Writing Short Term Calls on Existing Equity Positions

This view looks for equities that warrant an OTM call sales in the Near month based on market activity (this view is most useful 3-4 weeks before near term (1^st expiration month).  The emphasis for this view should be on existing equity positions looking for a short term yield opportunities.

Color indicates stocks trading close to or at their 52 week highs and Short Term Implied Volatility is trading a premium to the 10 day Moving Average of Historical Volatility indicating short term overvalued options.

Look for Green stocks (sectors) in the lower left of each sector to indicate a better time to sell calls of existing long positions.  White stocks are might be worth a look.

Red stocks (sectors) in the upper right indicate not as favorable call selling conditions.

 

To use this view, download AV for Bloomberg, (you will need to request an activation key for a free trial) then download and open the Short Term Call Selling View from this link:  Short Term Call Selling.aqv

If you need assistance, just email support@aqumin.com or call 713-781-2121.

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