S&P 500 Put Selling Report

Option put selling summary:

DateSymbolOption Sell DateStock Close (Option Sell Day)Option PriceOption StrikeExpiration DateStock Close (Expiration day)Option GainMargin RequirementAnnualized Rate of Return
1/3/13GPS1/4/1332.100.23311/18/1332.96100.00%555188.25%
1/8/13MON1/9/1399.580.77952/15/13103.51100.00%1610.658.52%
1/9/13BA1/10/1377.090.7272.52/15/1375.03100.00%1154.884.64%
1/16/13GS1/17/13141.011.251352/15/13154.99100.00%2344.292.29%
1/17/13LOW1/18/1336.990.31352/15/1339.14100.00%571.899.02%
1/23/13ABT1/24/1332.800.18322/15/1335.08100.00%59464.10%
1/23/13BHI1/24/1344.920.26432/15/1346.58100.00%732.478.38%
1/23/13IBM1/24/13204.421.22002/15/13200.98100.00%3766.468.26%
1/23/13ISRG1/24/13581.004.855552/15/13569.21100.00%9505128.34%
1/23/13WDC1/24/1347.790.45452/15/1348.59100.00%721.8172.75%
1/24/13MMM1/25/13100.590.3597.52/15/13103.23100.00%1737.841.42%
1/28/13CAT1/29/1398.600.55952/15/1395.61100.00%1667100.76%
1/29/13LLY1/30/1354.150.3852.52/15/1353.59100.00%956143.32%
1/29/13VLO1/30/1343.750.38412/15/1347.29100.00%638274.27%
2/13/13DE2/14/1390.570.7987.53/15/1392.24-278.48%1583.4-84.78%
2/19/13ESRX2/20/1357.290.54553/15/1359.77100.00%970.8136.09%
2/19/13UNH2/20/1355.210.3952.53/15/1354.73100.00%872.2100.21%
2/20/13CAT2/21/1391.530.7587.53/15/1388.83100.00%1502.6124.37%
2/20/13CL2/21/13113.090.621103/15/13112.08100.00%2014.865.34%
2/26/13PCLN2/27/13695.914.66703/15/13713.50100.00%11787.2139.49%
2/27/13COH2/28/1348.330.35463/15/1350.41100.00%768.6195.53%
2/28/13CRM3/1/13182.001.461753/15/13176.50100.00%3086233.73%
2/28/13ISRG3/1/13553.404.545303/15/13459.44-230.40%9182-95.73%
3/11/13PEP3/12/1376.890.42754/19/1382.77100.00%1390.833.08%
3/12/13COST3/13/13103.420.661004/19/13104.45100.00%1792.442.86%
3/14/13JPM3/15/1350.020.41474/19/1347.23100.00%739.475.56%
3/20/13FDX3/21/1396.500.7392.54/19/1392.3984.93%160361.22%
3/21/13KO3/22/1340.040.238.754/19/1342.66100.00%691.844.99%
4/2/13NDAQ4/3/1328.270.21274/19/1327.97100.00%459.4177.23%
4/16/13KO4/17/1342.550.32415/17/1342.97100.00%72868.77%
4/17/13ABT4/18/1336.880.3355/17/1336.59100.00%579.688.73%
4/18/13UNH4/19/1360.040.5357.55/17/1362.84100.00%999.896.08%
4/23/13AAPL4/24/13405.463.53855/10/13452.97100.00%6413.2236.09%
4/23/13LMT4/24/1397.690.5955/17/13106.41100.00%1734.856.98%
4/24/13BA4/25/1391.670.5987.55/17/1398.92100.00%1475.491.66%
4/24/13QCOM4/25/1362.440.43605/17/1366.61100.00%1047.894.89%
4/25/13SBUX4/26/1360.000.3657.55/17/1364.13100.00%98686.51%
4/25/13XOM4/26/1388.000.46855/17/1391.76100.00%150668.70%
4/30/13ESRX5/1/1359.630.3557.55/17/1361.87100.00%1014.6116.77%
5/1/13HUM5/2/1375.310.5572.55/17/1380.45100.00%1280.2178.31%
