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
01/03/13GPS01/04/1332.10.2331.001/18/1332.96100.0%555.0188.25%
01/16/13GS01/17/13141.011.25135.002/15/13154.99100.0%2344.292.29%
01/17/13LOW01/18/1336.990.3135.002/15/1339.14100.0%571.899.02%
01/29/13LLY01/30/1354.150.3852.502/15/1353.59100.0%956.0143.32%
01/29/13VLO01/30/1343.750.3841.002/15/1347.29100.0%638.0274.27%
02/13/13DE02/14/1390.570.7987.503/15/1392.24-278.48%1583.4-84.78%
02/19/13ESRX02/20/1357.290.5455.003/15/1359.77100.0%970.8136.09%
02/19/13UNH02/20/1355.210.3952.503/15/1354.73100.0%872.2100.21%
02/20/13CAT02/21/1391.530.7587.503/15/1388.83100.0%1502.6124.36%
02/20/13CL02/21/13113.090.62110.003/15/13112.08100.0%2014.865.34%
02/27/13COH02/28/1348.330.3546.003/15/1350.41100.0%768.6195.53%
03/12/13COST03/13/13103.420.66100.004/19/13104.45100.0%1792.442.86%
03/14/13JPM03/15/1350.020.4147.004/19/1347.23100.0%739.475.56%
03/20/13FDX03/21/1396.50.7392.504/19/1392.3984.93%1603.061.22%
03/21/13KO03/22/1340.040.238.7504/19/1342.66100.0%691.844.99%
04/23/13LMT04/24/1397.690.595.005/17/13106.41100.0%1734.856.98%
04/25/13SBUX04/26/1360.00.3657.505/17/1364.13100.0%986.086.51%
04/25/13XOM04/26/1388.00.4685.005/17/1391.76100.0%1506.068.7%
05/01/13HUM05/02/1375.310.5572.505/17/1380.45100.0%1280.2178.31%
05/01/13MA05/02/13545.533.08530.005/17/13584.78100.0%9665.6114.53%
05/01/13V05/02/13175.40.98170.005/17/13184.57100.0%3066.0115.03%
05/02/13V05/03/13179.541.09175.005/17/13184.57100.0%3245.8136.59%
05/15/13GOOGL05/16/13903.874.6870.005/31/13871.22100.0%15150.4107.06%
07/08/13PCLN07/09/13897.066.82855.008/02/13908.36100.0%14417.2101.96%
07/19/13ISRG07/22/13395.913.4375.008/09/13391.87100.0%6167.2196.89%
07/22/13SLB07/23/1383.570.5580.008/16/1381.92100.0%1369.482.01%
07/23/13DD07/24/1357.380.455.008/16/1358.28100.0%949.692.47%
07/23/13SLB07/24/1382.820.6780.008/16/1381.92100.0%1441.4105.66%
07/29/13TGT07/30/1371.420.4570.008/16/1368.58-215.56%1331.4-80.29%
07/30/13SYMC07/31/1326.680.2526.008/16/1326.24100.0%490.6210.75%
08/01/13PG08/02/1381.290.4579.508/23/1380.01100.0%1491.867.62%
08/01/13V08/02/13184.01.57175.008/16/13173.13-19.11%2937.0-23.48%
08/14/13NTAP08/15/1342.030.3340.009/20/1343.2100.0%670.662.75%
08/15/13DE08/16/1384.110.880.009/20/1383.82100.0%1351.282.19%
09/03/13VZ09/04/1346.780.3745.009/27/1347.0100.0%794.6105.91%
09/10/13BAC09/11/1314.650.1214.010/04/1314.05100.0%240.0116.9%
09/10/13GS09/11/13165.061.4160.009/27/13159.8589.29%2935.2158.93%
09/10/13TXN09/11/1340.030.3438.010/18/1340.71100.0%631.667.74%
09/11/13AAPL09/12/13472.693.86450.010/04/13483.03100.0%7570.8128.2%
09/11/13PM09/12/1386.280.7982.510/18/1386.93100.0%1426.672.71%
09/16/13NDAQ09/17/1331.530.330.010/18/1334.15100.0%507.696.62%
09/18/13PCLN09/19/131000.626.7955.010/18/131048.25100.0%16120.466.95%
09/19/13TWX09/20/1364.30.5362.510/18/1368.73100.0%1159.079.12%
09/23/13C09/24/1348.960.4546.010/25/1350.06100.0%728.2102.59%
09/23/13LOW09/24/1348.040.4146.010/18/1347.66100.0%797.8114.29%
09/24/13V09/25/13191.561.6185.010/18/13200.45100.0%3335.2110.35%
09/25/13WMT09/26/1374.620.572.510/25/1376.08100.0%1330.459.1%
10/08/13COST10/09/13114.590.9112.010/25/13116.44100.0%2122.8157.86%
10/09/13COST10/10/13115.70.84113.010/25/13116.44100.0%2128.0156.52%
10/09/13T10/10/1334.150.2632.511/08/1335.17100.0%544.079.97%
10/10/13CVX10/11/13117.670.9113.011/08/13121.19100.0%1976.478.69%
10/14/13UNP10/15/13156.311.35150.011/08/13155.04100.0%2630.2114.09%
10/15/13BMY10/16/1348.80.4246.511/01/1352.48100.0%788.0226.94%
10/15/13PEP10/16/1382.270.680.011/15/1386.03100.0%1478.462.26%
10/16/13AXP10/17/1380.230.677.511/15/1382.8100.0%1391.670.11%
10/16/13BAX10/17/1367.240.4865.011/15/1368.66100.0%1168.865.96%
10/16/13IBM10/17/13174.831.03170.011/01/13179.23100.0%3116.6120.6%
10/16/13MRK10/17/1347.110.3845.011/15/1348.07100.0%769.283.48%
10/17/13MRK10/18/1346.610.4144.511/22/1348.94100.0%762.272.7%
10/18/13GE10/21/1326.140.1425.511/08/1327.05100.0%472.880.71%
10/18/13GOOGL10/21/131003.37.9955.011/22/131031.89100.0%16026.073.13%
10/21/13HAS10/22/1349.990.3647.511/15/1352.73100.0%786.897.47%
10/21/13KMB10/22/13102.970.55100.011/15/13109.26100.0%1817.457.37%
10/21/13MCD10/22/1395.120.4592.511/15/1396.92100.0%1685.449.29%
10/21/13TXN10/22/1340.280.3839.011/15/1342.55100.0%715.6119.65%
10/22/13DFS10/23/1351.290.449.011/15/1352.39100.0%836.8109.8%
