Sunday, September 25, 2016

Dividend Champions and options

Just out of curiosity, I thought I'd check the Dividend Champions for option availability. I started with the EXCEL file here:

 http://www.dripinvesting.org/Tools/Tools.asp

 Then I used my add-in to find the next five expiration dates from Yahoo for each ticker symbol. Then grabbed the first options page from Yahoo for each ticker and summed up the the open interest of all calls listed on the page.

 I sorted by Expiry1 thru Expiry5, ascending, and by descending total open interest.

 Then I broke the remaining data into groups, dropping those tickers that had no expiration dates listed (there were about 5 to 10).

 I'm trying to decide how to use the data, but thought I'd post it in case anyone has any suggestions. I may just focus on the weeklies. Maybe also the Monthly 1 and Monthly 2 using a total open interest threshold (100? 300? 500?).

 Anyway, the sorted data:
TickerExpiry1Expiry2Expiry3Expiry4Expiry5Tot OIGroup
T2016-09-302016-10-072016-10-142016-10-212016-10-2814816Weeklies
CVX2016-09-302016-10-072016-10-142016-10-212016-10-2811858
XOM2016-09-302016-10-072016-10-142016-10-212016-10-2811404
PG2016-09-302016-10-072016-10-142016-10-212016-10-2810954
MCD2016-09-302016-10-072016-10-142016-10-212016-10-287494
WMT2016-09-302016-10-072016-10-142016-10-212016-10-287076
MO2016-09-302016-10-072016-10-142016-10-212016-10-285206
PEP2016-09-302016-10-072016-10-142016-10-212016-10-283985
JNJ2016-09-302016-10-072016-10-142016-10-212016-10-283648
NUE2016-09-302016-10-072016-10-142016-10-212016-10-283259
LOW2016-09-302016-10-072016-10-142016-10-212016-10-283236
TGT2016-09-302016-10-072016-10-142016-10-212016-10-283046
WBA2016-09-302016-10-072016-10-142016-10-212016-10-282645
KO2016-09-302016-10-072016-10-142016-10-212016-10-282351
MDT2016-09-302016-10-072016-10-142016-10-212016-10-281923
MMM2016-09-302016-10-072016-10-142016-10-212016-10-281039
CL2016-09-302016-10-072016-10-142016-10-212016-10-28918
ADM2016-09-302016-10-072016-10-142016-10-212016-10-28691
EMR2016-10-212016-11-182016-12-162017-01-202017-03-178320Monthly 1
CLX2016-10-212016-11-182016-12-162017-01-202017-04-213653
HP2016-10-212016-11-182016-12-162017-01-202017-03-172699
APD2016-10-212016-11-182016-12-162017-01-202017-03-172234
HRL2016-10-212016-11-182016-12-162017-01-202017-03-171789
ITW2016-10-212016-11-182016-12-162017-03-172288
SHW2016-10-212016-11-182016-12-162017-03-171380
BDX2016-10-212016-11-182016-12-162017-03-17731
DOV2016-10-212016-11-182016-12-162017-03-17432
MKC2016-10-212016-11-182016-12-162017-03-17285
LEG2016-10-212016-11-182016-12-162017-03-17160
RLI2016-10-212016-11-182016-12-162017-03-17135
CSL2016-10-212016-11-182016-12-162017-03-17110
NNN2016-10-212016-11-182016-12-162017-03-17101
NDSN2016-10-212016-11-182016-12-162017-03-1780
CINF2016-10-212016-11-182016-12-162017-03-1778
AWR2016-10-212016-11-182016-12-162017-03-1759
SEIC2016-10-212016-11-182016-12-162017-03-1742
LANC2016-10-212016-11-182016-12-162017-03-1726
VVC2016-10-212016-11-182016-12-162017-03-1724
CLC2016-10-212016-11-182016-12-162017-03-1719
MCY2016-10-212016-11-182016-12-162017-03-1716
NWN2016-10-212016-11-182016-12-162017-03-1713
JKHY2016-10-212016-11-182016-12-162017-03-1712
CTWS2016-10-212016-11-182016-12-162017-03-172
PNY2016-10-212016-11-182016-12-162017-03-171
VFC2016-10-212016-11-182017-01-202017-02-172017-05-194752Monthly 2
AFL2016-10-212016-11-182017-01-202017-02-172017-05-191942
ED2016-10-212016-11-182017-01-202017-02-172017-05-191534
SYY2016-10-212016-11-182017-01-202017-02-172017-05-191441
GD2016-10-212016-11-182017-01-202017-02-172017-05-191108
HCP2016-10-212016-11-182017-01-202017-04-212018-01-1915198
BEN2016-10-212016-11-182017-01-202017-04-212018-01-198386
KMB2016-10-212016-11-182017-01-202017-04-212018-01-198121
SWK2016-10-212016-11-182017-01-202017-04-212018-01-194041
TROW2016-10-212016-11-182017-01-202017-04-213930
GWW2016-10-212016-11-182017-01-202017-04-211419
ORI2016-10-212016-11-182017-01-202017-04-211370
BCR2016-10-212016-11-182017-01-202017-04-211032
BMS2016-10-212016-11-182017-01-202017-04-212018-01-19651
NFG2016-10-212016-11-182017-01-202017-04-21621
MDU2016-10-212016-11-182017-01-202017-04-21452
SON2016-10-212016-11-182017-01-202017-04-21382
ATO2016-10-212016-11-182017-01-202017-04-21238
UGI2016-10-212016-11-182017-01-202017-04-21189
ABM2016-10-212016-11-182017-01-202017-04-21121
PPG2016-10-212016-11-182017-02-172017-05-193540Monthly 3
ADP2016-10-212016-11-182017-02-172017-05-191378
PNR2016-10-212016-11-182017-02-172017-05-191371
GPC2016-10-212016-11-182017-02-172017-05-191135
RPM2016-10-212016-11-182017-02-172017-05-19712
CTAS2016-10-212016-11-182017-02-172017-05-19678
SPGI2016-10-212016-11-182017-02-172017-05-19388
PH2016-10-212016-11-182017-02-172017-05-19192
UVV2016-10-212016-11-182017-02-172017-05-19128
BKH2016-10-212016-11-182017-02-172017-05-19111
RAVN2016-10-212016-11-182017-02-172017-05-1958
EV2016-10-212016-11-182017-02-172017-05-1947
BRC2016-10-212016-11-182017-02-172017-05-1926
CBSH2016-10-212016-11-182017-02-172017-05-197
FRT2016-10-212016-11-182017-02-17267
TDS2016-10-212016-11-182017-02-17196
DCI2016-10-212016-11-182017-02-1775
MGEE2016-10-212016-11-182017-02-1773
UBSI2016-10-212016-11-182017-02-1716
FUL2016-10-212016-11-1879Others
STR2016-10-212016-12-162017-01-202017-04-2191
WTR2016-10-212016-12-162017-03-1784
SCL2016-10-212016-12-162017-03-1758
MSEX2016-10-212016-12-162017-03-178
GRC2016-10-212016-12-162017-03-175
UHT2016-10-212016-12-162017-03-172
CWT2016-10-212016-12-162017-03-171
MSA2016-10-212016-12-162017-03-171
SJW2016-10-212016-12-162017-03-170
TR2016-10-212016-12-162017-03-170
VAL2016-10-212017-01-202017-04-212018-01-191599
WGL2016-10-212017-01-202017-04-2160
TNC2016-10-212017-01-20427
TMP2016-12-162017-03-1724
SRCE2016-12-161
CTBI2016-12-161
ERIE2017-03-1720
 