5/1/13MA5/2/13545.533.085305/17/13584.78100.00%9665.6114.53%
5/1/13V5/2/13175.400.981705/17/13184.57100.00%3066115.03%
5/2/13V5/3/13179.541.091755/17/13184.57100.00%3245.8136.59%
5/15/13GOOG5/16/13903.874.68705/31/13871.22100.00%15150.4107.06%
5/30/13EMC5/31/1324.760.2246/21/1324.33100.00%439.2116.84%
6/3/13MRK6/4/1349.440.27476/21/1347.00100.00%771.8109.23%
6/25/13CCL6/26/1334.780.2533.57/19/1336.63100.00%592.692.66%
6/26/13MON6/27/1398.750.8957/19/13104.16100.00%1680116.37%
7/8/13PCLN7/9/13897.066.828558/2/13908.36100.00%14417.2101.97%
7/18/13CMG7/19/13408.973.73908/16/13401.94100.00%6652.4102.50%
7/18/13VZ7/19/1349.950.3488/16/1347.713.33%8341.57%
7/19/13ISRG7/22/13395.913.43758/9/13391.87100.00%6167.2196.89%
7/22/13SLB7/23/1383.570.55808/16/1381.92100.00%1369.482.01%
7/23/13DD7/24/1357.380.4558/16/1358.28100.00%949.692.47%
7/23/13SLB7/24/1382.820.67808/16/1381.92100.00%1441.4105.66%
7/24/13CAT7/25/1382.140.75808/16/1385.16100.00%1503.8124.22%
7/25/13AMZN7/26/13312.012.72958/23/13290.01-261.11%4809.2-87.34%
7/25/13BRCM7/26/1327.300.26268/16/1325.9165.38%44292.70%
7/25/13FFIV7/26/1387.650.882.58/16/1387.49100.00%1318178.49%
7/25/13HAL7/26/1345.980.32448/16/1346.95100.00%753.6106.02%
7/25/13IP7/26/1349.110.44478/16/1347.97100.00%815.2149.35%
7/25/13TRIP7/26/1373.950.59708/16/1370.99100.00%1143139.84%
7/26/13AMZN7/29/13306.102.372908/23/13290.01100.00%4749103.61%
7/29/13PFE7/30/1329.670.1828.58/23/1328.3411.11%494.46.33%
7/29/13TGT7/30/1371.420.45708/16/1368.58-215.56%1331.4-80.29%
7/30/13PFE7/31/1329.230.1828.58/23/1328.3411.11%529.66.16%
7/30/13SYMC7/31/1326.680.25268/16/1326.24100.00%490.6210.75%
8/1/13PG8/2/1381.290.4579.58/23/1380.01100.00%1491.867.62%
8/1/13V8/2/13184.001.571758/16/13173.13-19.11%2937-23.48%
8/2/13CVX8/5/13123.990.871209/6/13121.21100.00%2167.856.65%
8/9/13PCLN8/12/13958.026.69258/30/13938.53100.00%16518.4121.32%
8/14/13NTAP8/15/1342.030.33409/20/1343.20100.00%670.662.75%
8/15/13DE8/16/1384.110.8809/20/1383.82100.00%1351.282.19%
8/16/13CHK8/19/1324.770.223.59/6/1326.03100.00%388.4176.81%
8/19/13TGT8/20/1367.950.62659/20/1364.55-246.77%1126-82.09%
9/3/13DO9/4/1363.410.44619/20/1362.62100.00%1071.2150.50%
9/3/13VZ9/4/1346.780.37459/27/1347.00100.00%794.6105.91%
9/4/13SNDK9/5/1357.970.44559/20/1359.55100.00%906.4216.91%
9/10/13BAC9/11/1314.650.121410/4/1314.05100.00%240116.90%
9/10/13GS9/11/13165.061.41609/27/13159.8589.29%2935.2158.93%
9/10/13TXN9/11/1340.030.343810/18/1340.71100.00%631.667.74%
9/11/13AAPL9/12/13472.693.8645010/4/13483.03100.00%7570.8128.20%
9/11/13PM9/12/1386.280.7982.510/18/1386.93100.00%1426.672.71%
9/11/13VZ9/12/1347.350.27469/27/1347.00100.00%839116.14%
