| Ticker | Price | Which | Call Description | ROI | aROI | Bid | Extr | Flag | Ex-Div | Next Earn | Flag |
| PG | $91.59 | OTM | PG 10/20 2017 $92.00 Call | 0.79% | 143.47% | $0.72 | $0.72 | *** | 2017-10-19 | 2017-10-20 | *** |
| NUE | $58.62 | ITM | NUE 10/20 2017 $58.50 Call | 0.31% | 56.04% | $0.30 | $0.18 | 2017-09-28 | 2017-10-19 | *** | |
| MO | $64.37 | OTM | MO 10/20 2017 $64.50 Call | 0.26% | 48.20% | $0.17 | $0.17 | 2017-09-14 | 2017-10-26 | ||
| MDT | $78.48 | OTM | MDT 10/20 2017 $78.50 Call | 0.24% | 44.18% | $0.19 | $0.19 | 2017-09-28 | 2017-11-28 | ||
| WBA | $67.20 | ITM | WBA 10/20 2017 $67.00 Call | 0.22% | 40.74% | $0.35 | $0.15 | 2017-08-16 | 2017-10-25 | ||
| VZ | $49.21 | ITM | VZ 10/20 2017 $49.00 Call | 0.20% | 37.09% | $0.31 | $0.10 | 2017-10-06 | 2017-10-19 | *** | |
| WMT | $86.40 | OTM | WMT 10/20 2017 $86.50 Call | 0.17% | 31.68% | $0.15 | $0.15 | 2017-12-07 | 2017-11-16 |
I've also changed it so the expiration date can vary by row, so the same ticker symbol can be used with different expiration dates. For example:
| Ticker | Price | Which | Call Description | ROI | aROI | Bid | Extr | Flag | Ex-Div | Next Earn | Flag |
| PG | $91.59 | OTM | PG 10/20 2017 $92.00 Call | 0.79% | 143.47% | $0.72 | $0.72 | *** | 2017-10-19 | 2017-10-20 | *** |
| PG | $91.59 | ITM | PG 10/27 2017 $91.50 Call | 1.09% | 44.28% | $1.09 | $1.00 | *** | 2017-10-19 | 2017-10-20 | *** |
| PG | $91.59 | ITM | PG 11/3 2017 $91.50 Call | 1.22% | 27.90% | $1.21 | $1.12 | 2017-10-19 | 2017-10-20 | *** |
The first "Flag" column is noting lines that have at least a $0.30 extrinsic value and at least a 30% annualized ROI. The second "Flag" column is noting lines where the next earnings date is within the expiration date of the call.
Posts
Nice workbook! Will you be looking only at current week-ending date positions, or will you (hopefully) also show later expiration dates?
ReplyDeleteBlazing fast now! I only need to grab one Yahoo JSON file from the Internet for each stock symbol and expiration date combination, so each line can populate in a fraction of a second. I added DPS and Yield for the stock, as well as volume and open interest on the options.
DeleteSince I can change expiration dates on a line-by-line basis, I can do any combination. I'll probably add DPS (Dividends per share) and Yield as well. Tomorrow, I'll take a look at the 10/27 expiration. One goal I'll have is to minimize web page retrievals for each row. The new Yahoo JSON file for an equity's option expiration date might have everything I'm looking for...
ReplyDelete