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What Stock Are You Interested in Selling Calls On?
Etana,
 
Your understanding of "Open Limit Orders" is correct. 
 
As an update to:  2.  Placed Aug 8, 2012.  3 GXC Sep 22 2012 66.00 call @ 1.4 or better.  GXC was @ $64.90.  This order was filled.  Aug 9, 2012 Sold 3 GXC Sep 22 2012 66.00 call @ 1.40.  GXC was @ $65.25.
In our investment club we also filled the following order:
 
Aug 14, 2012 Sold 1 QSII Dec 22 2012 20.00 call @ 1.35.  QSII was @$18.46.

With Aug expirations taking place today I have new covered call orders ready to be placed on Monday, Aug 20th.
 
Orders being considered are:
 
        1.  12 LLTC Sep 22 2012 34.00
 
        2.  22 LVLT Sep 22 2012 24.00
 
        3.  32 POT Sep 22 2012 45.00
 
        4.  7 UNH Sep 22 2012 55.00
 
May you do well with your covered call options.
 
Butch
 
In a message dated 8/18/2012 7:26:59 P.M. Central Daylight Time, etana.finkler@gmail.com writes:
Butch,
Thank you for sharing your trades. It gives me things to
study, as when you are sellng a 1 month option and when
longer options, which i have not been doing, and also,
options where the strike price is closer to the current
price than I have been trading.

What do yo mean by "Open Limit Orders?" Are these options
that you have placed, but have not been filled yet?

thanks, etana
Butch

QSII is in the midst of a proxy fight over control of the company. The results are due to be disclosed the middle of this week. I view this to be similar or perhaps greater than an earnings report or ex Dividend date. i.e. Uncertainty that may drive the stock and options significantly up or down.  We should see this week. I am hoping for up since I have long shares.

Dan 

On 8/19/2012 1:33 AM, BandPLang@aol.com wrote:
Etana,
 
Your understanding of "Open Limit Orders" is correct. 
 
As an update to:  2.  Placed Aug 8, 2012.  3 GXC Sep 22 2012 66.00 call @ 1.4 or better.  GXC was @ $64.90.  This order was filled.  Aug 9, 2012 Sold 3 GXC Sep 22 2012 66.00 call @ 1.40.  GXC was @ $65.25.
In our investment club we also filled the following order:
 
Aug 14, 2012 Sold 1 QSII Dec 22 2012 20.00 call @ 1.35.  QSII was @$18.46.

With Aug expirations taking place today I have new covered call orders ready to be placed on Monday, Aug 20th.
 
Orders being considered are:
 
        1.  12 LLTC Sep 22 2012 34.00
 
        2.  22 LVLT Sep 22 2012 24.00
 
        3.  32 POT Sep 22 2012 45.00
 
        4.  7 UNH Sep 22 2012 55.00
 
May you do well with your covered call options.
 
Butch
 
In a message dated 8/18/2012 7:26:59 P.M. Central Daylight Time, etana.finkler@gmail.com writes:
Butch,
Thank you for sharing your trades. It gives me things to
study, as when you are sellng a 1 month option and when
longer options, which i have not been doing, and also,
options where the strike price is closer to the current
price than I have been trading.

What do yo mean by "Open Limit Orders?" Are these options
that you have placed, but have not been filled yet?

thanks, etana

Then according to COOL guy this may be the right time if you are fairly certain depending on what you think may happen to write some options. I will be watching with interest.
Susan


On Sun, Aug 19, 2012 at 9:53 AM, Dan Hess <danhess@nc.rr.com> wrote:
Butch

QSII is in the midst of a proxy fight over control of the company. The results are due to be disclosed the middle of this week. I view this to be similar or perhaps greater than an earnings report or ex Dividend date. i.e. Uncertainty that may drive the stock and options significantly up or down. We should see this week. I am hoping for up since I have long shares.

Dan

On 8/19/2012 1:33 AM, BandPLang@aol.com wrote:
Etana,
Your understanding of "Open Limit Orders" is correct.
As an update to: 2. Placed Aug 8, 2012. 3 GXC Sep 22 2012 66.00 call @ 1.4 or better. GXC was @ $64.90. This order was filled. Aug 9, 2012 Sold 3 GXC Sep 22 2012 66.00 call @ 1.40. GXC was @ $65.25.
In our investment club we also filled the following order:
Aug 14, 2012 Sold 1 QSII Dec 22 2012 20.00 call @ 1.35. QSII was @$18.46.