9/16/13NDAQ9/17/1331.530.33010/18/1334.15100.00%507.696.62%
9/18/13ORCL9/19/1333.890.243310/4/1333.21100.00%612.8154.67%
9/18/13PCLN9/19/131000.626.795510/18/131048.25100.00%16120.466.95%
9/19/13TWX9/20/1364.300.5362.510/18/1368.73100.00%115979.12%
9/23/13AAPL9/24/13489.104.0547010/11/13492.81100.00%8277178.90%
9/23/13C9/24/1348.960.454610/25/1350.06100.00%728.2102.59%
9/23/13LOW9/24/1348.040.414610/18/1347.66100.00%797.8114.29%
9/24/13V9/25/13191.561.618510/18/13200.45100.00%3335.2110.35%
9/25/13WMT9/26/1374.620.572.510/25/1376.08100.00%1330.459.10%
9/30/13KO10/1/1337.950.33710/18/1338.78100.00%694148.09%
10/2/13MRK10/3/1348.360.224710/18/1346.61-77.27%853.2-38.72%
10/3/13LOW10/4/1348.140.444710/18/1347.66100.00%892.8250.51%
10/8/13COST10/9/13114.590.911210/25/13116.44100.00%2122.8157.86%
10/9/13COST10/10/13115.700.8411310/25/13116.44100.00%2128156.52%
10/9/13T10/10/1334.150.2632.511/8/1335.17100.00%54479.97%
10/10/13CVX10/11/13117.670.911311/8/13121.19100.00%1976.478.69%
10/14/13UNP10/15/13156.311.3515011/8/13155.04100.00%2630.2114.09%
10/15/13BMY10/16/1348.800.4246.511/1/1352.48100.00%788226.94%
10/15/13PEP10/16/1382.270.68011/15/1386.03100.00%1478.462.26%
10/16/13AXP10/17/1380.230.677.511/15/1382.80100.00%1391.670.11%
10/16/13BAX10/17/1367.240.486511/15/1368.66100.00%1168.865.96%
10/16/13IBM10/17/13174.831.0317011/1/13179.23100.00%3116.6120.60%
10/16/13MRK10/17/1347.110.384511/15/1348.07100.00%769.283.48%
10/17/13MRK10/18/1346.610.4144.511/22/1348.94100.00%762.272.70%
10/18/13GE10/21/1326.140.1425.511/8/1327.05100.00%472.880.71%
10/18/13GOOG10/21/131003.307.995511/22/131031.89100.00%1602673.13%
10/21/13HAS10/22/1349.990.3647.511/15/1352.73100.00%786.897.47%
10/21/13KMB10/22/13102.970.5510011/15/13109.26100.00%1817.457.37%
10/21/13MCD10/22/1395.120.4592.511/15/1396.92100.00%1685.449.29%
10/21/13TXN10/22/1340.280.383911/15/1342.55100.00%715.6119.65%
10/22/13DFS10/23/1351.290.44911/15/1352.39100.00%836.8109.81%
10/22/13FCX10/23/1336.630.313511/15/1336.83100.00%600.6122.26%
10/22/13TXN10/23/1339.730.293811/15/1342.55100.00%650.699.78%
10/23/13COH10/24/1349.090.44711/15/1354.14100.00%812.8121.89%
10/23/13T10/24/1334.630.153411/8/1335.17100.00%644.675.02%
10/24/13JOY10/25/1358.090.55511/15/1356.79100.00%902.8155.21%
10/24/13NSC10/25/1387.650.758511/15/1387.15100.00%1563125.83%
10/25/13AMZN10/28/13358.163.3834011/22/13372.31100.00%5685.2132.38%
10/25/13PG10/28/1381.300.467911/29/1384.22100.00%144243.07%
10/29/13JCI10/30/1345.050.354411/15/1349.45100.00%831156.29%
10/29/13OXY10/30/1396.060.799211/29/1394.96100.00%1594.280.12%
10/30/13CSC10/31/1349.260.454811/15/1353.59100.00%904.2226.04%
10/31/13AIG11/1/1348.280.274711/15/1349.30100.00%864.6122.94%
