Generating Alpha – Short Positions

 

Symbol Contract Future Bid Dividend Premium # of Days Implied Annualized Premium
QCOM1D 2015-01 73.5500 OCX.NoDivRisk $0.08 30 1.31%
SPY1D 2015-01 206.8700 OCX.NoDivRisk $0.19 30 1.10%
WDC1D 2015-01 113.8900 OCX.NoDivRisk $0.10 30 1.05%
QQQ1D 2015-01 104.4700 OCX.NoDivRisk $0.09 30 1.03%
MSFT1D 2015-01 47.8400 OCX.NoDivRisk $0.04 30 1.00%
MON1D 2015-01 121.9500 OCX.NoDivRisk $0.10 30 0.98%
DIA1D 2015-01 177.9700 OCX.NoDivRisk $0.13 30 0.88%
COF1D 2015-01 82.5400 OCX.NoDivRisk $0.06 30 0.87%
AAPL1D 2015-03 112.0800 OCX.NoDivRisk $0.25 93 0.87%
KO1D 2015-01 41.9800 OCX.NoDivRisk $0.03 30 0.86%

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 15:54:01 EST on 2014-12-19, and will have fresh updates throughout the trading day.

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. Learn more about EFPs at EFP education.

Disclaimer

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