S&P 500 Put Selling Report

Put selling picks:

DateSymbolTweets RatioOption Expiration DateOption StrikeCloseBidAsk
2014-01-22ABT5.772014-02-2237.00.350.320.35
2014-01-22ATI6.352014-02-2230.00.120.30.4
2014-01-22DOW3.412014-02-2243.00.420.410.43
2014-01-22EBAY7.722014-02-0751.00.70.660.7
2014-01-22FE3.672014-02-2230.00.450.40.5
2014-01-22FFIV4.672014-02-2290.01.951.881.99
2014-01-22GD4.152014-02-2297.50.780.750.9
2014-01-22IBM5.562014-02-07177.50.890.90.96
2014-01-22MSI11.772014-02-2262.50.480.450.49
2014-01-22NFLX4.082014-02-22300.07.57.57.9
2014-01-22SNDK6.082014-02-2267.51.211.141.22
2014-01-22USB5.642014-02-1440.50.270.190.22
2014-01-22VZ3.752014-02-2246.00.410.410.43

Current Put Selling Performance:

Premium Retention Ratio: 84.30%. (For every 1 dollar put option premium collected, 84.30 cents were kept eventually.)

Fraction of Winning Trade: 95.38%.

Average Annualized Rate of Return: 99.23%.

Top 10 Stocks by number of tweets:

DateSymbolNumber of Tweets
2014-01-22AAPL2600
2014-01-22NFLX1444
2014-01-22IBM1018
2014-01-22EBAY782
2014-01-22GOOG678
2014-01-22COH597
2014-01-22TGT539
2014-01-22AMZN435
2014-01-22AMD394
2014-01-22MSFT361

Top 10 Stocks by tweets ratio:

DateSymbolTweets Ratio
2014-01-22COH14.6
2014-01-22TEL13.34
2014-01-22MSI11.77
2014-01-22APH9.82
2014-01-22TXT8.3
2014-01-22NSC8.12
2014-01-22EBAY7.72
2014-01-22PH7.43
2014-01-22ATI6.35
2014-01-22STJ6.13

Tweets ratio: number of tweets mentioning the stock over the average number of tweets in the past 70 days.

The put options satisfy the following conditions will be selected for trading on the next trading day:

• The put option has the delta value closest to -0.2 in the range [-0.3,-0.2].

• The put option has (Option Sell Price*100)/(Option Strike Price) in the range [0,1].

S&P 500 Put Selling Report



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