10/31/13MA11/1/13737.484.3372011/15/13752.26100.00%13434.6128.65%
11/4/13JNJ11/5/1392.810.529111/22/1395.25100.00%1727.289.05%
11/6/13CHK11/7/1325.400.2124.511/22/1326.30100.00%439211.75%
11/6/13COST11/7/13122.780.4812011/22/13125.21100.00%2225.668.07%
11/7/13PCLN11/8/131073.209.9102511/29/131192.33100.00%17634158.41%
11/7/13QCOM11/8/1367.450.456511/29/1373.58100.00%114994.98%
11/8/13DIS11/11/1368.340.526711/29/1370.54100.00%1284.8123.57%
11/8/13PCLN11/11/131096.508105011/29/131192.33100.00%18080140.60%
11/14/13JPM11/15/1354.870.4752.512/20/1357.70100.00%907.469.32%
11/14/13KMB11/15/13109.260.8510512/20/13105.18100.00%1844.259.99%
11/14/13SBUX11/15/1381.190.6777.512/20/1377.66100.00%1321.867.47%
11/14/13WMT11/15/1379.220.427712/13/1378.08100.00%1404.446.83%
11/15/13FDX11/18/13137.141.213112/13/13137.90100.00%2248.8113.62%
11/15/13XOM11/18/1395.450.49312/6/1395.65100.00%170460.08%
11/18/13BA11/19/13136.980.9213312/6/13135.18100.00%2433.6121.82%
11/19/13JPM11/20/1356.100.354.512/6/1356.06100.00%99297.32%
11/19/13USB11/20/1338.740.143812/6/1339.66100.00%714.855.66%
11/20/13QCOM11/21/1371.710.6669.512/13/1372.58100.00%1279.2130.40%
11/20/13WFC11/21/1344.080.174312/13/1343.73100.00%790.642.33%
11/21/13AMGN11/22/13113.030.910812/13/13112.16100.00%1847.6128.57%
11/21/13TGT11/22/1363.700.336212/13/1362.36100.00%113764.42%
11/22/13GILD11/25/1374.600.77012/27/1374.45100.00%1102101.87%
11/22/13INTC11/25/1323.750.232312/27/1325.60100.00%42382.93%
11/26/13AZO11/27/13458.804.3144012/20/13473.19100.00%7727136.64%
11/26/13TIF11/27/1388.160.688512/20/1390.62100.00%1515.2100.71%
11/27/13XOM11/29/1393.480.53901/3/1499.51100.00%1574.641.23%
12/2/13AIG12/3/1348.650.394712/20/1351.03100.00%847162.88%
12/4/13CF12/5/13235.621.6922512/20/13228.00100.00%3819.4186.78%
12/4/13DE12/5/1384.860.582.512/20/1390.08100.00%1511.2120.80%
12/5/13CF12/6/13233.091.9522512/20/13228.00100.00%4047.8240.98%
12/6/13GILD12/9/1375.190.67212/27/1374.45-251.67%1244.8-92.74%
12/9/13DISCA12/10/1385.170.72801/17/1480.91100.00%1258.470.65%
12/9/13MCD12/10/1395.430.469412/27/1396.91100.00%1811.671.32%
12/9/13USB12/10/1339.420.1938.512/27/1340.37100.00%715.475.56%
12/10/13MA12/11/13790.575.57501/17/14815.69100.00%12304.453.94%
12/10/13SYY12/11/1336.960.3351/17/1436.51100.00%573.265.41%
12/11/13COST12/12/13118.220.71131/17/14116.29100.00%1912.443.98%
12/11/13MA12/12/13782.544.217601/3/14830.81100.00%13817.864.53%
12/12/13ADBE12/13/1360.890.557.51/17/1461.37100.00%928.872.77%
12/18/13ORCL12/19/1336.600.27351/17/1438.21100.00%59974.18%
12/19/13BMY12/20/1353.370.39511/10/1456.18100.00%869.4114.41%
12/19/13DRI12/20/1351.090.46481/17/1450.96100.00%758.8115.38%
