Diversion

Tuesday, March 26, 2013

Rolling Out CSCO


As I was reviewing the 13-odd positions in the Rescue My IRA account over the weekend, I found an opportunity to improve my returns on CSCO with a roll-out from the April 21 to May 21 covered call contract.  It is a standard practice for me to take a look at opportunities whenever the premium on one of my contracts approaches about $.20 per share – that’s when I figure I have extracted the lion’s share of value from the time premium.

In the case of CSCO, this was happening as the stock was approaching an ex-dividend date, which I forecast as April 3.  So, with the stock hovering just out of the money yesterday and the option premium in the mid-20’s, I decided to complete a roll-out in order to see if I could claim the dividend and still maintain the excellent stock return I stand to earn at this strike price.  The adjustment added a net of about $140 to the total returns I’ve had on this position.

Here’s the analysis of the CSCO position.

CSCO

The CSCO position consists of 500 shares.  My average basis is $19.06 per share, and the stock is currently bumping up against $21, the strike price where I am writing monthly covered calls – I rolled my April contracts out to May with this transaction.

Total option premiums:  $194.10 (this is lower than typical because I rolled-up the position earlier this year and traded premiums for the stock gain)
Total dividend payments (including the forecast April ex-dividend):  $182.00
Total stock gain at $21:  $950.71
Total, absolute gain on the position:  $1,326.81
Total, absolute return percentage ($1,326.81/$9,532.18):  17.47%
Annualized total return percentage (held approx 240 days):  26.57%

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