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
2015-12-10AAPL1572
2015-12-10CMG591
2015-12-10NFLX436
2015-12-10AMZN389
2015-12-10FSLR375
2015-12-10KMI340
2015-12-10YHOO333
2015-12-10WMT275
2015-12-10GOOGL250
2015-12-10BAC235

Top 10 Stocks by tweets ratio:

DateSymbolTweets Ratio
2015-12-10FSLR5.67
2015-12-10PRU5.09
2015-12-10TMK4.88
2015-12-10SHLD4.07
2015-12-10HBAN3.96
2015-12-10ATI3.63
2015-12-10ADBE3.19
2015-12-10PNW2.98
2015-12-10CINF2.87
2015-12-10DOW2.86

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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