12/19/13ORCL12/20/1336.370.27351/17/1438.21100.00%617.474.71%
12/20/13TGT12/23/1361.880.26601/10/1462.62100.00%1075.662.31%
12/23/13TGT12/24/1361.710.33601/10/1462.62100.00%1096.289.04%
12/24/13AXP12/26/1389.000.82861/24/1486.95100.00%156290.40%
12/24/13DIS12/26/1374.620.65721/24/1472.72100.00%1295.485.19%
12/24/13FCX12/26/1336.960.31351/17/1436.19100.00%574.2139.26%
1/2/14FRX1/3/1459.620.5557.51/17/1468.74100.00%1035.4285.50%
1/6/14CELG1/7/14164.611.451551/24/14161.22100.00%2476.2239.34%
1/7/14JPM1/8/1458.870.4571/24/1455.09-377.50%1030.4-97.31%
1/7/14UNH1/8/1475.620.672.51/24/1471.60-50.00%1260.4-42.28%
1/10/14TGT1/13/1461.500.5602/7/1456.33-238.00%1130-80.30%
1/13/14MRK1/14/1453.000.45512/7/1454.77100.00%905109.18%
1/13/14TGT1/14/1461.710.32601/31/1456.64-278.13%1095.2-83.79%
1/13/14TWC1/14/14136.001.151302/21/14140.54100.00%223561.92%
1/14/14WFC1/15/1446.400.2245.51/31/1445.3427.27%86017.19%
1/15/14NTAP1/16/1443.280.37421/31/1442.34100.00%774.6211.25%
1/15/14WFC1/16/1446.390.27452/7/1445.37-251.85%815.8-76.40%
1/16/14AXP1/17/1490.970.7487.52/21/1488.75-272.97%1546.4-76.77%
1/16/14GS1/17/14176.281.541702/21/14164.50-218.18%3051.6-70.37%
1/16/14KR1/17/1436.790.3352/21/1439.60100.00%586.868.20%
1/17/14INTC1/21/1425.590.224.52/14/1424.76-290.00%422.8-89.40%
1/17/14SLB1/21/1491.090.77892/7/1489.50100.00%1689.8160.32%
1/17/14V1/21/14231.931.7222.52/7/14221.78-235.29%3865.6-90.42%
1/21/14DOW1/22/1445.680.42432/21/1446.96100.00%687.6105.72%
1/21/14IBM1/22/14182.250.89177.52/7/14177.25-206.74%3259-73.44%
1/21/14JNJ1/22/1494.320.35932/7/1490.04-225.71%1789.4-64.30%
1/21/14SLB1/22/1491.210.57892/7/1489.50-219.30%1660.2-83.23%
1/21/14TRV1/22/1484.560.5582.52/21/1483.79-229.09%1540.2-64.60%
1/22/14ABT1/23/1437.430.27362/21/1438.82-207.41%632.6-68.86%
1/22/14DOW1/23/1444.720.4422/21/1446.96100.00%662.4109.17%
1/22/14EBAY1/23/1454.940.5532/7/1454.59100.00%954.8246.26%
1/22/14FE1/23/1430.970.26292/21/1431.70100.00%448.4103.28%
1/22/14IBM1/23/14182.730.83177.52/7/14177.25-228.92%3214.6-77.29%
1/22/14VZ1/23/1447.860.37462/21/1447.27100.00%808.275.66%
1/23/14BAX1/24/1467.640.45662/14/1469.08100.00%1233.886.38%
1/23/14MCD1/24/1494.430.34932/14/1495.78100.00%1779.638.95%
1/23/14NSC1/24/1489.610.74852/21/1490.47100.00%1405.295.23%
1/23/14SNDK1/24/1469.480.5265.52/14/1474.59100.00%1043.6132.84%
1/24/14EBAY1/27/1452.880.41512/14/1454.77100.00%910.6144.26%
1/24/14PG1/27/1478.470.46762/14/1479.40100.00%1368.495.51%
1/27/14CAT1/28/1492.470.62902/14/1496.55100.00%1664.4119.30%
1/27/14PFE1/28/1430.420.29292/28/1432.11100.00%495.495.39%
1/28/14AAPL1/29/14500.753.454752/21/14525.25100.00%778599.00%