10/22/13FCX10/23/1336.630.3135.011/15/1336.83100.0%600.6122.26%
10/22/13TXN10/23/1339.730.2938.011/15/1342.55100.0%650.699.78%
10/23/13COH10/24/1349.090.447.011/15/1354.14100.0%812.8121.89%
10/23/13T10/24/1334.630.1534.011/08/1335.17100.0%644.675.02%
10/24/13JOY10/25/1358.090.555.011/15/1356.79100.0%902.8155.21%
10/24/13NSC10/25/1387.650.7585.011/15/1387.15100.0%1563.0125.83%
10/25/13AMZN10/28/13358.163.38340.011/22/13372.31100.0%5685.2132.38%
10/25/13PG10/28/1381.30.4679.011/29/1384.22100.0%1442.043.07%
11/04/13JNJ11/05/1392.810.5291.011/22/1395.25100.0%1727.289.05%
11/06/13CHK11/07/1325.40.2124.511/22/1326.3100.0%439.0211.75%
11/06/13COST11/07/13122.780.48120.011/22/13125.21100.0%2225.668.07%
12/09/13DISCA12/10/1385.170.7280.001/17/1480.91100.0%1258.470.65%
12/09/13MCD12/10/1395.430.4694.012/27/1396.91100.0%1811.671.32%
12/09/13USB12/10/1339.420.1938.512/27/1340.37100.0%715.475.56%
12/10/13MA12/11/13790.575.5750.001/17/14815.69100.0%12304.453.94%
12/10/13SYY12/11/1336.960.335.001/17/1436.51100.0%573.265.41%
12/11/13COST12/12/13118.220.7113.001/17/14116.29100.0%1912.443.98%
12/11/13MA12/12/13782.544.21760.001/03/14830.81100.0%13817.864.53%
12/12/13ADBE12/13/1360.890.557.501/17/1461.37100.0%928.872.77%
12/18/13ORCL12/19/1336.60.2735.001/17/1438.21100.0%599.074.18%
01/02/14FRX01/03/1459.620.5557.501/17/1468.74100.0%1035.4285.5%
01/06/14CELG01/07/14164.611.45155.001/24/14161.22100.0%2476.2239.34%
01/13/14MRK01/14/1453.00.4551.002/07/1454.77100.0%905.0109.18%
01/13/14TGT01/14/1461.710.3260.001/31/1456.64-278.13%1095.2-83.79%
01/13/14TWC01/14/14136.01.15130.002/21/14140.54100.0%2235.061.92%
01/23/14BAX01/24/1467.640.4566.002/14/1469.08100.0%1233.886.38%
01/23/14MCD01/24/1494.430.3493.002/14/1495.78100.0%1779.638.95%
01/23/14NSC01/24/1489.610.7485.002/21/1490.47100.0%1405.295.23%
01/23/14SNDK01/24/1469.480.5265.502/14/1474.59100.0%1043.6132.84%
01/24/14EBAY01/27/1452.880.4151.002/14/1454.77100.0%910.6144.26%
01/24/14PG01/27/1478.470.4676.002/14/1479.4100.0%1368.495.51%
01/27/14CAT01/28/1492.470.6290.002/14/1496.55100.0%1664.4119.3%
01/27/14PFE01/28/1430.420.2929.002/28/1432.11100.0%495.495.39%
01/28/14AAPL01/29/14500.753.45475.002/21/14525.25100.0%7785.099.0%
01/28/14AMGN01/29/14119.170.83114.002/14/14123.84100.0%1949.4158.88%
01/28/14CMCSA01/29/1453.060.4851.502/14/1453.7100.0%953.2206.72%
01/28/14DD01/29/1460.710.4657.502/28/1466.62100.0%939.278.92%
01/28/14GLW01/29/1417.160.1516.002/28/1419.27100.0%242.2107.74%
01/28/14PFE01/29/1430.110.2228.502/28/1432.11100.0%463.275.87%
01/29/14SO01/30/1440.890.2540.002/21/1442.35100.0%753.871.83%
01/30/14LUV01/31/1420.950.220.002/21/1421.76100.0%344.0167.04%
01/30/14MO01/31/1435.220.2334.002/21/1435.37100.0%605.491.19%
01/30/14TMO01/31/14115.140.85110.002/21/14123.18100.0%1873.8116.21%
01/30/14TWC01/31/14133.271.2130.002/21/14140.54100.0%2458.4128.95%
01/30/14V01/31/14215.431.85205.002/21/14223.36100.0%3450.6147.87%
01/30/14WHR01/31/14133.31.25125.002/21/14138.8100.0%1961.0192.72%
01/30/14WLP01/31/1486.00.7282.502/21/1488.55100.0%1442.0133.23%
01/31/14CVX02/03/14111.140.7105.003/07/14115.08100.0%1678.859.35%
01/31/14PG02/03/1475.70.5372.503/07/1478.38100.0%1247.060.76%
02/03/14FDX02/04/14130.421.15125.002/21/14134.9100.0%2181.4201.34%
02/03/14V02/04/14214.541.6205.002/21/14223.36100.0%3496.8161.33%
02/04/14COST02/05/14110.510.88106.002/28/14116.8100.0%1847.2109.29%
02/04/14FDX02/05/14129.971.13125.002/21/14134.9100.0%2215.4211.08%
02/04/14MSFT02/05/1435.820.3334.002/28/1438.31100.0%567.4145.26%
02/04/14YUM02/05/1470.540.4667.502/21/1472.85100.0%1152.8144.14%
02/05/14DIS02/06/1475.560.6572.502/28/1480.81100.0%1270.2128.87%
02/05/14KO02/06/1438.030.2436.502/28/1438.2100.0%631.685.66%
02/06/14EL02/07/1466.50.5565.002/21/1467.65100.0%1235.0211.42%
02/06/14KO02/07/1437.950.2736.003/14/1438.17100.0%591.059.34%
02/07/14CMI02/10/14133.021.15126.003/07/14145.62100.0%2073.4119.93%
02/10/14MCD02/11/1495.340.4893.003/07/1495.5100.0%1720.851.95%
02/10/14NUE02/11/1448.90.4146.003/21/1451.13100.0%729.069.14%
02/12/14RAI02/13/1447.610.4345.003/21/1453.54100.0%734.278.08%
02/13/14CAG02/14/1429.360.2528.003/21/1430.07100.0%476.270.51%
02/14/14AIG02/18/1450.170.4547.503/28/1449.88100.0%781.471.23%
02/18/14KO02/19/1437.10.336.003/21/1438.43100.0%662.071.47%
