KR

Discussion in 'Options' started by oldnemesis, Dec 5, 2015.

  1. http://finance.yahoo.com/news/kroger-q3-earnings-beat-revenue-161104980.html

    http://news.investors.com/120315-78...gs-vies.htm?ven=yahoocp&src=aurlled&ven=yahoo

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

    http://www.msn.com/en-us/money/stockdetails/financials/fi-126.1.KR.NYS

    Trade:
    with KR at 40.55
    Apr 35/32.5 bull put spread for a net credit of $25
    Yield = 25/225 = 11.1% in 132 days or 31% annualized
    Prob = 90%
    Expectation = .9(25) - .03(225) - .07(112) = 22.5 - 6.8 - 7.8 = 7.9


    Price............ Profit / Loss........... ROM %
    25.00............... (225.00)............... -88.90%
    30.00............... (225.00)............... -88.90%
    32.50............... (225.00)............... -88.90%
    34.74................... (0.90)................ -0.36%
    34.75.................... 0.00................... 0.00%
    35.00.................. 25.00.................. 11.10%
    40.00.................. 25.00.................. 11.10%
    45.00.................. 25.00.................. 11.10%
    50.00.................. 25.00.................. 11.10%
     
    Last edited: Dec 5, 2015