|
PureBytes Links
Trading Reference Links
|
Hi John,
I do not trade naked puts but have nothing against
the strategy, as long as you have the funds to cover the position if necessary
and like the stock anyway, as you have said you do. I just prefer other
option strategies.
There is a web site that I have found very
useful. They have some very
powerful scanning tools. The table below is a scan for naked puts (Dec.
expiration). Since it is not free ($39.95 / month, 1 month free trial) I
prefer to send the name privately.
MoreInfo
StockSym
<A
href="javascript: newURL('glossary.asp')">Last
StockPrice & Chg.
<A
href="javascript: newURL('glossary.asp')">OptionSym
<A
href="javascript: newURL('glossary.asp')">Expire/Strike& Days To
Exp.
<A
href="javascript: newURL('glossary.asp')">Opt.Bid
<A
href="javascript: newURL('glossary.asp')">Opt.Vol.
<A
href="javascript: newURL('glossary.asp')">OpenInt.
<A
href="javascript: newURL('glossary.asp')">%
Opt.Vol.
<A
href="javascript: newURL('glossary.asp')">%
NakedYield
<A
href="javascript: newURL('glossary.asp')">%Epsg
<A
href="javascript: newURL('glossary.asp')">P/E
<A
href="javascript: newURL('glossary.asp')">P/E/G
<A
href="javascript: newURL('glossary.asp')">%
OfRnge
<A
href="javascript: newURL('glossary.asp')">Avg.Rec.(#)
<A
href="javascript: newURL('glossary.asp')">%Vol
<A
href="javascript: newURL('glossary.asp')">Delta
<A
href="javascript: newURL('glossary.asp')">B-SRatio
<A
href="javascript: newURL('glossary.asp')">Volat.
<A
href="javascript: newURL('glossary.asp')">Imp.Volat.
<A
href="javascript: newURL('glossary.asp')">%
ToDbl.
<A
href="javascript: newURL('glossary.asp')">Mkt.Cap.
<A
href="javascript: newURL('glossary.asp')">Avg.StockVol.
<A
href="javascript: newURL('glossary.asp')">Price/Sales
<A
href="javascript: newURL('glossary.asp')">Put/CallRatio
<A
href="javascript: newURL('glossary.asp')">%
Prob.Assnd.
Company Name
<A
href=""><IMG height=14 alt=""
src="http://www.poweropt.com/includes/images/smartmenu/more-info-button.gif";
width=23 border=0 name=btn1>
MOVI
18.40 <B
class=g8>(+0.78)
QLVXW
02 DEC 17.5 (61)
1.45
5
175
97
8.3
41
21
0.51
69
1.2 (6)
61
-0.37
1.12
0.59
0.67
16
588
681
1.2
0.05
42.8
Movie Gallery Inc.
<A
href=""><IMG height=14 alt=""
src="http://www.poweropt.com/includes/images/smartmenu/more-info-button.gif";
width=23 border=0 name=btn2>
PIR
20.23 <B
class=g8>(+0.45)
PIRXD
02 DEC 20.0 (61)
1.60
3
38
91
8.0
8
16
1.97
70
1.6 (11)
58
-0.43
0.94
0.55
0.51
14
1,873
835
1.2
0.03
47.9
Pier 1 Imports Inc.
<A
href=""><IMG height=14 alt=""
src="http://www.poweropt.com/includes/images/smartmenu/more-info-button.gif";
width=23 border=0 name=btn3>
MIK
45.37 <B
class=r8>(-0.03)
MIKXI
02 DEC 45.0 (61)
3.60
49
597
105
8.0
18
25
1.37
81
1.3 (12)
86
-0.43
0.89
0.58
0.51
14
2,998
979
1.2
0.35
48.5
Michaels Stores Inc.
<A
href=""><IMG height=14 alt=""
src="http://www.poweropt.com/includes/images/smartmenu/more-info-button.gif";
width=23 border=0 name=btn4>
TTWO
27.63 <B
class=g8>(+0.60)
TUOXF
02 DEC 30.0 (61)
4.80
50
612
129
7.5
33
21
0.63
85
1.9 (15)
100
-0.56
1.08
0.68
0.77
24
1,087
1,836
1.5
0.46
60.4
Take-Two Interactive Software Inc.
