Diversion

Friday, July 5, 2013

Rolling out CAT

Wow – we only had two and half trading days so far in July, but I’ve made the best of it in the Rescue My IRA account.  Besides rolling out my CAT position, I unwound a couple of winners and used them to offset a loser, and then established new positions with the proceeds.  As a result, I have three posts going up here on the blog over the course of the next few days.

Looking at my trading history with this CAT position, I see I first sold a Nov 2012 call with a $90 strike price.  Assuming the shares are called with this new contract – also a $90 strike, for November 2013, I will have had the shares for just more than a year – let’s call it 15 months.  As the analysis shows, it is performing right on target, with an annualized return of just over 12 percent. 

Here’s the analysis of the CAT positions.

CAT

This is a 100 share position with a basis of $87.17, established in the fall of 2012. I have sold $90, $92.50, and $95 strikes, rolling them more or less monthly.  This transaction rolled out August options to November, stretching a bit to get the net premium up over $100 and to cover a last ex-dividend date. 

Total option premiums:  $796.67
Total dividend payments (including the forecast October 2013 ex-dividend):  $276.00
Total stock gain at $90:  $265.83
Total, absolute gain on the position:  $1,338.50
Total, absolute return percentage ($1,338.50/$8,717.00):  15.36%

Annualized total return percentage (held approx 450 days):  12.45%

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