Generating Alpha – Long Positions

 

Symbol Contract Future Ask Stock Last Dividend Discount # of Days Implied Annualized Discount
VHC1D 2014-10 13.9600 14.6700 OCX.NoDivRisk $0.71 51 34.33%
VHC1D 2014-12 13.2300 14.6700 OCX.NoDivRisk $1.44 114 31.15%
VHC1D 2015-03 12.4300 14.6700 OCX.NoDivRisk $2.24 205 26.94%
DDD1D 2014-09 52.8900 53.4200 OCX.NoDivRisk $0.53 23 15.54%
VHC1D 2014-09 14.5300 14.6700 OCX.NoDivRisk $0.14 23 15.01%
DDD1D 2014-10 52.3400 53.4200 OCX.NoDivRisk $1.08 51 14.28%
KNDI1D 2014-12 17.1600 17.9200 OCX.NoDivRisk $0.76 114 13.40%
WLT1D 2014-12 5.3700 5.6000 OCX.NoDivRisk $0.23 114 12.99%
WLT1D 2015-03 5.2300 5.6000 OCX.NoDivRisk $0.37 205 11.62%
WLT1D 2014-10 5.5100 5.6000 OCX.NoDivRisk $0.09 51 11.36%

The above SSFs are currently offered below the last stock tick. Meaning that you can buy the future, hold to expiration and get the stock at a discount to the current cash price. All prices above were last updated at 15:54:01 EST on 2014-08-29, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2014-08-29.

If you are currently long the stock, you can buy the exchange for physical (EFP), thus converting your long stock position to long futures, capturing the discount. See current EFP prices at EFP prices. More information on EPF can be found here

Disclaimer

SEE MORE …

Get Quotes 
Exp BID ASK Time
(EST)
 
ONECHICAGO ETF FUTURES
Sym Exp BID ASK Time (EST)
 
TOP 5 MOST ACTIVE FUTURES AT ONECHICAGO
Sym Exp BID ASK Time (EST)
Click - Quote Board

Don't see a product?
Click Here


September 2014
S M T W T F S
« Aug    
 123456
78910111213
14151617181920
21222324252627
282930  

  • Quick Links