With Aug expirations taking place today I have new covered call orders ready to be placed on Monday, Aug 20th.
Orders being considered are:
1. 12 LLTC Sep 22 2012 34.00
2. 22 LVLT Sep 22 2012 24.00
3. 32 POT Sep 22 2012 45.00
4. 7 UNH Sep 22 2012 55.00
May you do well with your covered call options.
Butch
In a message dated 8/18/2012 7:26:59 P.M. Central Daylight Time, etana.finkler@gmail.com writes:
Butch,
Thank you for sharing your trades. It gives me things to
study, as when you are sellng a 1 month option and when
longer options, which i have not been doing, and also,
options where the strike price is closer to the current
price than I have been trading.

What do yo mean by "Open Limit Orders?" Are these options
that you have placed, but have not been filled yet?

thanks, etana


Great lead in Susan, thanks!

First let me re-iterate first and foremost I am always a fundamental investor!

When I sell covered options I am not speculating. What I am looking to do is add small amounts to my returns on both the buy side of my fundamental trade, and the sell side of my fundamental trade.

People who buy options are speculating. They are speculating based on "greed" on Calls and they are speculating based on "fear" on Puts.

I have read stats that say somewhere between 75% and 90% of all options expire worthless. By buying something today hoping that it is worth a lot more in the future but knowing that it has a high probability of being worthless, you are the definition of a speculator.

As a seller of Covered Options I am taking money away from speculators. There is something inside of me that hopes that someday this might diminish the speculation in the market so that we have a less volatile market. A market that is owned by investors, and not traders but I know that is probably a pipe dream. In the mean time I am happy to take the speculators' money.

So back to QSII. This is a company (I do own it by the way) that still has good fundamentals (although a bit murkier than they have been). It is a company that has been hit hard on price because of the uncertainty of the "board battle" which tends to manifest itself in the form of uncertainty throughout the whole company. If I believe that the "board battle" will be resolved in a positive fashion (people might argue on which side winning is the most positive) and the company can get refocused than I would view this as a tremendous buying level. In that case I would not bother with selling PUTs as I might miss the opportunity to buy at an incredible value.

If I don't think the "board battle" is over or going to resolve anything then I would not mess with selling Calls, I would most likely just get out.

In short, from my perspective, with fundamentals in mind, I don't think this is a company or situation that I would touch with selling options. I would be either an outright buyer or an outright seller (or in my case an outright holder as I have plenty).

I agree with Dan that selling options in this scenario is very much like selling options across an earnings date as you might get explosive moves in either direction once the outcome is known. If you "guess" right on selling options you could be alright but it is not the smart thing to do. If you are long QSII but do not want to get out you might wait for a positive sign on the outcome of the board battle and then sell calls after the price pops.

Hope this helps,

Paul Madison




On Sun, Aug 19, 2012 at 11:26 AM, Susan Tanoe <susanlt@gmail.com> wrote:
Then according to COOL guy this may be the right time if you are fairly certain depending on what you think may happen to write some options. I will be watching with interest.
Susan


On Sun, Aug 19, 2012 at 9:53 AM, Dan Hess <danhess@nc.rr.com> wrote:
Butch

QSII is in the midst of a proxy fight over control of the company. The results are due to be disclosed the middle of this week. I view this to be similar or perhaps greater than an earnings report or ex Dividend date. i.e. Uncertainty that may drive the stock and options significantly up or down. We should see this week. I am hoping for up since I have long shares.

Dan

On 8/19/2012 1:33 AM, BandPLang@aol.com wrote:
Etana,
Your understanding of "Open Limit Orders" is correct.
As an update to: 2. Placed Aug 8, 2012. 3 GXC Sep 22 2012 66.00 call @ 1.4 or better. GXC was @ $64.90. This order was filled. Aug 9, 2012 Sold 3 GXC Sep 22 2012 66.00 call @ 1.40. GXC was @ $65.25.
In our investment club we also filled the following order:
Aug 14, 2012 Sold 1 QSII Dec 22 2012 20.00 call @ 1.35. QSII was @$18.46.

