What a week! Rolled all of my CSP and BPS positions on Thu to avoid assignment for this expiration. The only position I didn't have to roll was GILD, which expired.
The following Cash Secured Put (CSP) positions expired. All prices include IB commissions.
| Stock | Price | Opt | Strike | OTM | Delta | ProbOTM | ExpDate | Days | Invested | Premium | ROI | AROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GILD | $67.97 | P | $64.00 | -5.84% | 17 | 83% | 2/28/2020 | 18 | $6,400.00 | $33.20 | 0.52% | 10.52% |
The following Cash Secured Put (CSP) positions were rolled out and down today. Each was rolled for a net credit. All prices include IB commissions.
| Stock | Price | Opt | Strike | OTM | Delta | ProbOTM | ExpDate | Days | Invested | Premium | ROI | AROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ATVI | $58.49 | P | $58.50 | 0.02% | 0 | 100% | 2/28/2020 | 18 | $5,850.00 | ($73.64) | -1.26% | -25.53% |
| ATVI | $58.49 | P | $56.00 | -4.26% | 20 | 80% | 3/13/2020 | 15 | $5,600.00 | $102.35 | 1.83% | 44.47% |
| EMR | $66.30 | P | $68.00 | 2.56% | 0 | 100% | 2/28/2020 | 18 | $6,800.00 | ($220.23) | -3.24% | -65.67% |
| EMR | $66.30 | P | $67.00 | 1.06% | 43 | 57% | 3/13/2020 | 15 | $6,700.00 | $239.76 | 3.58% | 87.08% |
| MCHP | $91.81 | P | $97.00 | 5.65% | 0 | 100% | 2/28/2020 | 18 | $9,700.00 | ($445.23) | -4.59% | -93.08% |
| MCHP | $91.81 | P | $94.50 | 2.93% | 52 | 48% | 3/13/2020 | 15 | $9,450.00 | $504.75 | 5.34% | 129.97% |
| NKE | $90.49 | P | $93.00 | 2.77% | 0 | 100% | 2/28/2020 | 18 | $9,300.00 | ($287.64) | -3.09% | -62.72% |
| NKE | $90.49 | P | $91.00 | 0.56% | 40 | 60% | 3/13/2020 | 15 | $9,100.00 | $324.35 | 3.56% | 86.73% |
The following Bull Put Spread (BPS) positions were rolled rolled out and down today. In order to get a net credit on each of these I had to increase the spread. All prices include IB commissions.
| Stock | Price | Opt | Strikes | OTM | Delta | ProbOTM | ExpDate | Days | Margin | Premium | ROI |
|---|---|---|---|---|---|---|---|---|---|---|---|
| AMGN | $211.45 | P | 207.50/212.50 | 0.50% | 0 | 100% | 2/28/2020 | 16 | $500.00 | ($176.29) | -35.26% |
| AMGN | $211.45 | P | 200.00/210.00 | -0.69% | 43 | 57% | 3/13/2020 | 15 | $1,000.00 | $305.70 | 30.57% |
| MSFT | $165.12 | P | 167.50/172.50 | 4.47% | 0 | 100% | 2/28/2020 | 16 | $500.00 | ($410.29) | -82.06% |
| MSFT | $165.12 | P | 140.00/165.00 | -0.07% | 43 | 57% | 3/13/2020 | 15 | $2,500.00 | $482.70 | 19.31% |
| UTX | $154.02 | P | 142.00/147.00 | -4.56% | 0 | 100% | 2/28/2020 | 16 | $500.00 | ($504.30) | -100.86% |
| UTX | $154.02 | P | 125.00/145.00 | -5.86% | 76 | 24% | 3/20/2020 | 22 | $2,000.00 | $807.69 | 40.38% |
The following Cash Secured Put (CSP) positions were established today. All prices include IB commissions.