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Saturday, September 24, 2016

MO -- Rolled out

The $0.03 limit order to buy back the call was triggered early on Friday, so I rolled it out a week:
Date Description AmountROIaROIProfit
2016-09-12Buy MO @ $64.14-$64.14
2016-09-13Div MO @ $0.61$0.61
2016-09-12Sell MO 9/23 2016 $64.00 Call @ $0.60$0.60
2016-09-23Buy MO 9/23 2016 $64.00 Call @ $0.03-$0.03
2016-09-23Sell MO 9/30 2016 $64.00 Call @ $0.47$0.47
2016-09-30If assigned at expiration$64.002.35%47.74%$1.51
2016-09-23Current Price$63.872.15%71.39%$1.38
 
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Position closed -- LLY

With the current price at $81.16, the LLY call will be exercised this weekend:
Date Description AmountROIaROIProfit
2016-08-08Buy LLY @ $81.19-$81.19
2016-08-08Sell LLY 8/12 2016 $81 Call @ $0.55$0.55
2016-08-11Div LLY @ $0.51$0.51
2016-08-12Buy LLY 8/12 2016 $81 Call @ $0.03-$0.03
2016-08-12Sell LLY 8/26 2016 $80.50 Call @ $0.74$0.74
2016-08-24Buy LLY 8/26 2016 $80.50 Call @ $0.03-$0.03
2016-08-24Sell LLY 9/23 2016 $80.50 Call @ $0.53$0.53
2016-09-23Asgn LLY @ $80.50$80.501.95%15.49%$1.59
 
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Monday, September 12, 2016

New Dividend Play -- MO

MO is going ex-dividend for $0.61 tomorrow (9/13). 

Date Description AmountROIaROIProfit
2016-09-12Buy MO @ $64.14-$64.14
2016-09-12Sell MO 9/23 2016 $64.00 Call @ $0.60$0.60
2016-09-23If assigned at expiration$64.000.72%23.80%$0.46
2016-09-12Current Price$64.000.72%261.77%$0.46
 
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Tuesday, September 6, 2016

MCD -- Rolled down and out

The $0.03 limit order to buy back of the previous call was actually triggered a few weeks ago. I've been waiting for some price recovery before selling a new call. After it had recovered a little, I put in a limit order to sell a the "MCD 10/7 2016 $117 Call" for $2.49, when the current price had been about $1.25.

 The run-up in MCD this morning triggered that limit order. In fact, the opening price was my limit price. :)
Date Description AmountROIaROIProfit
2016-07-27Buy MCD @ $119.79-$119.79


2016-07-27Sell MCD 8/5 2016 $120 Call @ $0.95$0.95


2016-08-03Buy MCD 8/5 2016 $120 Call @ $0.03-$0.03


2016-08-03Sell MCD 9/2 2016 $120 Call @ $0.75$0.75


2016-08-30Div MCD @ $0.89$0.89


2016-08-19Buy MCD 9/2 2016 $120 Call @ $0.03-$0.03


2016-09-06Sell MCD 10/7 2016 $117 Call @ $2.49$2.49


2016-10-07If assigned at expiration$117.001.86%9.44%$2.23
2016-09-06Current Price$117.001.86%16.57%$2.23
 
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