Generating Alpha – Short Positions

 

Symbol Contract Future Bid Stock Last Dividend Premium # of Days Implied Annualized Premium
AAPL1D 2015-03 96.5300 96.2100 OCX.NoDivRisk $0.32 233 0.51%
RRC1D 2015-03 75.5000 75.2700 OCX.NoDivRisk $0.23 233 0.47%
IBM1D 2015-03 189.5700 189.0100 OCX.NoDivRisk $0.56 233 0.46%
AAPL1D 2014-12 96.3800 96.2100 OCX.NoDivRisk $0.17 142 0.45%
MCD1D 2015-03 94.6000 94.3400 OCX.NoDivRisk $0.26 233 0.43%
SBUX1D 2015-03 77.1300 76.9200 OCX.NoDivRisk $0.21 233 0.42%
EBAY1D 2015-03 52.6300 52.4900 OCX.NoDivRisk $0.14 233 0.41%
POT1D 2015-03 35.1100 35.0200 OCX.NoDivRisk $0.09 233 0.40%
IBM1D 2014-12 189.3000 189.0100 OCX.NoDivRisk $0.29 142 0.39%
AMZN1D 2015-03 308.2000 307.4300 OCX.NoDivRisk $0.77 233 0.39%

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 2014-08-01, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2014-08-01.

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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