| Stock | Price | Opt | Strike | OTM | Delta | ProbOTM | ExpDate | Days | Invested | Premium | ROI | AROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GILD | $72.02 | P | $64.00 | -11.14% | 11 | 89% | 3/13/2020 | 16 | $6,400.00 | $31.20 | 0.49% | 11.12% |
| INTC | $59.70 | P | $55.00 | -7.87% | 16 | 84% | 3/13/2020 | 16 | $5,500.00 | $44.90 | 0.82% | 18.62% |
| KO | $57.90 | P | $55.50 | -4.15% | 22 | 78% | 3/13/2020 | 16 | $5,550.00 | $32.90 | 0.59% | 13.52% |
The following Covered Strangle (CS) positions were established today. All prices include IB commissions.
| Stock | Price | Opt | Strike | OTM | Delta | ProbOTM | ExpDate | Days | Invested | Premium | ROI | AROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CAH* | $56.98 | P | $51.50 | -9.62% | 13 | 87% | 3/13/2020 | 17 | $5,150.00 | $35.90 | 0.70% | 14.97% |
| CAH | $56.06 | C | $60.00 | -6.57% | 17 | 83% | 3/13/2020 | 16 | $5,605.90 | $37.70 | 0.67% | 15.34% |
| T | $37.43 | C | $38.50 | -2.78% | 27 | 73% | 3/13/2020 | 16 | $3,742.89 | $21.43 | 0.57% | 13.06% |
| T | $37.43 | P | $36.00 | -3.82% | 20 | 80% | 3/13/2020 | 16 | $3,600.00 | $24.43 | 0.68% | 15.48% |
*I legged into the CAH Covered Strangle (CS) by selling the put yesterday and selling the call today.
The following Cash Secured Put (CSP) positions were established today. All prices include IB commissions.
| Stock | Price | Opt | Strike | OTM | Delta | ProbOTM | ExpDate | Days | Invested | Premium | ROI | AROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ABBV | $91.24 | P | $85.00 | -6.84% | 16 | 84% | 3/13/2020 | 17 | $8,500.00 | $54.90 | 0.65% | 13.87% |
| ABC | $94.44 | P | $84.00 | -11.05% | 11 | 89% | 3/13/2020 | 17 | $8,400.00 | $46.90 | 0.56% | 11.99% |
| ATVI | $61.08 | P | $55.50 | -9.14% | 13 | 87% | 3/13/2020 | 17 | $5,550.00 | $30.90 | 0.56% | 11.95% |
| BMY | $62.92 | P | $60.00 | -4.64% | 23 | 77% | 3/13/2020 | 17 | $6,000.00 | $50.90 | 0.85% | 18.21% |
| CAH | $56.98 | P | $51.50 | -9.62% | 13 | 87% | 3/13/2020 | 17 | $5,150.00 | $35.90 | 0.70% | 14.97% |
| CSX | $78.02 | P | $71.50 | -8.36% | 13 | 87% | 3/13/2020 | 17 | $7,150.00 | $36.90 | 0.52% | 11.08% |
| MCHP | $98.47 | P | $90.00 | -8.60% | 18 | 82% | 3/13/2020 | 17 | $9,000.00 | $97.90 | 1.09% | 23.36% |
| NKE | $95.18 | P | $90.00 | -5.44% | 23 | 77% | 3/13/2020 | 17 | $9,000.00 | $79.90 | 0.89% | 19.06% |
| PM | $86.63 | P | $79.00 | -8.81% | 12 | 88% | 3/13/2020 | 17 | $7,900.00 | $35.90 | 0.45% | 9.76% |
The following Cash Secured Put (CSP) positions expired. All prices include IB commissions.
