Saturday, December 28, 2019

Expiration Report for Fri 12/27/19

The following CSP positions expired. All prices include IB commissions.

StockPriceOptStrikeOTMDeltaProbOTMExpDateDaysInvestedPremiumROIAROI
ABC $90.44 P $84.50 -6.57% 45 55% 12/27/2019 31$8,450.00 $74.06 0.88% 10.32%
CVS $72.96 P $70.00 -4.06% 17 83% 12/27/2019 16$7,000.00 $31.90 0.46% 10.40%
DDS $70.58 P $63.00 -10.74% 9 91% 12/27/2019 17$6,300.00 $34.65 0.55% 11.81%
EMR $74.82 P $72.00 -3.76% 16 84% 12/27/2019 17$7,200.00 $32.75 0.45% 9.77%
FLR $16.81 P $16.00 -4.82% 27 73% 12/27/2019 16$1,600.00 $23.70 1.48% 33.79%
GDX $27.30 P $26.00 -4.76% 18 82% 12/27/2019 16$2,600.00 $9.47 0.36% 8.31%
MPC $57.95 P $54.00 -6.82% 13 87% 12/27/2019 16$5,400.00 $27.90 0.52% 11.79%
MRK $89.33 P $86.00 -3.72% 18 82% 12/27/2019 17$8,600.00 $34.90 0.41% 8.71%
SIG $20.70 P $18.50 -10.61% 16 84% 12/27/2019 16$3,700.00 $52.51 1.42% 32.38%
SWKS $104.27 P $95.00 -8.89% 8 92% 12/27/2019 17$9,500.00 $31.01 0.33% 7.01%
WBA $57.79 P $55.50 -3.96% 18 82% 12/27/2019 16$5,550.00 $35.90 0.65% 14.76%
XOM $69.41 P $67.00 -3.48% 18 82% 12/27/2019 16$6,700.00 $27.42 0.41% 9.34%

The following BPS positions expired. All prices include IB commissions.

StockPriceOptStrikesOTMDeltaProbOTMExpDateDaysMarginPremiumROI
KLAC $162.28 P 150.00/155.00 -4.49% 23 77% 12/27/2019 18 $500.00 $70.41 14.08%
LLY $119.83 P 110.00/115.00 -4.03% 18 82% 12/27/2019 18 $500.00 $36.71 7.34%
MDT $111.49 P 103.00/108.00 -3.13% 21 79% 12/27/2019 18 $500.00 $35.38 7.08%
MSFT $151.82 P 142.00/147.00 -3.17% 19 81% 12/27/2019 18 $500.00 $36.83 7.37%
PSX $112.57 P 104.00/109.00 -3.17% 22 78% 12/27/2019 18 $500.00 $47.41 9.48%
RCL $121.55 P 110.00/115.00 -5.39% 19 81% 12/27/2019 18 $500.00 $44.71 8.94%
UNH $279.53 P 262.50/267.50 -4.30% 14 86% 12/27/2019 18 $500.00 $38.71 7.74%