02/18/14WM02/19/1441.190.2139.003/21/1440.74100.0%625.849.42%
02/19/14IPG02/20/1417.020.116.003/21/1417.01100.0%248.464.34%
02/19/14WM02/20/1440.980.2539.003/21/1440.74100.0%646.661.2%
02/24/14VZ02/25/1446.290.3644.004/04/1448.04100.0%732.858.51%
02/25/14HD02/26/1481.70.5478.004/04/1478.72100.0%1318.048.6%
03/17/14CCE03/18/1447.670.3546.004/18/1445.19-311.43%821.4-81.29%
03/18/14AXP03/19/1490.730.8386.004/25/1487.03100.0%1424.674.83%
03/19/14XOM03/20/1494.580.891.004/25/14100.41100.0%1613.663.33%
03/27/14C03/28/1447.250.3545.004/18/1448.22100.0%755.0119.82%
03/28/14ACN03/31/1479.720.675.005/02/1479.36100.0%1182.475.87%
04/02/14OXY04/03/1496.510.892.005/09/1496.11100.0%1559.266.08%
04/04/14GNW04/07/1417.070.2916.005/02/1417.81100.0%263.4359.49%
04/04/14MU04/07/1421.710.4519.505/09/1426.84100.0%258.2524.95%
04/08/14AON04/09/1482.61.1677.505/16/1486.64100.0%1258.0138.72%
04/08/14CI04/09/1481.581.2677.505/16/1487.49100.0%1349.6141.21%
04/08/14DTV04/09/1478.361.475.005/16/1486.18100.0%1371.2160.92%
04/08/14HUM04/09/14113.91.5105.005/16/14119.0100.0%1538.0150.44%
04/08/14ISRG04/09/14456.647.7410.005/16/14374.09-327.27%5238.8-99.85%
04/08/14LLY04/09/1460.430.7657.505/16/1458.34100.0%991.6107.2%
04/08/14UNH04/09/1481.390.8977.505/16/1476.65-206.74%1327.8-77.04%
04/09/14ADP04/10/1475.220.6772.505/16/1477.81100.0%1299.466.49%
04/09/14BEN04/10/1452.020.6550.005/16/1454.33100.0%903.4102.27%
04/09/14CI04/10/1479.091.175.005/16/1487.49100.0%1282.8130.28%
04/09/14CNX04/10/1440.880.5838.005/16/1444.03100.0%587.6159.71%
04/09/14DO04/10/1447.330.8145.005/16/1449.84100.0%794.6167.56%
04/09/14GILD04/10/1465.481.3560.005/02/1477.71100.0%896.6924.7%
04/09/14HSY04/10/1498.611.0195.005/16/1496.62100.0%1712.278.8%
04/09/14NEE04/10/1495.770.7390.005/16/1496.6100.0%1411.466.74%
04/09/14PG04/10/1481.090.6278.005/09/1482.39100.0%1374.874.23%
04/09/14STZ04/10/1480.110.6575.005/16/1482.95100.0%1156.274.12%
04/10/14ADP04/11/1473.730.4270.005/16/1477.81100.0%1143.645.66%
04/10/14BBBY04/11/1463.720.4661.005/09/1461.31100.0%1048.475.03%
04/10/14DF04/11/1415.10.314.005/16/1415.55100.0%222.0275.03%
04/10/14FAST04/11/1449.860.7547.005/16/1448.23100.0%786.2158.62%
04/10/14FLR04/11/1474.470.5370.005/16/1473.22100.0%1095.463.68%
04/10/14GILD04/11/1466.030.9560.005/02/1477.71100.0%812.6583.27%
04/10/14MRK04/11/1455.920.5453.505/09/1455.21100.0%930.4108.64%
04/10/14WFM04/11/1449.50.6748.005/02/1449.65100.0%907.0245.12%
04/11/14AIZ04/14/1463.540.460.005/16/1466.53100.0%956.859.54%
04/11/14ARG04/14/14104.760.8100.005/16/14106.57100.0%1699.269.01%
04/11/14FAST04/14/1450.420.4547.005/16/1448.23100.0%711.4101.3%
04/11/14WFC04/14/1448.110.446.005/09/1449.08100.0%791.2105.46%
04/14/14AIZ04/15/1463.770.460.005/16/1466.53100.0%938.463.47%
04/14/14CMA04/15/1448.580.5146.005/16/1446.0100.0%764.6113.89%
04/14/14ETN04/15/1471.890.967.505/16/1472.21100.0%1088.8154.75%
04/14/14GNW04/15/1416.110.3215.005/02/1417.81100.0%243.21321.17%
04/14/14IR04/15/1455.570.952.505/16/1457.6100.0%894.4209.22%
04/14/14JPM04/15/1454.80.552.505/16/1453.31100.0%916.086.97%
04/15/14AON04/16/1482.360.8677.505/16/1486.64100.0%1247.2125.08%
04/15/14CCE04/16/1444.850.5543.005/16/1446.65100.0%767.0132.24%
04/15/14CMA04/16/1448.570.6647.005/16/1446.0-51.52%880.4-38.07%
04/15/14EW04/16/1480.431.8275.005/16/1486.03100.0%1247.6424.24%
04/15/14FIS04/16/1452.50.6550.005/16/1453.4100.0%865.0141.46%
04/15/14JNJ04/16/1498.750.5394.005/23/14100.98100.0%1669.049.13%
04/15/14MMC04/16/1448.310.4546.005/16/1448.97100.0%780.297.83%
04/15/14MSI04/16/1463.230.8560.005/16/1466.28100.0%1026.6163.22%
04/15/14SCHW04/16/1426.840.3525.005/16/1425.0100.0%387.8186.14%
04/15/14SNA04/16/14112.561.3105.005/16/14114.96100.0%1625.2155.04%
04/16/14ABT04/17/1438.930.3638.005/16/1439.06100.0%721.684.55%
04/16/14CCE04/17/1445.190.3643.005/16/1446.65100.0%720.884.67%
04/16/14HIG04/17/1434.670.3733.005/16/1434.29100.0%563.4122.68%
04/16/14IR04/17/1457.820.7655.005/16/1457.6100.0%950.4163.34%
04/16/14LLTC04/17/1446.370.444.005/16/1444.31100.0%730.495.63%
04/16/14MSI04/17/1463.150.9560.005/16/1466.28100.0%1043.0199.56%
04/16/14SHW04/17/14197.592.1190.005/16/14199.84100.0%3402.8112.49%
04/16/14TMK04/17/1478.480.775.005/16/1479.98100.0%1291.694.31%
04/16/14USB04/17/1440.250.3139.005/16/1440.89100.0%711.071.11%
04/16/14VFC04/17/1459.830.857.505/16/1462.78100.0%1043.6153.36%
