Generating Alpha – Short Positions

 

Symbol Contract Future Bid Stock Last Dividend Premium # of Days Implied Annualized Premium
KIE1D 2014-09 65.0700 64.9700 OCX.NoDivRisk $0.10 19 2.92%
KIE1D 2014-10 65.0600 64.9700 OCX.NoDivRisk $0.09 47 1.06%
CCE1D 2015-03 47.3800 47.2200 OCX.NoDivRisk $0.16 201 0.61%
RRC1D 2015-03 76.5000 76.2500 OCX.NoDivRisk $0.25 201 0.59%
RRC1D 2014-12 76.3800 76.2500 OCX.NoDivRisk $0.13 110 0.56%
GILD1D 2015-03 109.4300 109.1000 OCX.NoDivRisk $0.33 201 0.54%
AAPL1D 2015-03 103.5600 103.2600 OCX.NoDivRisk $0.30 201 0.52%
GILD1D 2014-12 109.2700 109.1000 OCX.NoDivRisk $0.17 110 0.51%
RRC1D 2014-10 76.3000 76.2500 OCX.NoDivRisk $0.05 47 0.50%
MA1D 2015-03 75.7400 75.5400 OCX.NoDivRisk $0.20 201 0.47%

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 2014-09-02, and will have fresh updates throughout the trading day. HOVER over the symbol to see the range of the implied annualized discount for 2014-09-02.

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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