With Aug expirations taking place today I have new covered call orders ready to be placed on Monday, Aug 20th.
Orders being considered are:
1. 12 LLTC Sep 22 2012 34.00
2. 22 LVLT Sep 22 2012 24.00
3. 32 POT Sep 22 2012 45.00
4. 7 UNH Sep 22 2012 55.00
May you do well with your covered call options.
Butch
In a message dated 8/18/2012 7:26:59 P.M. Central Daylight Time, etana.finkler@gmail.com writes:
Butch,
Thank you for sharing your trades. It gives me things to
study, as when you are sellng a 1 month option and when
longer options, which i have not been doing, and also,
options where the strike price is closer to the current
price than I have been trading.

What do yo mean by "Open Limit Orders?" Are these options
that you have placed, but have not been filled yet?

thanks, etana




> I have read stats that say somewhere between 75% and 90% of all options expire worthless. <
 
What I've read is that less than 10% of options are exercised and around 20% expire worthless at expiration.  The rest (the vast majority) are closed out before expiration.  Of course, these statistics vary from year to year.
 
 
How many options expire unexercised? How many are exercised?

According to OCC statistics for year 2011 (for activity in customer and firm accounts), the breakdown is as follows:
  • Closing Sells - 73.1%
  • Exercised - 6.8%
  • Unexercised at Expiration - 20.1%
So, in 2011, 20.1% of all options positions in customer and firm accounts expired unexercised; 6.8% of these positions were exercised; and 73.1% of these positions were closed out through sales.
-Jim Thomas
 
Jim or anyone

I have seen similar data as you have shown.  However it seems to me the higher volume in options is heavily weighted by close in strike dates. This makes me wonder what the data would show if it were broken down by time to the strike date at initiation. I am guessing the shorter term options would show a higher % that expire worthless.  I have not seen data in this form.  Has anyone seen such data?

Dan

On 8/19/2012 2:22 PM, Jim Thomas wrote:
> I have read stats that say somewhere between 75% and 90% of all options expire worthless. <
 
What I've read is that less than 10% of options are exercised and around 20% expire worthless at expiration.  The rest (the vast majority) are closed out before expiration.  Of course, these statistics vary from year to year.
 
 
How many options expire unexercised? How many are exercised?

According to OCC statistics for year 2011 (for activity in customer and firm accounts), the breakdown is as follows:
  • Closing Sells - 73.1%
  • Exercised - 6.8%
  • Unexercised at Expiration - 20.1%
So, in 2011, 20.1% of all options positions in customer and firm accounts expired unexercised; 6.8% of these positions were exercised; and 73.1% of these positions were closed out through sales.
-Jim Thomas
 

As I said Jim those stats seem to be what I have read in a number of different places. I am not sure how to come up with a definitive number.

The CBOE says 90% go unexercised which includes 30-35% that expire worthless and 55-60% that are bought back to close.
https://www.cboe.com/Advisors/knowledge/myth1.aspx

Here is but one of the links talking about the percent of PUTs alone that expire worthless: http://www.investopedia.com/articles/optioninvestor/03/100103.asp#axzz241BCIbzJ

I agree that a big piece of it is how you look at options that are bought back to close. I would assume the reports that have much higher percentages on expired worthless are looking at where those options ultimately would have been had they not been closed out early.

Thanks,


On Sun, Aug 19, 2012 at 2:22 PM, Jim Thomas <jimt075@comcast.net> wrote:
> I have read stats that say somewhere between 75% and 90% of all options expire worthless. <
What I've read is that less than 10% of options are exercised and around 20% expire worthless at expiration. The rest (the vast majority) are closed out before expiration. Of course, these statistics vary from year to year.
How many options expire unexercised? How many are exercised?

According to OCC statistics for year 2011 (for activity in customer and firm accounts), the breakdown is as follows:
  • Closing Sells - 73.1%
  • Exercised - 6.8%
  • Unexercised at Expiration - 20.1%
So, in 2011, 20.1% of all options positions in customer and firm accounts expired unexercised; 6.8% of these positions were exercised; and 73.1% of these positions were closed out through sales.
-Jim Thomas




> The CBOE says 90% go unexercised which includes 30-35% that expire worthless and 55-60% that are bought back to close. 
 
I would assume that CBOE web site hasn't been updated in a while and the undated statistics there are older than the 2011 numbers I referenced.  As I said, the stats do vary from year to year.
 
Regardless, I have no argument with the conclusions stated there ...
  • Contrary to what many think, the vast majority of options do not expire worthless.
  • Note that 90% of options go unexercised, which is very different than expiring worthless.
  • It should also be noted that this says nothing about profitability. Option positions closed prior to expiration may be profitable or unprofitable. Options that expire worthless may not be unprofitable if they were part of a strategy that involved other securities such as covered call writing.
 