04/17/14ED04/21/1456.850.4555.005/16/1455.18100.0%997.090.51%
04/17/14SHW04/21/14197.761.5190.005/16/14199.84100.0%3329.290.3%
04/17/14SLB04/21/14101.80.8597.005/30/14104.04100.0%1751.082.69%
04/17/14TMK04/21/1478.070.775.005/16/1479.98100.0%1324.4112.12%
04/22/14MCD04/23/1499.130.4295.005/30/14101.43100.0%1724.636.3%
04/23/14EMC04/24/1425.510.1924.505/23/1426.6100.0%428.272.71%
04/24/14FLR04/25/1475.730.772.505/23/1474.11100.0%1261.6102.17%
04/24/14MMM04/25/14136.560.99132.005/23/14141.14100.0%2374.270.33%
04/24/14NUE04/25/1451.120.2748.505/30/1450.63100.0%787.442.13%
04/25/14SYY04/28/1436.480.335.006/06/1437.68100.0%611.656.54%
04/25/14V04/28/14201.422.3195.005/30/14214.83100.0%3263.454.57%
04/28/14PWR04/29/1434.740.433.005/16/1432.8152.5%560.8120.19%
04/29/14COH04/30/1444.650.2543.005/16/1441.99-380.0%753.0-91.17%
04/29/14ETN04/30/1472.640.6568.506/06/1474.89100.0%1103.875.85%
04/29/14NOV04/30/1478.530.775.005/30/1481.87100.0%1287.690.42%
04/30/14EBAY05/01/1451.690.5550.005/30/1450.73100.0%863.8100.26%
05/01/14COP05/02/1476.520.674.005/30/1479.94100.0%1338.477.12%
05/02/14CVX05/05/14125.360.89120.006/13/14127.26100.0%2060.248.56%
05/02/14PFE05/05/1429.960.2728.006/13/1429.53100.0%430.276.77%
05/06/14EOG05/07/14104.790.8999.006/06/14109.32100.0%1605.892.77%
05/06/14TGT05/07/1458.130.554.506/06/1457.68100.0%849.6100.52%
05/07/14FLR05/08/1475.280.6571.506/06/1479.4100.0%1192.695.02%
05/07/14HUM05/08/14116.720.95110.006/13/14124.66100.0%1757.470.54%
05/08/14WFM05/09/1439.320.3237.505/30/1438.24100.0%636.4134.6%
05/13/14AMGN05/14/14112.070.73107.006/13/14116.03100.0%1807.461.89%
05/14/14CSCO05/15/1424.180.1623.506/13/1424.7100.0%431.658.11%
05/15/14WMT05/16/1477.010.3375.006/13/1475.28100.0%1372.236.31%
05/19/14T05/20/1435.50.2534.006/27/1435.41100.0%585.049.47%
05/21/14LOW05/22/1446.890.3645.006/20/1446.02100.0%784.875.86%
05/21/14TIF05/22/1496.550.6292.506/20/1499.65100.0%1588.061.94%
05/22/14AMZN05/23/14312.242.62295.006/20/14324.2100.0%4782.8100.42%
05/22/14TIF05/23/1496.590.5992.506/20/1499.65100.0%1581.861.18%
06/09/14MRK06/10/1458.490.4856.506/27/1457.53100.0%1018.8168.71%
06/12/14GS06/13/14165.891.53160.007/18/14171.47100.0%2881.871.51%
06/19/14RHT06/20/1455.080.4552.507/18/1454.86100.0%888.690.4%
06/20/14ORCL06/23/1441.10.3539.508/01/1439.61100.0%697.058.18%
07/02/14IBM07/03/14188.531.66180.008/08/14186.63100.0%3083.670.17%
07/07/14ADM07/08/1445.940.3844.008/15/1449.74100.0%762.859.51%
07/07/14DVA07/08/1472.810.6570.008/15/1472.11100.0%1240.263.34%
07/07/14PCP07/08/14254.042.35240.008/15/14239.6785.96%3911.862.19%
07/11/14WFC07/14/1451.310.2650.508/01/1450.3542.31%971.225.66%
07/16/14AIG07/17/1454.70.4152.008/22/1455.33100.0%865.059.92%
07/17/14UNH07/18/1485.520.582.508/15/1481.47-106.0%1458.4-38.28%
07/17/14YUM07/18/1477.420.6375.008/22/1472.41-311.11%1369.4-80.03%
07/18/14YUM07/21/1474.130.4571.008/29/1472.43100.0%1214.640.56%
07/21/14CMG07/22/14659.776.0620.008/29/14678.65100.0%9818.476.78%
07/21/14HAL07/22/1473.290.6569.508/29/1467.61-190.77%1151.8-66.52%
07/23/14PEP07/24/1491.910.5890.008/29/1492.49100.0%1705.240.37%
07/23/14QCOM07/24/1476.170.573.008/29/1476.1100.0%1256.2448.54%
07/24/14AIG07/25/1454.160.2951.508/29/1456.06100.0%846.242.11%
07/24/14AXP07/25/1491.930.4588.008/29/1489.55100.0%1490.636.37%
07/24/14CAT07/25/14104.850.57101.008/29/14109.07100.0%1769.039.2%
07/24/14CMCSA07/25/1454.390.3252.508/29/1454.72100.0%930.842.26%
07/24/14NUE07/25/1451.330.4849.008/29/1454.32100.0%841.678.33%
07/24/14PEP07/25/1491.550.489.008/29/1492.49100.0%1616.029.04%
07/24/14QCOM07/25/1476.10.5173.008/29/1476.1100.0%1263.051.11%
07/24/14UNP07/25/14101.660.7198.008/29/14105.27100.0%1738.251.82%
07/24/14UPS07/25/14103.570.81100.008/29/1497.33-229.63%1795.4-68.04%
07/24/14V07/25/14214.771.77205.008/29/14212.52100.0%3495.467.39%
07/29/14UPS07/30/1499.350.5796.009/05/1498.86100.0%1709.038.22%
07/31/14WFM08/01/1437.860.3436.008/22/1438.55100.0%605.2158.57%
08/06/14CTSH08/07/1444.380.342.508/22/1446.06100.0%729.6166.59%
08/14/14CSCO08/15/1424.430.1324.008/29/1424.99100.0%458.6107.25%
08/19/14HD08/20/1490.750.5589.009/05/1491.61100.0%1695.0107.19%
08/21/14BAC08/22/1416.130.1515.509/26/1417.03100.0%274.674.13%
08/21/14EBAY08/22/1455.50.4853.509/19/1452.43-122.92%958.0-56.33%
