Financial Markets

Strategy and Analysis

1/15/2025

US Treasuries on 2027-01-15

3MO: 4.327

2YR: 4.272

10YR: 4.657

1/15/2025

ABNB, Strike Price: $70, Expiration Date: 2027-01-15

Values

  • Strike Price: $70
  • Option Cost: $71.73
  • Current Price of Underlying: $132.28
  • Expiration Date: 2027-01-15
  • Annual Dividend: $0
  • Annual Dividend Growth Rate: 0%
  • Option Delta: 0.9287

Key Numbers

  • Days until Expiration: 728 days
  • Years until Expiration: 1.99 years
  • Total Implied Amount Borrowed: $60.55
  • Total Implied Interest Payment: $9.45
  • Total Lost Dividends: $0.00

Key Data

  • Implied Interest Rate: 7.825%
  • Leverage: 1.844

1/15/2025

VTI , Strike Price: $205, Expiration Date: 2027-01-15

Values

  • Strike Price: $205
  • Option Cost: $102.5
  • Current Price of Underlying: $294
  • Expiration Date: 2027-01-15
  • Annual Dividend: $3.66
  • Annual Dividend Growth Rate: 9.7%
  • Option Delta: 1.0036

Key Numbers

  • Days until Expiration: 728 days
  • Years until Expiration: 1.99 years
  • Total Implied Amount Borrowed: $191.50
  • Total Implied Interest Payment: $21.15
  • Total Lost Dividends: $7.65

Key Data

  • Implied Interest Rate: 5.538%
  • Leverage: 2.868

1/15/2025

SPY, Strike Price: $290, Expiration Date: 2027-01-15

Values

  • Strike Price: $290
  • Option Cost: $320.46
  • Current Price of Underlying: $593.14
  • Expiration Date: 2027-01-15
  • Annual Dividend: $7.01
  • Annual Dividend Growth Rate: 7.63%
  • Option Delta: 1.0036

Key Numbers

  • Days until Expiration: 728 days
  • Years until Expiration: 1.99 years
  • Total Implied Amount Borrowed: $272.68
  • Total Implied Interest Payment: $31.83
  • Total Lost Dividends: $14.51

Key Data

  • Implied Interest Rate: 5.853%
  • Leverage: 1.851

1/15/2025

VTI, Strike Price: $145, Expiration Date: 2027-01-15

Values

  • Strike Price: $145
  • Option Cost: $154.5
  • Current Price of Underlying: $293.57
  • Expiration Date: 2027-01-15
  • Annual Dividend: $3.66
  • Annual Dividend Growth Rate: 9.7%
  • Option Delta: 1.0036

Key Numbers

  • Days until Expiration: 728 days
  • Years until Expiration: 1.99 years
  • Total Implied Amount Borrowed: $139.07
  • Total Implied Interest Payment: $13.58
  • Total Lost Dividends: $7.65

Key Data

  • Implied Interest Rate: 4.897%
  • Leverage: 1.900

10/18/2024

ABNB, Strike Price: $70, Expiration Date: 2027-01-15

Values

  • Strike Price: $70
  • Option Cost: $39.73
  • Current Price of Underlying: $76
  • Expiration Date: 2027-01-15
  • Annual Dividend: $0
  • Annual Dividend Growth Rate: 0.00%
  • Option Delta: 0.9313

Key Numbers

  • Days until Expiration: 817 days
  • Years until Expiration: 2.24 years
  • Total Implied Amount Borrowed: $36.27
  • Total Implied Interest Payment: $33.73
  • Total Lost Dividends: $0.00

Key Data

  • Implied Interest Rate: 41.547%
  • Leverage: 1.7814950918701236

10/18/2024

DG, Strike Price: $45, Expiration Date: 2027-01-15

Values

  • Strike Price: $45
  • Option Cost: $39.73
  • Current Price of Underlying: $80.6
  • Expiration Date: 2027-01-15
  • Annual Dividend: $2.36
  • Annual Dividend Growth Rate: 2.88%
  • Option Delta: 0.9764