| Stock | Price | Opt | Strike | OTM | Delta | ProbOTM | ExpDate | Days | Invested | Premium | ROI | AROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ALK | $64.85 | P | $60.00 | -7.47% | 14 | 86% | 2/21/2020 | 18 | $6,000.00 | $32.90 | 0.55% | 11.12% |
| C | $75.21 | P | $70.00 | -6.93% | 14 | 86% | 2/21/2020 | 18 | $7,000.00 | $37.47 | 0.54% | 10.85% |
| DAL | $56.42 | P | $52.50 | -6.95% | 16 | 84% | 2/21/2020 | 18 | $5,250.00 | $41.47 | 0.79% | 16.02% |
| DFS | $76.03 | P | $71.00 | -6.62% | 13 | 87% | 2/21/2020 | 18 | $7,100.00 | $31.90 | 0.45% | 9.11% |
| DKS | $44.97 | P | $42.00 | -6.60% | 18 | 82% | 2/21/2020 | 18 | $4,200.00 | $34.40 | 0.82% | 16.61% |
| INTC | $64.61 | P | $60.00 | -7.14% | 14 | 86% | 2/21/2020 | 18 | $6,000.00 | $32.90 | 0.55% | 11.12% |
| LVS | $66.32 | P | $60.00 | -9.52% | 12 | 88% | 2/21/2020 | 18 | $6,000.00 | $41.90 | 0.70% | 14.16% |
| MS | $52.92 | P | $50.00 | -5.51% | 19 | 81% | 2/21/2020 | 18 | $5,000.00 | $36.42 | 0.73% | 14.77% |
| PII | $101.99 | P | $90.00 | -11.76% | 39 | 61% | 2/21/2020 | 53 | $9,000.00 | $148.81 | 1.65% | 11.39% |
The following Covered Strangle (CS) positions expired and rolled. All prices include IB commissions.
The call expired and the put was rolled out when it went ITM. I'll look to sell another call this week.
| Stock | Price | Opt | Strike | OTM | Delta | ProbOTM | ExpDate | Days | Invested | Premium | ROI | AROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ADM | $47.00 | C | $47.00 | 0.00% | 21 | 79% | 2/21/2020 | 18 | $4,700.00 | $14.35 | 0.31% | 6.19% |
| Stock | Price | Opt | Strike | OTM | Delta | ProbOTM | ExpDate | Days | Invested | Premium | ROI | AROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ADM | $43.94 | P | $44.00 | 0.14% | 90 | 10% | 2/21/2020 | 0 | $4,400.00 | ($14.64) | -0.33% | -0.33% |
| ADM | $43.94 | P | $43.00 | -2.14% | 30 | 70% | 3/6/2020 | 14 | $4,300.00 | $33.35 | 0.78% | 20.22% |
The following Bull Put Spread (BPS) positions were closed. All prices include IB commissions.
| Stock | Price | Opt | Strikes | OTM | Delta | ProbOTM | ExpDate | Days | Margin | Premium | ROI |
|---|---|---|---|---|---|---|---|---|---|---|---|
| GS | $242.34 | P | 225.00/230.00 | -5.09% | 14 | 86% | 2/21/2020 | 15 | $500.00 | ($81.48) | -16.30% |
The following Bull Put Spread (BPS) positions expired. All prices include IB commissions.
| Stock | Price | Opt | Strikes | OTM | Delta | ProbOTM | ExpDate | Days | Margin | Premium | ROI |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SWK | $166.36 | P | 152.50/157.50 | -5.33% | 14 | 86% | 2/21/2020 | 15 | $500.00 | $34.53 | 6.91% |
| UNH | $291.31 | P | 270.00/275.00 | -5.60% | 15 | 85% | 2/21/2020 | 15 | $500.00 | $44.71 | 8.94% |
| WHR | $154.82 | P | 140.00/145.00 | -6.34% | 14 | 86% | 2/21/2020 | 15 | $500.00 | $34.71 | 6.94% |
The following Covered Call (CC) positions expired. All prices include IB commissions.
