Generating Alpha – Short Positions

Symbol Contract Future Bid # of Days Implied Annualized Premium

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 08:00:00 ET on 2015-07-31, and will have fresh updates throughout the trading day.

If you are currently short the stock, you may want to consider selling spreads using SSF to increase your income. Simultaneously buying the expiring SSF and selling the longer dated contract will trigger the transfer of your stock position through the expiration process and the new delta exposure with the longer dated SSF at the more favorable financing rate.