| Ticker | Price | Which | Description of Best Call | Vol | OI | Bid | Extr | ROI | aROI | Flag | Next Earn | Flag | Ex-Div | DPS | Yield |
| WBA | $67.37 | OTM | WBA 10/27 2017 $67.50 Call | 33 | 73 | $1.21 | $1.21 | 1.80% | 81.94% | *** | 2017-10-25 | *** | 2017-09-12 | $1.50 | 2.23% |
| T | $35.44 | OTM | T 10/27 2017 $35.50 Call | 2966 | 2836 | $0.59 | $0.59 | 1.66% | 75.96% | *** | 2017-10-24 | *** | 2017-11-01 | $1.95 | 5.46% |
| INTC | $40.30 | OTM | INTC 10/27 2017 $40.50 Call | 45 | 1879 | $0.62 | $0.62 | 1.54% | 70.20% | *** | 2017-10-26 | *** | 2017-12-01 | $1.05 | 2.63% |
| MCD | $167.56 | ITM | MCD 10/27 2017 $167.50 Call | 7 | 1034 | $2.21 | $2.15 | 1.28% | 58.54% | *** | 2017-10-24 | *** | 2017-12-15 | $3.71 | 2.23% |
| COP | $49.86 | OTM | COP 10/27 2017 $50.00 Call | 17 | 1874 | $0.61 | $0.61 | 1.22% | 55.82% | *** | 2017-10-26 | *** | 2017-12-01 | $1.03 | 2.07% |
| MMM | $219.63 | OTM | MMM 10/27 2017 $220.00 Call | 6 | 1024 | $2.26 | $2.26 | 1.03% | 46.95% | *** | 2017-10-24 | *** | 2017-09-12 | $4.57 | 2.08% |
| MO | $64.69 | ITM | MO 10/27 2017 $64.50 Call | 1 | 1646 | $0.82 | $0.63 | 0.97% | 44.43% | *** | 2017-10-26 | *** | 2017-10-10 | $2.44 | 3.79% |
| KO | $46.43 | OTM | KO 10/27 2017 $46.50 Call | 63 | 1729 | $0.45 | $0.45 | 0.97% | 44.22% | *** | 2017-10-25 | *** | 2017-10-02 | $1.44 | 3.09% |
| CL | $72.61 | OTM | CL 10/27 2017 $73.00 Call | 43 | 69 | $0.70 | $0.70 | 0.96% | 43.98% | *** | 2017-10-27 | *** | 2017-11-15 | $1.57 | 2.11% |
| TGT | $60.72 | ITM | TGT 10/27 2017 $60.50 Call | 28 | 45 | $0.74 | $0.52 | 0.86% | 39.07% | *** | 2017-08-16 | *** | 2017-12-10 | $2.40 | 3.97% |
| PEP | $112.19 | ITM | PEP 10/27 2017 $112.00 Call | 56 | 1137 | $1.14 | $0.95 | 0.85% | 38.74% | *** | 2017-10-04 | *** | 2017-09-29 | $3.06 | 2.72% |
| VZ | $49.15 | ITM | VZ 10/27 2017 $49.00 Call | 30 | 1264 | $0.56 | $0.41 | 0.83% | 38.06% | *** | 2017-10-19 | *** | 2017-11-01 | $2.31 | 4.75% |
| LLY | $86.73 | OTM | LLY 10/27 2017 $87.00 Call | 1 | 60 | $0.70 | $0.70 | 0.81% | 36.82% | *** | 2017-10-24 | *** | 2017-09-08 | $2.06 | 2.39% |
| PG | $88.72 | ITM | PG 10/27 2017 $88.50 Call | 15 | 0 | $0.92 | $0.70 | 0.79% | 36.00% | *** | 2017-10-20 | *** | 2017-11-15 | $2.70 | 2.95% |
| PM | $108.97 | OTM | PM 10/27 2017 $109.00 Call | 69 | 47 | $0.84 | $0.84 | 0.77% | 35.17% | *** | 2017-10-19 | *** | 2017-10-12 | $4.16 | 3.85% |
| MDT | $78.59 | ITM | MDT 10/27 2017 $78.50 Call | 10 | 78 | $0.68 | $0.59 | 0.75% | 34.25% | *** | 2017-11-28 | 2017-10-20 | $1.75 | 2.23% | |
| CVX | $118.42 | ITM | CVX 10/27 2017 $118.00 Call | 812 | 569 | $1.29 | $0.88 | 0.74% | 33.71% | *** | 2017-10-27 | *** | 2017-09-11 | $4.31 | 3.65% |
