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% |
