Generating Alpha – Short Positions


Symbol Contract Future Bid Stock Last Dividend Premium # of Days Implied Annualized Premium
ED1D 2015-03 57.4400 57.2100 OCX.NoDivRisk $0.23 201 0.72%
PANW1D 2015-03 88.0000 87.6700 OCX.NoDivRisk $0.33 201 0.67%
MCD1D 2014-09 92.8900 92.8600 OCX.NoDivRisk $0.03 19 0.61%
AMED1D 2015-03 20.6700 20.6000 OCX.NoDivRisk $0.07 201 0.61%
RRC1D 2015-03 76.7500 76.5100 OCX.NoDivRisk $0.24 201 0.56%
AAPL1D 2015-03 103.7300 103.4300 OCX.NoDivRisk $0.30 201 0.52%
RRC1D 2014-12 76.6200 76.5100 OCX.NoDivRisk $0.11 110 0.47%
WMT1D 2015-03 75.7100 75.5200 OCX.NoDivRisk $0.19 201 0.45%
MCD1D 2015-03 93.0900 92.8600 OCX.NoDivRisk $0.23 201 0.44%
BAC1D 2015-03 16.2000 16.1600 OCX.NoDivRisk $0.04 201 0.44%

The above SSF are currently bid above the last stock tick. Meaning you can sell the future, hold to expiration and get the short stock at a premium to the current cash price. All prices above were last updated at 12:33:01 EST on 2014-09-02, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2014-09-02.

If you are currently short the stock, you can sell the exchange for physical (EFP), thus converting your short stock position to short futures, capturing the premium and eliminating your short interest charges. See current EFP prices at EFP prices. Learn more about EFPs at EFP education.

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