Generating Alpha – Short Positions

 

Symbol Contract Future Bid Dividend Premium # of Days Implied Annualized Premium
GD1D 2015-02 136.8200 OCX.NoDivRisk $0.10 33 0.80%
GD1D 2015-03 136.8700 OCX.NoDivRisk $0.15 61 0.65%
JPM1D 2015-09 55.8200 OCX.NoDivRisk $0.24 243 0.64%
JPM1D 2015-06 55.7200 OCX.NoDivRisk $0.14 152 0.60%
BAC1D 2015-09 15.3200 OCX.NoDivRisk $0.06 243 0.58%
C1D 2015-09 47.6400 OCX.NoDivRisk $0.18 243 0.56%
BA1D 2015-09 130.2900 OCX.NoDivRisk $0.49 243 0.56%
MCD1D 2015-09 91.0400 OCX.NoDivRisk $0.34 243 0.56%
SLV1D 2015-06 17.2300 OCX.NoDivRisk $0.04 152 0.55%
GD1D 2015-09 137.2200 OCX.NoDivRisk $0.50 243 0.54%

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 12:03:01 EST on 2015-01-20, 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.

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