08/22/14BAX08/25/1475.40.5173.009/19/1472.549.8%1319.05.68%
08/28/14BAC08/29/1416.090.1515.510/03/1417.29100.0%277.873.05%
09/02/14HD09/03/1489.00.4986.010/10/1492.55100.0%1529.036.5%
09/09/14HD09/10/1489.250.4386.010/10/1492.55100.0%1503.040.94%
09/09/14MCD09/10/1493.00.4390.010/10/1492.3100.0%1603.038.0%
09/11/14RTN09/12/14100.770.9397.510/17/1497.4695.7%1781.466.27%
09/12/14HAL09/15/1466.280.5663.510/03/1461.86-192.86%1103.6-87.61%
09/12/14RTN09/15/14101.510.6897.510/17/1497.4694.12%1697.252.53%
09/17/14FDX09/18/14158.930.88152.510/24/14163.88100.0%2623.639.72%
09/23/14BBBY09/24/1467.330.4565.010/24/1465.24100.0%1158.658.98%
09/24/14BBBY09/25/1466.080.4963.510/31/1467.34100.0%1112.654.8%
09/25/14AET09/26/1482.030.5578.010/24/1478.69100.0%1292.672.15%
10/01/14EBAY10/02/1454.850.351.011/07/1453.51100.0%741.7649.48%
10/06/14HPQ10/07/1435.220.134.010/24/1434.93100.0%592.443.25%
10/07/14YUM10/08/1470.740.5166.511/14/1474.78100.0%1041.860.24%
10/08/14COST10/09/14128.410.75124.011/07/14137.71100.0%2202.252.43%
10/08/14MON10/09/14107.670.75104.011/07/14114.35100.0%1861.464.41%
10/09/14PEP10/10/1494.650.5392.011/14/1497.72100.0%1681.038.23%
10/17/14HON10/20/1490.00.885.011/21/1498.23100.0%1380.090.18%
10/21/14CMG10/22/14608.995.69575.011/21/14657.88100.0%9349.8105.19%
10/21/14IBM10/22/14161.791.31152.511/28/14162.17100.0%2437.867.59%
10/21/14KO10/22/1440.620.2639.511/14/1442.73100.0%726.474.73%
10/21/14UTX10/22/14101.180.6896.011/28/14110.08100.0%1573.651.79%
10/22/14ABT10/23/1442.430.3241.011/21/1443.81100.0%737.670.66%
10/22/14EMC10/23/1427.70.527.011/07/1429.12100.0%534.0782.83%
10/22/14KO10/23/1440.860.2240.011/07/1442.28100.0%753.2101.49%
10/23/14CAT10/24/1499.441.1195.011/28/14100.6100.0%1655.896.73%
10/23/14LLY10/24/1466.050.8463.511/21/1467.36100.0%1150.0150.68%
10/23/14UNP10/24/14114.580.76110.011/14/14120.71100.0%1909.697.06%
10/24/14PG10/27/1485.950.4884.011/21/1488.6100.0%1572.055.14%
10/24/14WYN10/27/1476.440.6572.511/21/1479.61100.0%1199.8116.04%
10/27/14CVS10/28/1485.20.9182.011/28/1491.36100.0%1475.0102.36%
10/27/14STX10/28/1459.470.6656.511/14/1462.88100.0%958.4317.82%
10/29/14RL10/30/14166.111.3160.011/21/14180.05100.0%2841.2110.07%
10/30/14BMY10/31/1458.190.555.511/21/1458.79100.0%944.8145.05%
10/30/14FFIV10/31/14122.980.96118.011/14/14128.88100.0%2057.6228.34%
10/30/14MO10/31/1448.340.5847.012/05/1451.07100.0%890.893.06%
10/30/14MOS10/31/1444.310.4542.012/05/1445.98100.0%700.291.47%
10/30/14SBUX10/31/1475.560.672.511/28/1481.21100.0%1265.282.94%
10/30/14V10/31/14241.431.5235.011/14/14248.84100.0%4335.6142.72%
11/04/14ADM11/05/1450.310.4748.012/05/1453.25100.0%822.296.67%
11/04/14CVS11/05/1487.50.6685.012/05/1490.7100.0%1566.065.25%
11/04/14PCLN11/05/141095.3410.01030.012/12/141103.99100.0%16372.879.47%
11/05/14CTSH11/06/1452.640.6550.012/12/1450.48100.0%853.8110.41%
11/06/14CTSH11/07/1453.620.451.012/05/1453.15100.0%850.482.06%
11/06/14DIS11/07/1490.00.7787.012/05/1493.76100.0%1577.086.16%
11/07/14WFM11/10/1448.052.1245.512/12/1448.32100.0%918.0969.67%
11/11/14UNP11/12/14120.711.1115.012/19/14118.49100.0%1953.271.68%
11/12/14CSCO11/13/1425.680.2325.012/19/1427.77100.0%468.662.55%
11/12/14DOW11/13/1449.960.4547.012/12/1443.35-711.11%748.2-99.91%
11/12/14NTAP11/13/1441.080.439.012/12/1440.69100.0%653.2111.29%
11/13/14BRK.B11/14/14145.520.95143.012/05/14150.68100.0%2753.480.32%
11/13/14PG11/14/1488.110.2986.012/12/1489.55100.0%1580.226.75%
11/13/14SNDK11/14/1496.190.8591.012/12/1498.79100.0%1489.8106.12%
11/13/14WMT11/14/1482.960.5680.012/19/1485.16100.0%1419.249.72%
11/14/14CAG11/17/1434.940.4733.012/19/1436.86100.0%551.4154.22%
11/14/14NTAP11/17/1442.230.540.012/19/1442.94100.0%671.6126.84%
11/17/14AIG11/18/1453.890.4752.012/26/1456.42100.0%935.860.11%
11/17/14AZO11/18/14568.595.66550.012/19/14613.46100.0%10078.890.28%
11/18/14ESRX11/19/1479.470.7477.012/12/1482.99100.0%1416.4124.38%
11/18/14HD11/19/1496.70.6892.512/19/14101.93100.0%1582.066.87%
11/18/14SPG11/19/14176.371.03170.012/19/14184.36100.0%2993.450.92%
11/18/14WDC11/19/1499.90.9896.012/05/14105.07100.0%1705.6257.69%
11/19/14APD11/20/14142.681.15135.012/19/14147.04100.0%2200.689.86%
11/19/14CAG11/20/1435.550.334.012/19/1436.86100.0%586.087.46%
11/19/14IBM11/20/14160.641.04155.012/26/14162.34100.0%2752.845.64%
11/19/14IR11/20/1463.010.560.012/19/1463.98100.0%1009.283.79%