 
> Here is but one of the links talking about the percent of PUTs alone that expire worthless:
 
As far as I can tell, that web page is presenting statistics about only those options held to expiration.  Options closed prior to expiration (the vast majority) are ignored.  That would mean the statistics are not comparable with the CBOE stats above (or the OIC stats I referenced).
 
 
 
I would assume the reports that have much higher percentages on expired worthless are looking at where those options ultimately would have been had they not been closed out early. <
 
IMO, it's more likely such reports are trying to advocate a particular point of view and expect most readers won't understand that "expired worthless" is very different from "unexercised".
 
-Jim Thomas
 
One more thing (and then the horse will be completely dead).

If you take the CBOE's numbers which say 40-45% remain open to the expiration date then their numbers still say 75% (30%/40%) - 77.8% (35%/45%) of those expire worthless which is still in the range quoted. I can't see why the numbers on the closed positions would be any different if you looked at them on the expiration day to see what would have happened.

Interesting debate.

Thanks,




On Sun, Aug 19, 2012 at 3:34 PM, Jim Thomas <jimt075@comcast.net> wrote:
> The CBOE says 90% go unexercised which includes 30-35% that expire worthless and 55-60% that are bought back to close.
I would assume that CBOE web site hasn't been updated in a while and the undated statistics there are older than the 2011 numbers I referenced. As I said, the stats do vary from year to year.
Regardless, I have no argument with the conclusions stated there ...
  • Contrary to what many think, the vast majority of options do not expire worthless.
  • Note that 90% of options go unexercised, which is very different than expiring worthless.
  • It should also be noted that this says nothing about profitability. Option positions closed prior to expiration may be profitable or unprofitable. Options that expire worthless may not be unprofitable if they were part of a strategy that involved other securities such as covered call writing.
> Here is but one of the links talking about the percent of PUTs alone that expire worthless:
As far as I can tell, that web page is presenting statistics about only those options held to expiration. Options closed prior to expiration (the vast majority) are ignored. That would mean the statistics are not comparable with the CBOE stats above (or the OIC stats I referenced).
> I would assume the reports that have much higher percentages on expired worthless are looking at where those options ultimately would have been had they not been closed out early. <
IMO, it's more likely such reports are trying to advocate a particular point of view and expect most readers won't understand that "expired worthless" is very different from "unexercised".
-Jim Thomas




Butch,

It has been my experience that the first Monday after expiration is usually not the best time to sell covered calls, especially if it is a down day in the overall market. Of course, as a seller of covered calls and cash secured puts, I look for any day to do business.   Do you have some thoughts you care to share about you personal timing?

Tami

From: cool_club@bivio.com [mailto:cool_club@bivio.com] On Behalf Of BandPLang@aol.com
Sent: Sunday, August 19, 2012 12:33 AM
To: cool_club@bivio.com
Cc: BandPLang@aol.com
Subject: Re: [cool_club] Re: What Stock Are You Interested in Selling Calls On?

Etana,

 

Your understanding of "Open Limit Orders" is correct. 

 

As an update to:  2.  Placed Aug 8, 2012.  3 GXC Sep 22 2012 66.00 call @ 1.4 or better.  GXC was @ $64.90.  This order was filled.  Aug 9, 2012 Sold 3 GXC Sep 22 2012 66.00 call @ 1.40.  GXC was @ $65.25.

In our investment club we also filled the following order:

 

Aug 14, 2012 Sold 1 QSII Dec 22 2012 20.00 call @ 1.35.  QSII was @$18.46.


With Aug expirations taking place today I have new covered call orders ready to be placed on Monday, Aug 20th.

 

Orders being considered are:

 

        1.  12 LLTC Sep 22 2012 34.00

 

        2.  22 LVLT Sep 22 2012 24.00

 

        3.  32 POT Sep 22 2012 45.00

 

        4.  7 UNH Sep 22 2012 55.00

 

May you do well with your covered call options.

 

Butch

 

In a message dated 8/18/2012 7:26:59 P.M. Central Daylight Time, etana.finkler@gmail.com writes:

Butch,
Thank you for sharing your trades. It gives me things to
study, as when you are sellng a 1 month option and when
longer options, which i have not been doing, and also,
options where the strike price is closer to the current
price than I have been trading.

What do yo mean by "Open Limit Orders?" Are these options
that you have placed, but have not been filled yet?

thanks, etana