Generating Alpha – Short Positions

 

Symbol Contract Future Bid Stock Last Dividend Premium # of Days Implied Annualized Premium
RRC1D 2015-03 77.5200 77.2400 OCX.NoDivRisk $0.28 213 0.61%
RRC1D 2014-12 77.3900 77.2400 OCX.NoDivRisk $0.15 122 0.57%
MCD1D 2015-03 94.8900 94.5700 OCX.NoDivRisk $0.32 213 0.57%
AAPL1D 2015-03 100.8800 100.5500 OCX.NoDivRisk $0.33 213 0.55%
IBM1D 2015-03 191.9500 191.3400 OCX.NoDivRisk $0.61 213 0.54%
GILD1D 2015-03 102.4900 102.1700 OCX.NoDivRisk $0.32 213 0.53%
SBUX1D 2015-03 77.6700 77.4400 OCX.NoDivRisk $0.23 213 0.50%
CELG1D 2015-03 91.9100 91.6400 OCX.NoDivRisk $0.27 213 0.50%
MCD1D 2014-12 94.7300 94.5700 OCX.NoDivRisk $0.16 122 0.50%
PG1D 2015-03 83.5500 83.3100 OCX.NoDivRisk $0.24 213 0.49%

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 2014-08-21, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2014-08-21.

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.

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


August 2014
S M T W T F S
« Jul    
 12
3456789
10111213141516
17181920212223
24252627282930
31  

  • Quick Links