Key Numbers

  • Days until Expiration: 817 days
  • Years until Expiration: 2.24 years
  • Total Implied Amount Borrowed: $40.87
  • Total Implied Interest Payment: $9.58
  • Total Lost Dividends: $5.45

Key Data

  • Implied Interest Rate: 10.476%
  • Leverage: 1.9808165114523033

10/18/2024

SPY, Strike Price: $290, Expiration Date: 2027-01-15

Values

  • Strike Price: $290
  • Option Cost: $313.26
  • Current Price of Underlying: $584.82
  • Expiration Date: 2027-01-15
  • Annual Dividend: $7.01
  • Annual Dividend Growth Rate: 7.63%
  • Option Delta: 0.9979

Key Numbers

  • Days until Expiration: 817 days
  • Years until Expiration: 2.24 years
  • Total Implied Amount Borrowed: $271.56
  • Total Implied Interest Payment: $35.49
  • Total Lost Dividends: $17.05

Key Data

  • Implied Interest Rate: 5.839%
  • Leverage: 1.8629632828959972

10/18/2024

VTI , Strike Price: $205, Expiration Date: 2027-01-15

Values

  • Strike Price: $205
  • Option Cost: $98
  • Current Price of Underlying: $289.15
  • Expiration Date: 2027-01-15
  • Annual Dividend: $3.66
  • Annual Dividend Growth Rate: 9.70%
  • Option Delta: 0.9979

Key Numbers

  • Days until Expiration: 817 days
  • Years until Expiration: 2.24 years
  • Total Implied Amount Borrowed: $191.15
  • Total Implied Interest Payment: $22.95
  • Total Lost Dividends: $9.10

Key Data

  • Implied Interest Rate: 5.364%
  • Leverage: 2.944314132653061

10/18/2024

VTI , Strike Price: $205, Expiration Date: 2027-01-15

Values

  • Strike Price: $205
  • Option Cost: $98
  • Current Price of Underlying: $289.15
  • Expiration Date: 2027-01-15
  • Annual Dividend: $3.66
  • Annual Dividend Growth Rate: 9.70%
  • Option Delta: 0.9979

Key Numbers

  • Days until Expiration: 817 days
  • Years until Expiration: 2.24 years
  • Total Implied Amount Borrowed: $191.15
  • Total Implied Interest Payment: $22.95
  • Total Lost Dividends: $9.10

Key Data

  • Implied Interest Rate: 5.364%
  • Leverage: 2.944314132653061

10/18/2024

VTI , Strike Price: $145, Expiration Date: 2027-01-15

Values

  • Strike Price: $145
  • Option Cost: $149.55
  • Current Price of Underlying: $289.15
  • Expiration Date: 2027-01-15
  • Annual Dividend: $3.66
  • Annual Dividend Growth Rate: 9.70%
  • Option Delta: 0.9979

Key Numbers

  • Days until Expiration: 817 days
  • Years until Expiration: 2.24 years
  • Total Implied Amount Borrowed: $139.60
  • Total Implied Interest Payment: $14.50
  • Total Lost Dividends: $9.10

Key Data

  • Implied Interest Rate: 4.641%
  • Leverage: 1.9294067870277496

4/20/2024

PANW, Strike Price: $170, Expiration Date: 2027-01-15

Values

  • Strike Price: $170
  • Option Cost: $195.1
  • Current Price of Underlying: $341.72
  • Expiration Date: 2027-01-15
  • Annual Dividend: $0
  • Annual Dividend Growth Rate: 0.00%
  • Option Delta: 0.932

Key Numbers

  • Days until Expiration: 824 days
  • Years until Expiration: 2.26 years
  • Total Implied Amount Borrowed: $146.62
  • Total Implied Interest Payment: $23.38
  • Total Lost Dividends: $0.00

Key Data

  • Implied Interest Rate: 7.063%
  • Leverage: 1.6324092260379295

4/20/2024

The start

Margin Call

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