S&P 500 Put Selling Report

Put selling Candidates:

DateSymbolTweets RatioOption Expiration DateOption StrikeCloseBidAsk
2014-10-20IBM8.482014-11-28160.01.81.611.79
2014-10-20CMG5.912014-11-22590.010.89.611.2
2014-10-20SHLD5.162014-11-2830.55.551.24.9
2014-10-20QEP3.582014-11-2222.00.550.450.65
2014-10-20GCI3.082014-11-2227.00.350.250.4
2014-10-20TXN3.062014-11-2841.00.530.450.57

Follow Up Actions:

DateSymbolTweets RatioOption Expiration DateOption StrikeCloseBidAsk
2014-10-20HON4.742014-11-2285.00.80.740.8

Current Put Selling Performance:

Premium Retention Ratio: 83.37%. (For every 1 dollar put option premium collected, 83.37 cents were kept eventually.)

Fraction of Winning Trade: 94.96%

Average Annualized Rate of Return: 84.02%.

Top 10 Stocks by number of tweets:

DateSymbolNumber of Tweets
2014-10-20AAPL4780
2014-10-20IBM2394
2014-10-20A836
2014-10-20CMG712
2014-10-20NFLX413
2014-10-20MSFT375
2014-10-20GOOGL341
2014-10-20YHOO297
2014-10-20SHLD294
2014-10-20AMZN267

Top 10 Stocks by tweets ratio:

DateSymbolTweets Ratio
2014-10-20A11.57
2014-10-20IBM8.48
2014-10-20CMG5.91
2014-10-20SHLD5.16
2014-10-20HAS4.54
2014-10-20BF.B4.52
2014-10-20QEP3.58
2014-10-20GCI3.08
2014-10-20TXN3.06
2014-10-20CSX2.88

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



Follow us at stocktwits.com/finstats

© 2013-2014 by FinStats.com LLC. All rights reserved.