New Trades

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%

New Trades

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.

New Trades

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%

Expiration Report for Fri 02/21/20

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.

The sold put went ITM so I decided to close the position for a small loss.

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%

Expiration Report for Fri 02/14/20

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%

New Trades

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%

New Trades

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%

New Trades

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%

New Trades

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%

Expiration Report for Fri 01/17/20

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

Stock	Price	Opt	Strike	OTM	Delta	ProbOTM	ExpDate	Days	Invested	Premium	ROI	AROI
T	$38.95	C	$40.00	-2.62%	41	59%	1/17/2020	77	$3,895.00	$69.74	1.79%	8.49%

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

Stock	Price	Opt	Strike	OTM	Delta	ProbOTM	ExpDate	Days	Invested	Premium	ROI	AROI
ABBV	$88.84	P	$83.00	-6.57%	14	86%	1/17/2020	18	$8,300.00	$39.90	0.48%	9.75%
ATVI	$58.64	P	$55.50	-5.35%	17	83%	1/17/2020	18	$5,550.00	$35.90	0.65%	13.12%
BMY	$64.21	P	$61.00	-5.00%	20	80%	1/17/2020	18	$6,100.00	$36.90	0.60%	12.27%
CAH*	$54.22	P	$52.00	-4.09%	28	72%	1/17/2020	45	$5,200.00	$106.64	2.05%	16.63%
DFS	$84.48	P	$81.00	-4.12%	17	83%	1/17/2020	18	$8,100.00	$45.01	0.56%	11.27%
DKS	$48.38	P	$45.50	-5.95%	18	82%	1/17/2020	18	$4,550.00	$34.90	0.77%	15.55%
EIX	$74.12	P	$70.00	-5.56%	22	78%	1/17/2020	18	$7,000.00	$50.90	0.73%	14.74%
EMR	$76.16	P	$72.50	-4.81%	17	83%	1/17/2020	18	$7,250.00	$39.90	0.55%	11.16%
GILD	$65.39	P	$62.00	-5.19%	16	84%	1/17/2020	18	$6,200.00	$34.47	0.56%	11.27%
INTC	$59.71	P	$57.50	-3.70%	22	78%	1/17/2020	18	$5,750.00	$38.47	0.67%	13.57%
LVS	$69.52	P	$66.00	-5.06%	16	84%	1/17/2020	18	$6,600.00	$35.90	0.54%	11.03%
LYB	$94.13	P	$88.50	-5.98%	12	88%	1/17/2020	18	$8,850.00	$39.90	0.45%	9.14%
MCHP	$104.72	P	$96.00	-8.32%	12	88%	1/17/2020	18	$9,600.00	$54.90	0.57%	11.60%
PM	$86.22	P	$83.00	-3.73%	19	81%	1/17/2020	18	$8,300.00	$39.90	0.48%	9.75%

*CAH position was established on 12/3/19 by selling the DEC 20 '19 52.50 Put. On 12/20/19 the position was rolled to the DEC 27 '19 52.50 Put. On 12/27/19 the position was rolled again to the JAN 10 '20 52 Put. On 1/10/20 the position was rolled a third time to the JAN 17 '20 52 Put, which then expired.