1/28/14AMGN1/29/14119.170.831142/14/14123.84100.00%1949.4158.88%
1/28/14CMCSA1/29/1453.060.4851.52/14/1453.70100.00%953.2206.72%
1/28/14DD1/29/1460.710.4657.52/28/1466.62100.00%939.278.92%
1/28/14GLW1/29/1417.160.15162/28/1419.27100.00%242.2107.74%
1/28/14PFE1/29/1430.110.2228.52/28/1432.11100.00%463.275.87%
1/29/14SO1/30/1440.890.25402/21/1442.35100.00%753.871.83%
1/30/14LUV1/31/1420.950.2202/21/1421.76100.00%344167.04%
1/30/14MO1/31/1435.220.23342/21/1435.37100.00%605.491.19%
1/30/14TMO1/31/14115.140.851102/21/14123.18100.00%1873.8116.21%
1/30/14TWC1/31/14133.271.21302/21/14140.54100.00%2458.4128.95%
1/30/14V1/31/14215.431.852052/21/14223.36100.00%3450.6147.87%
1/30/14WHR1/31/14133.301.251252/21/14138.80100.00%1961192.72%
1/30/14WLP1/31/1486.000.7282.52/21/1488.55100.00%1442133.23%
1/31/14CVX2/3/14111.140.71053/7/14115.08100.00%1678.859.35%
1/31/14PG2/3/1475.700.5372.53/7/1478.38100.00%124760.76%
2/3/14FDX2/4/14130.421.151252/21/14134.90100.00%2181.4201.34%
2/3/14V2/4/14214.541.62052/21/14223.36100.00%3496.8161.33%
2/4/14COST2/5/14110.510.881062/28/14116.80100.00%1847.2109.29%
2/4/14FDX2/5/14129.971.131252/21/14134.90100.00%2215.4211.08%
2/4/14MSFT2/5/1435.820.33342/28/1438.31100.00%567.4145.26%
2/4/14YUM2/5/1470.540.4667.52/21/1472.85100.00%1152.8144.15%
2/5/14DIS2/6/1475.560.6572.52/28/1480.81100.00%1270.2128.87%
2/5/14KO2/6/1438.030.2436.52/28/1438.20100.00%631.685.66%
2/6/14EL2/7/1466.500.55652/21/1467.65100.00%1235211.42%
2/6/14KO2/7/1437.950.27363/14/1438.17100.00%59159.34%
2/7/14CMI2/10/14133.021.151263/7/14145.62100.00%2073.4119.93%
2/10/14MCD2/11/1495.340.48933/7/1495.50100.00%1720.851.95%
2/10/14NUE2/11/1448.900.41463/21/1451.13100.00%72969.14%
2/12/14RAI2/13/1447.610.43453/21/1453.54100.00%734.278.08%
2/13/14CAG2/14/1429.360.25283/21/1430.07100.00%476.270.51%
2/14/14AIG2/18/1450.170.4547.53/28/1449.88100.00%781.471.23%
2/14/14CMCSA2/18/1453.530.41523/14/1450.64-241.46%958.6-80.94%
2/18/14WM2/19/1441.190.21393/21/1440.74100.00%625.849.42%
2/19/14IPG2/20/1417.020.1163/21/1417.01100.00%248.464.34%
2/19/14WM2/20/1440.980.25393/21/1440.74100.00%646.661.20%
2/25/14DPS2/26/1451.590.4503/21/1452.76100.00%912.897.51%
2/26/14CNP2/27/1423.560.1522.53/21/1423.72100.00%380.290.02%
2/26/14HD2/27/1481.970.41803/14/1479.38-51.22%1483.4-29.32%
2/26/14LOW2/27/1450.820.38493/21/1449.25100.00%872.4102.87%
3/4/14CI3/5/1479.730.6377.53/21/1482.04100.00%1434.6166.56%
3/6/14HP3/7/14100.500.9397.53/21/14106.64100.00%1803271.08%
Premium Retention Ratio:67.16%
Fraction of Winning Trade:90.12%
Annualized Rate of Return:92.54%





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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