| Stock | Price | Opt | Strike | OTM | Delta | ProbOTM | ExpDate | Days | Invested | Premium | ROI | AROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CAH | $53.00 | C | $61.00 | 15.09% | 28 | 72% | 2/14/2020 | 8 | $5,300.00 | $45.90 | 0.87% | 39.51% |
| T | $38.50 | C | $38.50 | 0.00% | 44 | 56% | 2/14/2020 | 8 | $3,850.00 | $29.90 | 0.78% | 35.43% |
The following Cash Secured Put (CSP) positions expired. All prices include IB commissions.
| Stock | Price | Opt | Strike | OTM | Delta | ProbOTM | ExpDate | Days | Invested | Premium | ROI | AROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ABC | $85.78 | P | $80.00 | -6.74% | 12 | 88% | 2/14/2020 | 11 | $8,000.00 | $32.90 | 0.41% | 13.65% |
| CSX | $76.94 | P | $73.00 | -5.12% | 14 | 86% | 2/14/2020 | 11 | $7,300.00 | $30.42 | 0.42% | 13.83% |
| LUV | $55.06 | P | $53.00 | -3.74% | 22 | 78% | 2/14/2020 | 11 | $5,300.00 | $35.90 | 0.68% | 22.48% |
| SBUX | $86.13 | P | $81.50 | -5.38% | 15 | 85% | 2/14/2020 | 11 | $8,150.00 | $33.47 | 0.41% | 13.63% |
The following Bull Put Spread (BPS) positions were established today. All prices include IB commissions.
| Stock | Price | Opt | Strikes | OTM | Delta | ProbOTM | ExpDate | Days | Margin | Premium | ROI |
|---|---|---|---|---|---|---|---|---|---|---|---|
| AMGN | $226.49 | P | 207.50/212.50 | -6.18% | 12 | 88% | 2/28/2020 | 16 | $500.00 | $32.81 | 6.56% |
| MSFT | $184.26 | P | 167.50/172.50 | -6.38% | 13 | 87% | 2/28/2020 | 16 | $500.00 | $35.87 | 7.17% |
| UTX | $154.02 | P | 142.00/147.00 | -4.56% | 16 | 84% | 2/28/2020 | 16 | $500.00 | $35.71 | 7.14% |
The following Cash Secured Put (CSP) positions were established today. All prices include IB commissions.
| Stock | Price | Opt | Strike | OTM | Delta | ProbOTM | ExpDate | Days | Invested | Premium | ROI | AROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ATVI | $61.67 | P | $58.50 | -5.13% | 18 | 82% | 2/28/2020 | 18 | $5,850.00 | $35.47 | 0.61% | 12.29% |
| EMR | $73.06 | P | $68.00 | -6.93% | 14 | 86% | 2/28/2020 | 18 | $6,800.00 | $32.70 | 0.48% | 9.75% |
| GILD | $67.97 | P | $64.00 | -5.84% | 17 | 83% | 2/28/2020 | 18 | $6,400.00 | $33.20 | 0.52% | 10.52% |
| MCHP | $107.05 | P | $97.00 | -9.39% | 10 | 90% | 2/28/2020 | 18 | $9,700.00 | $35.90 | 0.37% | 7.50% |
| NKE | $99.65 | P | $93.00 | -6.67% | 11 | 89% | 2/28/2020 | 18 | $9,300.00 | $31.90 | 0.34% | 6.96% |
The following Covered Call (CC) positions were continued today. All prices include IB commissions.
| Stock | Price | Opt | Strike | OTM | Delta | ProbOTM | ExpDate | Days | Invested | Premium | ROI | AROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CAH | $53.00 | C | $61.00 | 15.09% | 28 | 72% | 2/14/2020 | 8 | $5,300.00 | $45.90 | 0.87% | 39.51% |
| T | $38.50 | C | $38.50 | 0.00% | 44 | 56% | 2/14/2020 | 8 | $3,850.00 | $29.90 | 0.78% | 35.43% |
The following Covered Strangle (CS) positions were established today. All prices include IB commissions.