| MRK | $63.76 | OTM | MRK 10/27 2017 $64.00 Call | 2 | 244 | $0.47 | $0.47 | 0.74% | 33.63% | *** | 2017-10-27 | *** | 2017-10-06 | $1.86 | 2.93% |
| NUE | $59.70 | OTM | NUE 10/27 2017 $60.00 Call | 58 | 234 | $0.44 | $0.44 | 0.74% | 33.63% | *** | 2017-10-19 | *** | 2017-11-09 | $1.51 | 2.57% |
| WMT | $86.53 | ITM | WMT 10/27 2017 $86.50 Call | 841 | 536 | $0.64 | $0.61 | 0.70% | 32.16% | *** | 2017-11-16 | 2018-01-02 | $2.02 | 2.34% | |
| LOW | $81.13 | ITM | LOW 10/27 2017 $81.00 Call | 16 | 303 | $0.68 | $0.55 | 0.68% | 30.93% | *** | 2017-11-21 | 2017-11-08 | $1.46 | 1.80% | |
| XOM | $82.91 | OTM | XOM 10/27 2017 $83.00 Call | 18 | 1547 | $0.54 | $0.54 | 0.65% | 29.72% | 2017-10-27 | *** | 2017-09-11 | $3.02 | 3.65% | |
| ABT | $56.12 | ITM | ABT 10/27 2017 $56.00 Call | 302 | 356 | $0.48 | $0.36 | 0.64% | 29.27% | 2017-10-18 | *** | 2017-11-15 | $1.06 | 1.88% | |
| POT | $19.12 | ITM | POT 10/27 2017 $19.00 Call | 70 | 149 | $0.23 | $0.11 | 0.58% | 26.25% | -- | 2017-11-01 | $0.40 | 2.08% | ||
| ADM | $43.37 | OTM | ADM 10/27 2017 $43.50 Call | 10 | 10 | $0.24 | $0.24 | 0.55% | 25.25% | 2017-10-31 | 2017-09-07 | $1.24 | 2.86% | ||
| IWM | $149.98 | OTM | IWM 10/27 2017 $150.00 Call | 1431 | 13284 | $0.82 | $0.82 | 0.55% | 24.94% | -- | -- |
Friday, October 20, 2017
CC-List results for next week's expiration
Made some changes to the new workbook. Turns out all of the data I need is on a single Yahoo JSON file for a given combination of stock and expiration date. That means each row can be done with a single Internet access -- very fast (a fraction of a second). Now I need to double check the calculations and values. Here's what it currently displays (looks like a lot of earnings reports are due next week, before the next option expiration):
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Hi Randy,
ReplyDeleteI think your 'Ex-Div' column is showing the payment date, not the ex-dividend date.
*sigh* You're right. Unfortunately, that's the only dividend-related date on that JSON file. Means I'll need to do another web page retrieval. I also had an issue with the flag on the next earnings date. I had to add a condition to check and make sure the the was after the current date. It had been flagging all dates less than the expiration date, but I don't care if the earnings have already been announced. I also added a flag on what I thought was the ex-dividend date, so I could see those that were going ex-dividend between now and the expiration date. Then added a sorting field to allow an easy sort by (dividend flag), (ROI flag), (earnings flag), aROI.
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