Diversion

Thursday, January 17, 2013

Rolling WAG and MSFT Out and Up


On the heels of rolling out and up the CAT position last week, I made similar adjustments to my WAG and MSFT positions.  On the basis of improving my total returns on the shares, I’m satisfied that progress towards a 12 percent annualized return is a good goal, and that would seem to be enough to justify these trades.

However, I am not convinced this is an efficient way to make money.  In the case of WAG traded my returns from call premiums in for additional share gains that I won’t recognize unless the stock is called away.  The MSFT position is more of a stock repair approach, since it has been a “dog of the dow” for the last year. 

I need to think about the implications of this approach a bit more and consider whether I need to make an adjustment to the trading plan – a review of that guideline is probably overdue anyway - to help me decide how far to go when the opportunity for a roll-up presents itself.   In the meantime, here’s the analysis of these two positions.

WAG

The WAG position consists of 300 shares.  My basis is around $34 per share, and the stock is trading near $40.  I held $35 strikes for a long while until recently rolling up to a $40 strike. 

Total option premiums:  -$154.85
Total dividend payments (through the current option contract):  $270.00
Total stock gain at $40.00:  $1,861.02
Total, absolute gain on the position:  $1,976.17
Total, absolute return percentage $1,976.17/$10,121.80):  19.52%
Annualized total return percentage (held approx 580 days):  12.29%

MSFT

This 300 share position has a basis of $32.51, but the stock hasn’t traded above the current strike of $30 for some time now.  Instead of closing it out at a loss, I’ve ridden the situation out with longer-term covered calls.  At this point, even though the strike I have written will yield a loss on the shares, the trade will be better than breakeven if the shares are called away on the current contract.

Total option premiums:  $564.62
Total dividend payments (through the current contract):  $360.00
Total stock gain at $30.00:  -$770.54
Total, absolute gain on the position:  $154.08
Total, absolute return percentage ($154.08/$9.753.43):  1.58%
Annualized total return percentage (held 430 days):  1.34%

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