11/19/14JCI11/20/1450.070.7748.012/19/1448.22100.0%871.4190.3%
11/19/14LOW11/20/1462.430.460.012/19/1466.95100.0%1045.660.4%
11/19/14MOS11/20/1447.230.4545.012/19/1446.01100.0%766.6105.02%
11/19/14PH11/20/14130.431.8125.012/19/14128.24100.0%2245.6163.92%
11/19/14SPG11/20/14178.871.4175.012/19/14184.36100.0%3330.467.91%
11/19/14WDC11/20/14101.771.0997.512/19/14113.88100.0%1717.4116.95%
11/20/14PCG11/21/1450.070.3548.012/19/1453.06100.0%829.471.4%
11/20/14RAI11/21/1465.290.462.512/19/1464.25100.0%1066.861.58%
11/20/14STI11/21/1439.440.2638.012/19/1441.93100.0%670.864.17%
11/20/14VAR11/21/1487.750.7585.012/19/1488.04100.0%1555.084.79%
11/21/14CTAS11/24/1472.860.8569.1512/19/1479.23100.0%1171.2178.13%
11/21/14CTL11/24/1440.280.3739.012/19/1439.7100.0%714.6108.97%
11/21/14KSU11/24/14125.141.15120.012/19/14120.29100.0%2103.8117.5%
11/21/14NEE11/24/14103.220.8100.012/19/14105.86100.0%1822.487.24%
11/21/14PCAR11/24/1467.340.5565.012/19/1469.24100.0%1167.7995.8%
11/21/14PSX11/24/1479.430.6575.012/19/1471.81-390.77%1210.6-96.79%
11/21/14RAI11/24/1464.850.3962.512/19/1464.25100.0%1101.066.23%
11/21/14SPG11/24/14178.581.15175.012/19/14184.36100.0%3328.664.2%
11/21/14WDC11/24/14102.760.9299.012/19/14113.88100.0%1771.2109.45%
11/24/14DFS11/25/1465.340.9663.512/26/1466.27100.0%1218.8144.17%
11/24/14KSU11/25/14125.42.0119.012/26/14122.41100.0%2068.0196.52%
11/24/14UNP11/25/14122.511.15117.001/02/15118.61100.0%2014.270.46%
11/24/14USB11/25/1444.030.2742.501/02/1544.83100.0%754.640.17%
11/25/14DFS11/26/1464.970.3762.512/26/1466.27100.0%1089.450.13%
11/25/14HUM11/26/14137.490.8131.012/26/14145.07100.0%2180.855.01%
11/25/14IP11/26/1453.370.5951.012/26/1454.28100.0%889.4118.47%
11/25/14KSU11/26/14125.32.0119.012/26/14122.41100.0%2076.0206.19%
11/25/14NUE11/26/1454.230.4952.012/26/1449.07-497.96%910.6-97.75%
11/25/14PM11/26/1486.60.584.012/26/1483.34-32.0%1522.0-12.07%
11/25/14USB11/26/1444.380.5843.012/26/1445.74100.0%807.6132.53%
11/25/14UTX11/26/14110.160.96106.012/26/14117.24100.0%1883.283.11%
11/26/14CMI11/28/14145.622.4140.001/02/15146.42100.0%2590.4151.94%
11/26/14DE11/28/1486.620.4983.012/26/1490.24100.0%1419.455.65%
11/26/14DFS11/28/1465.550.9663.512/26/1466.27100.0%1202.0172.27%
11/26/14ETN11/28/1467.830.365.012/26/1469.43100.0%1103.641.85%
11/26/14HIG11/28/1441.30.3139.501/02/1541.79100.0%677.059.51%
11/26/14IP11/28/1453.820.551.512/26/1454.28100.0%894.4103.22%
11/26/14T11/28/1435.380.234.512/26/1434.17-65.0%639.6-23.48%
11/26/14USB11/28/1444.20.3243.001/02/1544.83100.0%796.050.84%
11/26/14WDC11/28/14103.270.9799.012/26/14113.09100.0%1735.4103.19%
12/02/14ADM12/03/1453.710.4451.501/02/1552.02100.0%897.279.05%
12/02/14BK12/03/1440.40.3139.001/02/1540.46100.0%699.069.55%
12/02/14CMI12/03/14150.62.1143.001/02/15146.42100.0%2462.0170.71%
12/02/14NSC12/03/14111.892.1106.001/02/15109.15100.0%1858.8267.77%
12/03/14EBAY12/04/1454.670.4852.501/02/1556.21100.0%924.489.11%
12/04/14SBUX12/05/1483.570.5281.001/02/1581.44100.0%1466.457.5%
12/05/14SBUX12/08/1483.80.781.001/09/1579.79-72.86%1466.0-33.23%
12/08/14MCD12/09/1491.360.6487.501/16/1591.49100.0%1505.249.18%
12/08/14MRK12/09/1460.010.4957.001/09/1562.56100.0%948.280.99%
12/08/14MSFT12/09/1447.630.2946.001/09/1547.19100.0%818.650.67%
12/09/14SBUX12/10/1482.660.5181.012/26/1481.83100.0%1538.2110.45%
12/10/14COST12/11/14141.360.79137.001/02/15141.61100.0%2470.268.59%
12/10/14FE12/11/1437.840.3536.001/16/1540.92100.0%607.876.41%
12/10/14MSFT12/11/1447.150.445.001/09/1547.19100.0%768.089.46%
12/10/14PLD12/11/1442.890.541.001/16/1544.14100.0%718.897.75%
12/10/14TGT12/11/1473.530.6570.501/02/1575.33100.0%1232.6134.58%
12/10/14VNO12/11/14113.760.75110.001/16/15114.27100.0%1974.245.94%
12/10/14WDC12/11/14108.041.41104.012/26/14113.09100.0%1897.8471.95%
12/11/14LLY12/12/1469.550.7968.012/26/1470.39100.0%1315.0357.69%
12/15/14SRE12/16/14105.241.11100.001/16/15112.95100.0%1691.8111.33%
12/16/14SWK12/17/1494.391.0590.001/16/1591.83100.0%1553.8121.58%
12/16/14TGT12/17/1473.570.870.001/09/1576.43100.0%1194.4179.78%
12/16/14VFC12/17/1473.130.770.001/16/1572.57100.0%1219.697.19%
12/16/14WY12/17/1435.010.234.001/02/1536.13100.0%619.2106.51%
12/16/14XL12/17/1433.660.1432.001/16/1535.53100.0%521.238.06%
12/17/14CI12/18/14104.581.07100.001/16/15107.89100.0%1740.6111.88%
