KR

Discussion in 'Options' started by oldnemesis, Mar 3, 2016.

  1. http://www.bloomberg.com/news/artic...after-grocer-predicts-slower-growth-this-year

    http://www.bloomberg.com/gadfly/art...tock-selloff-is-overblown?cmpid=yhoo.headline

    http://finance.yahoo.com/news/why-krogers-kr-stock-plummeting-183206980.html

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

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

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

    Trade:
    With KR at 37.80
    Jan '17 30/27.50 bull put spread for a net credit of $30
    (bid/ask = 25/55)
    Yield = 30/220 = 13.6% in 323 days or 15.4% annualized
    Prob = 74%
    Expectation = .74(30) - .12(220) - .14(110) = 22.2 - 26.4 - 15.4 = -19.6

    Price...... Profit / Loss..... ROM %
    20.00.......... (220.00).......... -86.40%
    25.00.......... (220.00).......... -86.40%
    27.50.......... (220.00).......... -86.40%
    29.70............... 0.00.............. 0.00%
    30.00............. 30.00............. 13.60%
    32.50............. 30.00............. 13.60%
    35.00............. 30.00............. 13.60%
    40.00............. 30.00............. 13.60%
    45.00............. 30.00............. 13.60%
     
  2. > bid/ask = 25/55

    The >100% bid/ask is a strong hint you should be trading something else.
     
  3. Actually filled at $35
    Yield = 35/215 = 16.3% in 322 days or 18% annualized