Safe Yields for Income Investors

Discussion in 'Options' started by oldnemesis, Aug 7, 2016.

  1. Barron's cover is touting the recommendations of its Fixed Income Panel.
    http://www.barrons.com/articles/safe-yields-of-up-to-5-barrons-fixed-income-panel-1470459663

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    I always look at such lists to see if I can do better than buying the stock by using option spreads.

    VOD
    http://finance.yahoo.com/m/ade57df6-fb3a-3597-ba18-2fc125791fbe/ss_vodafone-gets-eu-nod-for.html

    http://finance.yahoo.com/m/1537fbed-17db-37b8-adc1-c2da77385ed4/ss_vodafone-group-plc-:vod-us:.html

    http://finance.yahoo.com/news/vodafone-says-germany-spain-italy-112531759.html

    https://www.thestreet.com/story/136...steady.html?puc=yahoo&cm_ven=YAHOO&yptr=yahoo

    http://finance.yahoo.com/quote/vod?ltr=1

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

    Trade:
    With VOD at 31.12
    Jan '17 25/20 bull put spread for a net credit of $20
    Yield = 20/480 = 4.17% in 166 days or 9.0% annualized
    VOD yields 4.97% annualized (The table above list yield at 6.58% but I can't verify that)
    Prob = 94%
    Expectation = .94(20) - .03(480) - .03(240) = 18.8 - 14.4 - 7.2 = 0

    Price......... Profit / Loss.......... ROM %
    15.00............ (480.00)............. -95.83%
    17.50............ (480.00)............. -95.83%
    20.00............ (480.00)............. -95.83%
    24.42............ (38.50)............... -7.70%
    24.80............... 0.00.................. 0.00%
    25.00.............. 20.00................. 4.17%
    30.00.............. 20.00................. 4.17%
    35.00.............. 20.00................. 4.17%
    40.00.............. 20.00................. 4.17%

    Higher yield/lower risk trade than buying the stock
     
    Last edited: Aug 7, 2016
  2. UL
    http://finance.yahoo.com/news/unilever-un-q2-revenue-grows-110611658.html

    http://finance.yahoo.com/m/1525ef9f-fb90-3303-9a32-c4e972077033/ss_unilever-profits-rise-2.html

    http://www.forbes.com/sites/danielf...otix&partner=yahootix&yptr=yahoo#a08c23d732f3

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

    http://finance.yahoo.com/chart/UL#eyJtdWx0aUNvbG9yTGluZSI6ZmFsc2UsImJvbGxpbmdlclVwcGVyQ29sb3IiOiIjZTIwMDgxIiwiYm9sbGluZ2VyTG93ZXJDb2xvciI6IiM5NTUyZmYiLCJtZmlMaW5lQ29sb3IiOiIjNDVlM2ZmIiwibWFjZERpdmVyZ2VuY2VDb2xvciI6IiNmZjdiMTIiLCJtYWNkTWFjZENvbG9yIjoiIzc4N2Q4MiIsIm1hY2RTaWduYWxDb2xvciI6IiMwMDAwMDAiLCJyc2lMaW5lQ29sb3IiOiIjZmZiNzAwIiwic3RvY2hLTGluZUNvbG9yIjoiI2ZmYjcwMCIsInN0b2NoRExpbmVDb2xvciI6IiM0NWUzZmYiLCJyYW5nZSI6IjJ5IiwiYWxsb3dDaGFydFN0YWNraW5nIjp0cnVlfQ==

    Trade:
    With UL at 46.17
    Feb '17 40/37.5 bull put spread for a net credit of $25
    Yield = 25/225 = 11.1% in 194 days or 20.9 annualized
    UL yields 3.06% annualized
    Prob = 86.8%
    Expectation = .86(25) - .05(225) -.09(113) = 21.5 - 11.3 - 10.2 = 0

    Price.......... Profit / Loss.......... ROM %
    28.00............. (225.00).............. -88.90%
    33.00............. (225.00).............. -88.90%
    37.50............. (225.00).............. -88.90%
    39.75.................. 0.00.................. 0.00%
    39.78.................. 3.10.................. 1.24%
    40.00................. 25.00................ 11.10%
    45.00................. 25.00................ 11.10%
    50.00................. 25.00................ 11.10%
    55.00................. 25.00................ 11.10%
     
  3. ironchef

    ironchef

    Question: I noticed you usually went for put spread instead of call spread? Any reasons why?

    Thanks.
     
  4. Before I would actually do these trades I would test the corresponding call spreads and choose the best one.