12/18/14NKE12/19/1494.841.0891.001/23/1596.16100.0%1620.895.96%
12/19/14CTAS12/22/1479.640.4876.6501/16/1578.93100.0%1341.867.06%
12/19/14NKE12/22/1495.930.6292.501/16/1592.99100.0%1637.672.04%
12/19/14PAYX12/22/1447.030.446.001/16/1547.3100.0%877.691.69%
12/22/14ESRX12/23/1485.880.6882.001/23/1584.8100.0%1397.674.96%
01/07/15MON01/08/15119.190.8114.002/06/15120.22100.0%1944.866.09%
01/08/15BBBY01/09/1574.090.7970.002/13/1577.91100.0%1151.899.73%
01/15/15TGT01/16/1574.940.6871.502/06/1576.36100.0%1222.8156.16%
01/16/15GS01/20/15175.631.9167.502/06/15183.43100.0%2889.6292.47%
01/20/15SLB01/21/1582.210.7778.002/06/1586.16100.0%1300.2271.55%
01/21/15AXP01/22/1584.370.680.002/27/1581.59100.0%1310.457.45%
01/21/15UNH01/22/15113.850.85109.002/20/15112.62100.0%1877.074.62%
01/22/15AXP01/23/1584.130.680.002/27/1581.59100.0%1329.658.45%
01/22/15SBUX01/23/1588.220.7284.002/27/1593.49100.0%1414.467.83%
01/23/15COL01/26/1587.150.785.002/20/1590.86100.0%1598.087.0%
01/23/15GE01/26/1524.590.2224.002/20/1525.21100.0%454.899.31%
01/23/15MCD01/26/1590.670.4688.002/13/1595.65100.0%1592.478.15%
01/23/15SBUX01/26/1588.120.7284.002/27/1593.49100.0%1422.475.63%
01/23/15UPS01/26/15102.350.8299.002/13/15101.79100.0%1794.0147.51%
01/26/15MSFT01/27/1542.660.3740.502/27/1543.85100.0%674.287.58%
01/26/15NSC01/27/15104.190.5598.002/20/15111.73100.0%1519.871.71%
01/27/15CAT01/28/1580.010.5276.002/20/1584.44100.0%1251.290.83%
01/27/15EA01/28/1554.610.7852.002/13/1556.39100.0%909.2553.81%
01/27/15MMM01/28/15163.941.7155.003/06/15164.36100.0%2554.888.8%
01/27/15PG01/28/1585.150.383.002/13/1585.9100.0%1518.056.27%
01/27/15UTX01/28/15116.921.6113.002/13/15121.25100.0%2106.4431.3%
01/28/15ABC01/29/1596.340.5592.502/20/15101.98100.0%1597.875.33%
01/28/15CAT01/29/1580.00.7676.502/20/1584.44100.0%1326.0152.1%
01/29/15BA01/30/15145.480.7139.002/13/15149.73100.0%2331.6116.24%
01/29/15DOW01/30/1545.130.3743.502/13/1549.44100.0%776.6236.51%
01/29/15MCD01/30/1592.440.4190.002/13/1595.65100.0%1645.889.94%
01/29/15PHM01/30/1520.590.1119.502/13/1522.89100.0%313.8145.53%
01/29/15YHOO01/30/1543.990.3341.502/20/1544.11100.0%663.8132.4%
01/30/15LLY02/02/1571.690.468.502/20/1571.88100.0%1154.899.47%
02/04/15COST02/05/15149.091.11141.003/06/15149.54100.0%2283.881.73%
02/04/15CTSH02/05/1557.630.754.503/06/1561.61100.0%909.2154.35%
02/04/15DIS02/05/15102.640.8297.503/13/15106.44100.0%1620.864.94%
02/17/15MDT02/18/1578.50.4675.503/13/1576.47100.0%1316.072.5%
02/18/15ACT02/19/15289.442.65275.003/13/15298.95100.0%4609.8152.78%
02/18/15DE02/19/1591.710.6787.503/13/1589.49100.0%1480.2108.44%
02/19/15AXP02/20/1579.830.5177.503/06/1580.31100.0%1414.6151.78%
02/19/15WMT02/20/1584.31.082.503/06/1582.59100.0%1606.0383.0%
02/20/15DE02/23/1590.980.6187.503/20/1589.18100.0%1532.676.8%
02/20/15WMT02/23/1584.60.6581.003/27/1581.35100.0%1397.067.99%
02/23/15BA02/24/15154.381.24150.003/13/15151.57100.0%2773.6155.76%
02/23/15LLTC02/24/1548.580.747.003/20/1548.53100.0%884.0218.67%
02/24/15AMT02/25/1597.851.5394.003/27/1596.04100.0%1725.0181.21%
02/24/15CMCSA02/25/1559.620.3957.503/13/1559.05100.0%1019.4135.49%
02/24/15HD02/25/15116.310.72111.003/27/15113.86100.0%1867.258.46%
02/24/15HPQ02/25/1534.670.2733.003/13/1532.43-111.11%553.4-71.96%
02/24/15JPM02/25/1561.140.3659.503/13/1561.0100.0%1094.8109.19%
02/25/15CPB02/26/1546.470.2545.003/20/1545.75100.0%807.465.85%
02/25/15CRM02/26/1570.240.6666.503/20/1567.69100.0%1096.8163.66%
02/25/15HPQ02/26/1534.010.2532.503/13/1532.4372.0%554.2117.66%
02/26/15CMCSA02/27/1559.380.3558.003/13/1559.05100.0%1084.6128.88%
03/02/15BRK.B03/03/15145.930.61142.003/27/15143.89100.0%2586.642.55%
03/02/15HPQ03/03/1534.570.2633.003/27/1531.49-480.77%560.4-97.85%
03/10/15QCOM03/11/1570.270.3167.004/10/1569.16100.0%1109.439.84%
03/16/15PEP03/17/1594.130.7689.504/24/1595.17100.0%1495.660.98%
03/17/15PEP03/18/1594.641.3390.004/24/1595.17100.0%1561.8123.94%
03/26/15ACN03/27/1593.942.389.504/24/1593.4100.0%1664.8440.29%
03/26/15MCD03/27/1596.960.6892.505/01/1598.74100.0%1561.274.33%
03/27/15AET03/30/15108.571.23102.005/01/15108.47100.0%1637.4128.46%
04/07/15FDX04/08/15171.841.59165.005/08/15173.35100.0%2911.890.95%
04/17/15AXP04/20/1577.231.1674.505/29/1579.72100.0%1387.6112.0%
04/17/15PM04/20/1584.984.3582.005/22/1584.15100.0%1836.61029.78%
04/30/15XOM05/01/1588.850.6285.505/29/1585.251.61%1504.031.58%