<A
href=""><IMG height=14 alt=""
src="http://www.poweropt.com/includes/images/smartmenu/more-info-button.gif";
width=23 border=0 name=btn5>
DP
43.98 <B
class=r8>(-1.67)
DPXI
02 DEC 45.0 (61)
3.70
5
265
177
5.8
10
29
2.96
59
1.0 (2)
278
-0.56
1.58
0.25
0.44
12
1,255
169
4.3
2.29
55.1
Diagnostic Products Corp.
<A
href=""><IMG height=14 alt=""
src="http://www.poweropt.com/includes/images/smartmenu/more-info-button.gif";
width=23 border=0 name=btn6>
ERTS
72.14 <B
class=g8>(+2.00)
EZQXN
02 DEC 70.0 (61)
4.00
41
404
181
5.7
94
68
0.72
108
1.5 (19)
128
-0.38
1.45
0.33
0.43
11
10,044
4,477
5.7
0.26
43.2
Electronic Arts Inc.
<A
href=""><IMG height=14 alt=""
src="http://www.poweropt.com/includes/images/smartmenu/more-info-button.gif";
width=23 border=0 name=btn7>
AZO
87.76 <B
class=g8>(+1.97)
AZOXQ
02 DEC 85.0 (61)
4.80
56
777
87
5.6
20
22
1.10
106
1.9 (8)
105
-0.38
1.33
0.35
0.46
11
8,892
1,280
1.8
2.07
43.2
Autozone Inc.
<A
href=""><IMG height=14 alt=""
src="http://www.poweropt.com/includes/images/smartmenu/more-info-button.gif";
width=23 border=0 name=btn8>
CAH
69.62 <B
class=g8>(+3.01)
CAHXN
02 DEC 70.0 (61)
4.30
12
416
274
5.6
30
28
0.94
77
1.5 (22)
135
-0.47
0.83
0.45
0.37
10
30,956
2,517
0.6
0.29
51.5
Cardinal Health Inc.
<A
href=""><IMG height=14 alt=""
src="http://www.poweropt.com/includes/images/smartmenu/more-info-button.gif";
width=23 border=0 name=btn9>
AAP
54.40 <B
class=g8>(+1.00)
AAPXK
02 DEC 55.0 (61)
3.60
200
960
33
5.4
170
57
0.34
65
1.4 (7)
94
-0.49
0.96
0.40
0.40
10
1,940
584
0.6
1.65
52.7
Advance Auto Parts Inc.
<A
href=""><IMG height=14 alt=""
src="http://www.poweropt.com/includes/images/smartmenu/more-info-button.gif";
width=23 border=0 name=btn10>
AZO
87.76 <B
class=g8>(+1.97)
AZOXR
02 DEC 90.0 (61)
6.90
19
75
87
5.1
20
22
1.10
106
1.9 (8)
105
-0.53
1.12
0.35
0.40
11
8,892
1,280
1.8
2.07
56.2
Autozone Inc.
<A
href=""><IMG height=14 alt=""
src="http://www.poweropt.com/includes/images/smartmenu/more-info-button.gif";
width=23 border=0 name=btn11>
RCII
46.45 <B
class=g8>(+1.10)
RQGXJ
02 DEC 50.0 (61)
6.20
5
150
63
4.9
75
17
0.23
60
1.6 (7)
34
-0.59
1.04
0.51
0.51
20
1,632
606
0.9
2.40
63.8
Renters Choice Inc.
<A
href=""><IMG height=14 alt=""
src="http://www.poweropt.com/includes/images/smartmenu/more-info-button.gif";
width=23 border=0 name=btn12>
WEN
34.18 <B
class=g8>(+0.78)
WENXG
02 DEC 35.0 (61)
2.50
5
322
113
4.7
8
19
2.25
52
1.9 (16)
105
-0.51
0.86
0.44
0.37
10
3,953
1,466
1.6
0.37
56.4
Wendys Intl. Inc.
<A
href=""><IMG height=14 alt=""
src="http://www.poweropt.com/includes/images/smartmenu/more-info-button.gif";
width=23 border=0 name=btn13>
BTH
29.00 <B
class=g8>(+0.70)
BTHXF
02 DEC 30.0 (61)
2.45
21
90
104
4.7
24
18
0.74
73
1.0 (1)
105
-0.54
0.91
0.44
0.39
12
1,343
145
1.1
3.50
58.5
Blyth Industries Inc.
