http://stockcharts.com/h-sc/ui?s=cree trade: With CREE at 44.74 Jan 55/60 bear call spread for a net credit of $50 Yield = 50/450 = 11.1% in 156 days or 26% annualized Prob = 80% Expectation = .8(50) - .13(450) - .07(225) = 40 - 58.5 - 15.8 = -34.3 Price.........Profit / Loss........ROM % 35.00............50.00.............11.11% 40.00............50.00.............11.11% 50.00............50.00.............11.11% 55.00............50.00.............11.11% 55.50..............0.00..............0.00% 58.20..........(270.00)..........-54.00% 60.00..........(450.00)..........-90.00% 65.00..........(450.00)..........-90.00% 75.00..........(450.00)..........-90.00%
AMZN: http://finance.yahoo.com/news/mobile-payments-turn-amazon-amzn-221248020.html http://finance.yahoo.com/q/ks?s=AMZN Key Statistics http://finance.yahoo.com/q/bc?s=AMZN&t=2y&l=off&z=l&q=l&c= Trade: with AMZN at 326.28 Jan 400/405 bear call spread for a net credit of $50 Yield = 50/450 = 11.1% in 155 days or 26.1% annualized Prob = 91% Expectation = .91(50) - .08(450) - .01(225) = 45.5 - 36.0 - 2.3 = 7.2 Price...........Profit / Loss.........ROM % 244.71............50.00..........11.10% 294.90............50.00..........11.10% 347.74............50.00..........11.10% 400.00............50.00..........11.10% 400.50..............0.00............0.00% 400.58.............(7.70)...........-1.54% 405.00..........(450.00).........-90.00% 453.41..........(450.00).........-90.00% 506.25..........(450.00).........-90.00%
NLY: http://finance.yahoo.com/news/key-background-annaly-capital-biggest-145954347.html http://247wallst.com/banking-financ...red-annaly-earnings-plus-key-analyst-upgrade/ http://finance.yahoo.com/q/ks?s=NLY Key Statistics http://investing.money.msn.com/investments/financial-statements?symbol=NLY http://finance.yahoo.com/q/bc?s=NLY&t=2y&l=off&z=l&q=l&c= Trade: With NLY at 11.76 Jan '16 10/8 bull put spread for a net credit of $56 Yield = 56/144 = 39% in 516 days or 28% annualized Prob = 89% Expectation = .89(56) - .01(144) - .10(72) = 49.84 - 1.4 - 7.2 = 41.29 Price.......Profit / Loss......ROM % 6.00........(144.00).............-72.00% 7.67........(144.00).............-72.00% 8.00........(144.00).............-72.00% 9.43...........(1.30)...............-0.65% 9.44............0.00..................0.00% 10.00..........56.00...............39.00% 11.18..........56.00...............39.00% 12.94..........56.00...............39.00% 14.70..........56.00...............39.00%
ABM: http://online.barrons.com/news/arti...4580087500431277276?mod=yahoobarrons&ru=yahoo http://finance.yahoo.com/q/ks?s=ABM Key Statistics http://investing.money.msn.com/investments/financial-statements?symbol=ABM http://finance.yahoo.com/q/bc?s=ABM&t=1y&l=off&z=l&q=l&c= Trade: with ABM at 25.56 Jan 22.5/25 bull call spread for a net debit of $215 Yield = 35/215 = 16.3% in 151 days or 39.4% annualized Price.........Profit / Loss.......ROI % 16.88...........(215.00)........-100.00% 19.77...........(215.00)........-100.00% 22.50...........(215.00)........-100.00% 22.81...........(183.60)..........-85.40% 24.65................0.00..............0.00% 25.00..............35.00............16.28% 25.86..............35.00............16.28% 28.90..............35.00............16.28% 31.95..............35.00............16.28%
http://seekingalpha.com/article/227...oly-grail-of-energy-storage-and-electric-cars http://finance.yahoo.com/q/pr?s=EFLVF+Profile http://www.marketwatch.com/story/electrovaya-reports-third-quarter-fy-2014-results-2014-08-14 http://finance.yahoo.com/q/bc?s=EFLVF+Basic+Chart&t=1y http://evworld.com/news.cfm?rssid=32761 http://www.electrovaya.com/news/master/Default.aspx Trade: EFLVF has no options. Got to buy the stock.