About Pete A

TtP-S Developer

TtP-S Special Weekend Scan: High Pay CSP Candidates

Here’s the result of a weekend scan for CSP candidates (from the CBOE list of weeklies) that:

1) <$100 stock price

2) >10% coverage (stock can fall that far before a loss)

3) < 100 days to expiration

4) >25% ARoI

5) >$75 premium

Obviously, you MUST do due diligence before making any of these trades (or related). These are HIGH volatility stocks or they wouldn’t meet the above criteria. If you do any of these as part of your strategy, would you mind reporting your experience?

Ticker Price Strike ExpirationDate Days to Exp Bid ARoI Bid Initial Cash CSP Symbol Open Interest
IONS 26.09 23.0 16-Dec-16 47 1.15 37.7% 114.00 IONS^^161216P00023000 7
CSIQ 14.76 13.0 20-Jan-17 82 0.85 28.4% 84.00 CSIQ^^170120P00013000 1445
STMP 94.27 83.0 04-Nov-16 5 1.60 116.5% 159.00 STMP^^161104P00083000 11
DATA 47.82 43.0 04-Nov-16 5 0.80 111.8% 79.00 DATA^^161104P00043000 87
W 33.37 30.0 11-Nov-16 12 0.80 73.9% 79.00 W^^^^^161111P00030000 250
FOSL 26.49 23.0 16-Dec-16 47 0.85 27.8% 84.00 FOSL^^161216P00023000 46
RH 29.02 25.0 16-Dec-16 47 0.95 28.6% 94.00 RH^^^^161216P00025000 26
YELP 32.29 29.0 18-Nov-16 19 0.85 52.9% 84.00 YELP^^161118P00029000 341
FIT 13.49 12.0 18-Nov-16 19 0.40 60.1% 79.00 FIT^^^161118P00012000 3883
NAV 22.38 20.0 20-Jan-17 82 1.45 31.7% 144.00 NAV^^^170120P00020000 210
SHLD 11.35 10.0 20-Jan-17 82 1.22 53.2% 121.00 SHLD^^170120P00010000 7794
HLF 60.22 54.0 04-Nov-16 5 1.00 111.5% 99.00 HLF^^^161104P00054000 54
NUS 62.41 56.0 18-Nov-16 19 1.20 38.8% 119.00 NUS^^^161118P00056000 1
XON 25.94 22.5 20-Jan-17 82 1.45 28.1% 144.00 XON^^^170120P00022500 223
DDD 13.76 12.0 20-Jan-17 82 0.81 29.3% 80.00 DDD^^^170120P00012000 263
FSLR 40.65 36.5 25-Nov-16 26 0.84 30.7% 83.00 FSLR^^161125P00036500 5
SWKS 75.72 68.0 18-Nov-16 19 1.05 27.9% 104.00 SWKS^^161118P00068000 5
TRIP 64.34 57.5 11-Nov-16 12 0.80 38.6% 79.00 TRIP^^161111P00057500 38
ACAD 22.57 20.0 16-Dec-16 47 1.75 66.2% 174.00 ACAD^^161216P00020000 910
PBYI 39.25 35.0 18-Nov-16 19 1.55 80.3% 154.00 PBYI^^161118P00035000 445
SCTY 20.53 18.0 20-Jan-17 82 1.71 41.5% 170.00 SCTY^^170120P00018000 3718
REGN 355.83 320.0 18-Nov-16 19 5.20 29.6% 519.00 REGN^^161118P00320000 189
GPRO 13.60 12.0 16-Dec-16 47 0.94 58.9% 93.00 GPRO^^161216P00012000 546
SRPT 40.90 36.0 18-Nov-16 19 0.85 42.6% 84.00 SRPT^^161118P00036000 392
NVDA 70.56 63.5 11-Nov-16 12 0.79 34.5% 78.00 NVDA^^161111P00063500 1
MNK 61.38 55.0 16-Dec-16 47 1.90 26.1% 189.00 MNK^^^161216P00055000 166
MOMO 25.54 22.5 20-Jan-17 82 1.75 34.0% 174.00 MOMO^^170120P00022500 88
AMBA 61.28 55.0 16-Dec-16 47 2.00 27.5% 199.00 AMBA^^161216P00055000 4
VRX 20.35 18.0 11-Nov-16 12 1.10 170.0% 109.00 VRX^^^161111P00018000 49
ENDP 19.57 17.5 16-Dec-16 47 1.00 43.0% 99.00 ENDP^^161216P00017500 30
TCK 21.07 18.0 20-Jan-17 82 1.09 26.4% 108.00 TCK^^^170120P00018000 1597
X 19.31 17.0 16-Dec-16 47 0.82 36.2% 81.00 X^^^^^161216P00017000 556

Pete A

TtP-S Investing