The following fields can be changed to scan for
your criteria:
Raymond Raffurty's Naked Put
SmartSearchXL Settings
Search
Settings Saved As:
My
values **PowerOptions out
of the money <A
href=""><IMG height=26 alt=""
src="http://www.poweropt.com/includes/images/save.gif"; width=61
align=top border=0> <A
href=""><IMG
height=26 alt=""
src="http://www.poweropt.com/includes/images/delete.gif"; width=61
align=top border=0>
Description: These are your
Naked Put values.
<A
href="javascript: newURL('glossary.asp')">Sort Results Table
By
% Naked YieldStock
PriceOption Bid PriceOption
VolumeOpen Interest% Option
VolumeCompany Name% EPSGPrice/Earnings% Of RangeAvg. Broker Recomm.% VolumeShares Outstanding% YieldBetaVolatilityMarket
CapitalizationPrice/SalesExpiration DateB-S RatioDeltaImplied Volatility% To DoubleStock VolumePut/Call OI RatioPut/Call Vol
Ratio% Probability Assnd.
<A
href="javascript: newURL('glossary.asp')">Option Expiration Time
Frame
November December January
February March
April May
June July
Jan 2004 Leaps Jan 2005
Leaps All Months
<A
href="javascript: newURL('glossary.asp')">Days To Expiration
to
<B
class=t8>Order results HIGHEST to LOWESTOrder results LOWEST to
HIGHEST
<A
href="javascript: void(0);">Show
in-the-money
<A
href="javascript: closeHelp(); newURL('strategymenu.asp')">#
Strikes
to
<A
href="javascript: closeHelp(); newURL('strategymenu.asp')">%
in money
to
<A
href="javascript: void(0);">Show
out-of-the-money
<A
href="javascript:" closeHelp();
newURL(?strategymenu.asp?)?># Strikes
to
<A
href="javascript: closeHelp(); newURL('strategymenu.asp')">%
out money
to
Greater Than
Less Than
<A
href="javascript: newURL('glossary.asp')">%
Naked Yield
to
<A
href="javascript: newURL('glossary.asp')">Option Volume
to
<A
href="javascript: newURL('glossary.asp')">Open Interest
to
<A
href="javascript: newURL('glossary.asp')">Stock Price
to
<A
href="javascript: newURL('glossary.asp')">Stock Change
Today
to
<A
href="javascript: newURL('glossary.asp')">Option Bid
Price
to
<A
href="javascript: newURL('glossary.asp')">Black-Scholes
Ratio
to
<A
href="javascript: newURL('glossary.asp')">Delta
to
<A
href="javascript: newURL('glossary.asp')">%
Option Volume
to
<A
href="javascript: newURL('glossary.asp')">Implied
Volatility
to
<A
href="javascript: newURL('glossary.asp')">%
To Double
to
<A
href="javascript: newURL('glossary.asp')">Put/Call Vol.