05/06/15OXY05/07/1577.610.7573.506/05/1579.09100.0%1216.2112.37%
05/06/15TRIP05/07/1578.471.8674.505/22/1580.27100.0%1358.42170.64%
05/26/15WMT05/27/1575.190.5373.007/02/1571.86-115.09%1337.8-37.7%
05/29/15CMG06/01/15614.93.0590.007/10/15639.42100.0%10108.031.49%
06/02/15ALTR06/03/1551.730.151.006/19/1551.32100.0%971.626.31%
06/02/15EOG06/03/1589.010.4585.006/19/1588.27100.0%1424.2103.33%
06/02/15TRIP06/03/1575.070.1972.006/19/1590.94100.0%1213.442.54%
06/02/15UNP06/03/15101.990.5699.006/19/15101.1100.0%1796.8101.4%
06/04/15VZ06/05/1547.230.3345.007/10/1547.0100.0%754.656.26%
06/05/15CMG06/08/15608.124.97580.007/17/15661.95100.0%9847.458.54%
06/05/15WFM06/08/1540.00.3538.007/17/1541.63100.0%635.065.22%
06/08/15KSU06/09/1593.161.288.007/10/1594.51100.0%1467.2152.35%
06/09/15EA06/10/1562.530.7459.007/10/1572.07100.0%971.6144.26%
06/09/15GLW06/10/1521.020.3220.506/26/1520.3346.88%400.4131.4%
06/09/15KSU06/10/1592.930.9589.007/02/1592.41100.0%1560.6166.55%
06/09/15PG06/10/1579.540.3278.006/26/1579.34100.0%1468.863.5%
06/09/15WYNN06/10/15103.221.3897.506/26/1596.527.54%1630.469.15%
06/10/15KSU06/11/1594.760.7590.007/10/1594.51100.0%1494.285.23%
06/12/15SEE06/15/1549.570.947.007/17/1552.7100.0%824.4226.03%
06/15/15APA06/16/1559.050.956.507/02/1556.78100.0%1016.0593.27%
06/15/15GPS06/16/1538.750.4536.507/10/1537.58100.0%595.0203.07%
06/15/15KMI06/16/1539.490.3138.507/02/1538.03-51.61%721.8-40.03%
06/15/15MRO06/16/1526.720.2725.507/10/1524.46-285.19%439.4-94.66%
06/15/15UNP06/16/15100.520.6197.007/02/1596.6136.07%1719.433.65%
06/19/15ORCL06/22/1541.490.2339.507/31/1539.94100.0%653.838.21%
06/24/15UNP06/25/1596.970.5691.507/31/1597.6100.0%1448.446.9%
06/25/15BBBY06/26/1571.111.1967.507/31/1565.23-90.76%1180.2-63.24%
06/29/15ADM06/30/1548.220.3747.007/17/1548.02100.0%879.4142.27%
06/29/15AIZ06/30/1566.990.565.007/17/1572.72100.0%1190.8141.84%
06/29/15DFS06/30/1557.60.456.007/17/1559.15100.0%1032.0126.25%
06/30/15DFS07/01/1558.420.3956.507/17/1559.15100.0%1015.4136.27%
06/30/15SYY07/01/1535.990.2535.007/17/1536.35100.0%645.8137.84%
07/07/15MO07/08/1551.030.3448.507/31/1554.38100.0%801.693.33%
07/09/15PEP07/10/1595.550.4892.008/14/1599.23100.0%1604.036.0%
07/10/15COST07/13/15144.060.72140.007/31/15145.3100.0%2547.275.98%
07/16/15NFLX07/17/15114.771.1110.007/31/15114.31100.0%1928.4324.74%
07/21/15ISRG07/22/15549.884.0525.008/21/15506.84-354.0%8909.6-87.83%
07/22/15EMC07/23/1525.970.1625.008/14/1526.62100.0%438.481.25%
07/22/15QCOM07/23/1561.750.4559.508/14/1561.91100.0%1055.099.97%
07/22/15UTX07/23/15101.140.8298.008/14/1598.7100.0%1790.8110.18%
07/23/15CAT07/24/1576.10.5972.008/21/1575.0100.0%1171.089.8%
07/23/15EMC07/24/1525.620.1724.508/21/1525.06100.0%417.468.27%
07/23/15MMM07/24/15149.330.85143.008/21/15142.09-7.06%2438.6-3.16%
07/23/15QCOM07/24/1561.640.4559.008/21/1557.61-208.89%1013.8-71.87%
07/23/15SBUX07/24/1557.290.4355.008/21/1552.85-399.98%959.8-92.38%
07/24/15COF07/27/1578.610.6675.008/21/1576.62100.0%1277.2108.68%
07/24/15SBUX07/27/1557.010.4854.508/28/1555.63100.0%937.276.78%
07/24/15V07/27/1573.860.4971.008/21/1571.19100.0%1240.276.07%
07/28/15AKAM07/29/1573.211.8871.008/14/1573.37100.0%1431.21570.14%
07/28/15CMI07/29/15130.271.2124.008/21/15119.75-254.17%2098.4-91.73%
07/28/15DD07/29/1555.460.4752.508/28/1551.84-40.43%860.2-23.8%
07/30/15MAR07/31/1572.610.4570.008/21/1569.33-48.89%1236.2-26.81%
07/30/15SYY07/31/1536.310.3935.008/21/1539.7100.0%634.2182.15%
08/05/15CTSH08/06/1567.082.6564.008/28/1563.7289.43%1298.61513.85%
08/05/15TWX08/06/1579.150.9975.008/21/1572.76-126.26%1267.0-92.01%
08/06/15CF08/07/1558.940.6955.508/21/1559.52100.0%903.8580.79%
08/06/15KORS08/07/1543.840.4541.508/21/1540.08-215.56%687.8-98.1%
08/12/15FOSL08/13/1561.380.558.508/28/1561.6100.0%989.6231.81%
08/13/15DHI08/14/1530.640.2629.009/04/1530.39100.0%474.8152.6%
08/18/15WMT08/19/1568.570.6566.009/25/1563.78-241.54%1179.4-75.57%
09/16/15FDX09/17/15149.490.82143.010/02/15145.52100.0%2422.8124.78%
09/16/15HPQ09/17/1527.570.2326.510/02/1526.07-86.96%467.4-65.5%
09/28/15CVC09/29/1532.10.2531.010/16/1533.01100.0%557.0156.68%
Premium Retention Ratio:76.5%
Fraction of Winning Trade:92.82%
Annualized Rate of Return:115.03%





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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