| Stock | Price | Opt | Strike | OTM | Delta | ProbOTM | ExpDate | Days | Invested | Premium | ROI | AROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ADM | $47.00 | C | $47.00 | 0.00% | 21 | 79% | 2/21/2020 | 18 | $4,700.00 | $14.35 | 0.31% | 6.19% |
| ADM | $46.12 | P | $44.00 | -4.60% | 15 | 85% | 2/21/2020 | 18 | $4,400.00 | $14.00 | 0.32% | 6.45% |
The following Bull Put Spread (BPS) positions were established today. All prices include IB commissions.
| Stock | Price | Opt | Strikes | OTM | Delta | ProbOTM | ExpDate | Days | Margin | Premium | ROI |
|---|---|---|---|---|---|---|---|---|---|---|---|
| GS | $242.34 | P | 225.00/230.00 | -5.09% | 14 | 86% | 2/21/2020 | 15 | $500.00 | $38.71 | 7.74% |
| SWK | $166.36 | P | 152.50/157.50 | -5.33% | 14 | 86% | 2/21/2020 | 15 | $500.00 | $34.53 | 6.91% |
| UNH | $291.31 | P | 270.00/275.00 | -5.60% | 15 | 85% | 2/21/2020 | 15 | $500.00 | $44.71 | 8.94% |
| WHR | $154.82 | P | 140.00/145.00 | -6.34% | 14 | 86% | 2/21/2020 | 15 | $500.00 | $34.71 | 6.94% |
The following CSP positions were established today. All prices include IB commissions.
| Stock | Price | Opt | Strike | OTM | Delta | ProbOTM | ExpDate | Days | Invested | Premium | ROI | AROI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ABC | $85.78 | P | $80.00 | -6.74% | 12 | 88% | 2/14/2020 | 11 | $8,000.00 | $32.90 | 0.41% | 13.65% |
| CSX | $76.94 | P | $73.00 | -5.12% | 14 | 86% | 2/14/2020 | 11 | $7,300.00 | $30.42 | 0.42% | 13.83% |
| LUV | $55.06 | P | $53.00 | -3.74% | 22 | 78% | 2/14/2020 | 11 | $5,300.00 | $35.90 | 0.68% | 22.48% |
| SBUX | $86.13 | P | $81.50 | -5.38% | 15 | 85% | 2/14/2020 | 11 | $8,150.00 | $33.47 | 0.41% | 13.63% |
| ALK | $64.85 | P | $60.00 | -7.47% | 14 | 86% | 2/21/2020 | 18 | $6,000.00 | $32.90 | 0.55% | 11.12% |
| C | $75.21 | P | $70.00 | -6.93% | 14 | 86% | 2/21/2020 | 18 | $7,000.00 | $37.47 | 0.54% | 10.85% |
| DAL | $56.42 | P | $52.50 | -6.95% | 16 | 84% | 2/21/2020 | 18 | $5,250.00 | $41.47 | 0.79% | 16.02% |
| DFS | $76.03 | P | $71.00 | -6.62% | 13 | 87% | 2/21/2020 | 18 | $7,100.00 | $31.90 | 0.45% | 9.11% |
| DKS | $44.97 | P | $42.00 | -6.60% | 18 | 82% | 2/21/2020 | 18 | $4,200.00 | $34.40 | 0.82% | 16.61% |
| INTC | $64.61 | P | $60.00 | -7.14% | 14 | 86% | 2/21/2020 | 18 | $6,000.00 | $32.90 | 0.55% | 11.12% |
| LVS | $66.32 | P | $60.00 | -9.52% | 12 | 88% | 2/21/2020 | 18 | $6,000.00 | $41.90 | 0.70% | 14.16% |
| MS | $52.92 | P | $50.00 | -5.51% | 19 | 81% | 2/21/2020 | 18 | $5,000.00 | $36.42 | 0.73% | 14.77% |