Ratio
to
<A
href="javascript: newURL('glossary.asp')">Put/Call OI
Ratio
to
Greater Than
Less Than
<A
href="javascript: newURL('glossary.asp')">%
EPS Growth
to
<A
href="javascript: newURL('glossary.asp')">Price/Earnings
to
<A
href="javascript: newURL('glossary.asp')">Price/Earnings/Growth
to
<A
href="javascript: newURL('glossary.asp')">%
Of 52 Week Range
to
<A
href="javascript: newURL('glossary.asp')">Average Broker
Rec
to
<A
href="javascript: newURL('glossary.asp')">Average Rec
Change
to
<A
href="javascript: newURL('glossary.asp')">%
Stock Volume
to
<A
href="javascript: newURL('glossary.asp')">Shares
Outstanding
to
<A
href="javascript: newURL('glossary.asp')">%
Dividend Yield
to
<A
href="javascript: newURL('glossary.asp')">Beta
to
<A
href="javascript: newURL('glossary.asp')">Historical
Volatility
to
<A
href="javascript: newURL('glossary.asp')">Market
Capitalization
to
<A
href="javascript: newURL('glossary.asp')">Price/Sales
to
<A
href="javascript: newURL('glossary.asp')">Average Stock
Volume
to
<A
href="javascript: newURL('glossary.asp')">%
Probability Assigned
to
<A
href="javascript: newURL('glossary.asp')">Industry
Sectors All
Sectors Basic Materials Capital Goods Conglomerates
Consumer Cyclical Consumer
Non-Cyclical Energy Financial Healthcare Services Technology Transportation Utilities
<A
href="javascript: newURL('help-smartsearch.asp#reclists')">Recommended
Lists (<A
href="http://www.poweropt.com/list0.asp?Page=smartsearch";>Create/Modify
Lists) No
Lists Dow 30 Industrials S&P Group 1 S&P Group
2 S&P Group 3 S&P Group 4 S&P Five
Stars Value Line Port.1 Value Line Port.2 Value Line
Port.3 IBD Wkend Review Optionable Indexes S&P
Platinum LEAPS Next
Wave 100 Index Fool 50 Index Fool`s High Yield Stocks 2001
Mutual Fund Winners Lehman Bros Uncommon
Value S&P PowerPicks 2002
S&P Neural Fair Value Twenty-five for 2005 S&P One
Star Sells
<A
href="javascript: newURL('help-smartsearch.asp#sma')">Simple Moving
Average None SMA20 SMA50 SMA100 SMA200 SMA250 Stock Price Stock & SMA20
Day High Day
Low > < None SMA20 SMA50 SMA100 SMA200 SMA250
As you can see most fields can be set as you
desire. For example you might scan for stocks with options expiring in
January with a stock price between $30 and $50, a PE between 5 and 30 and a
PEG < 1, or any other combinations you desire.
If you are interested send, your name and e-mail
address to me privately at <A
href="mailto:r.raffurty@xxxxxxxx";>r.raffurty@xxxxxxxx and I will send you
the info.
Good luck and good trading,
Ray Raffurty
Disclaimer: I am not associated with this
site, except as a satisfied customer. However, I do get a month free if
you sign up and refer to me {;-)
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
John Cappello
To: <A title=Realtraders@xxxxxxxxxxxxxxx
href="mailto:Realtraders@xxxxxxxxxxxxxxx";>Realtraders@xxxxxxxxxxxxxxx
Cc: <A title=MedianLine@xxxxxxxxxxxxxxx
href="mailto:MedianLine@xxxxxxxxxxxxxxx";>MedianLine@xxxxxxxxxxxxxxx
Sent: Monday, October 21, 2002 4:31
PM
Subject: [RT] Selling Uncovered
Puts
I am developing a
methodology to do this and also limit loss. I just covered my NLS puts for
a nice profit and just sold Sears Jan '03 Strike Price $22.50 at
$2.25.So far using PEG and PE are found very useful. With Sears even
with its shortfall which caused it to fall out of bed, it is selling
around 5 x earnings.Break even is $20.25 per share if put to me
there. If lower I am holding a quality company. If it goes higher I can
buy the put back at a profit.Does anyone else work in this arena
and have critria for selling uncovered puts?JohnTo
unsubscribe from this group, send an email
to:realtraders-unsubscribe@xxxxxxxxxxxxxxxYour
use of Yahoo! Groups is subject to the <A
href="http://docs.yahoo.com/info/terms/";>Yahoo! Terms of Service.
Yahoo! Groups Sponsor
<font face=arial
size=-2>ADVERTISEMENT<img src="http://ad.doubleclick.net/ad/N879.ameritrade.yahoo/B1054521.11;sz=300x250;adc=ZHS;ord=1035236682?"; alt="" width="300" height="250"
border="0">
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
Attachment:
Description: ""
Attachment:
Description: ""
Attachment:
Description: ""
|
![http://www.poweropt.com/includes/images/smartmenu/more-info-button.gif"](http://www.poweropt.com/includes/images/smartmenu/more-info-button.gif"){kind=link}
![http://www.poweropt.com/includes/images/save.gif"](http://www.poweropt.com/includes/images/save.gif"){kind=link}
![http://www.poweropt.com/includes/images/delete.gif"](http://www.poweropt.com/includes/images/delete.gif"){kind=link}