S&P 500 Put Selling Report

Put selling Candidates:

DateSymbolTweets RatioOption Expiration DateOption StrikeCloseBidAsk

Follow Up Actions:

DateSymbolTweets RatioOption Expiration DateOption StrikeCloseBidAsk

Current Put Selling Performance:

Premium Retention Ratio: 80.0%. (For every 1 dollar put option premium collected, 80.0 cents were kept eventually.)

Fraction of Winning Trade: 94.32%

Average Annualized Rate of Return: 114.8%.

Top 10 Stocks by number of tweets:

DateSymbolNumber of Tweets
2015-12-01AAPL1339
2015-12-01AMZN718
2015-12-01MSFT316
2015-12-01GOOGL309
2015-12-01NFLX304
2015-12-01GILD287
2015-12-01DIS238
2015-12-01F231
2015-12-01JNJ189
2015-12-01WYNN165

Top 10 Stocks by tweets ratio:

DateSymbolTweets Ratio
2015-12-01CMI7.27
2015-12-01CSC6.81
2015-12-01JCI5.69
2015-12-01JOY4.66
2015-12-01ESRX4.0
2015-12-01BF.B3.87
2015-12-01CNX2.98
2015-12-01LUK2.66
2015-12-01MKC2.61
2015-12-01PGR2.56

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

© 2013-2015 by FinStats.com LLC. All rights reserved.