Cabot Options Institute – Fundamentals Portfolio: November 14, 2022

Portfolios are updated every Monday.

All-Weather Portfolio

Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	SPDR Gold Shares ETF (GLD)	$172.46	$164.56	(open)	(current)	(closed)			(current)	($7.90)
6/3/2022	LEAPS January 19, 2024 145 call			$37.00	$30.00					($7.00)	80
6/3/2022	July 15, 2022 181 call						$1.00	$0.12		$0.88
6/30/2022	August 19, 2022 175 call						$1.91	$0.21		$1.70
7/28/2022	September 16, 2022 169 call						$1.90	$0.07		$1.83
9/1/2022	October 21, 2022 165 call						$1.45	$0.03		$1.42
10/14/2022	November 18, 2022 159 call						$1.48	$4.45		($2.97)
11/10/2022	December 16, 2022 169 call						$1.40		$1.79	$1.40	-32
	Totals						$9.14			$34.26	48
Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	Invesco DB Commodity Index Tracking Fund (DBC)	$30.45	$26.15	(open)	(current)	(closed)			(current)	($4.30)
6/8/2022	LEAPS January 19, 2024 22 call			$10.50	$6.15					($4.35)	78
6/8/2022	July 15, 2022 32 call						$0.55	$0.05		$0.50
6/30/2022	August 19, 2022 29 call						$0.50	$0.05		$0.45
7/28/2022	September 16, 2022 27 call						$0.55	$0.10		$0.45
9/7/2022	October 21, 2022 26 call						$0.50	$0.00		$0.50
10/25/2022	December 16, 2022 27 call						$0.45		$0.40	$0.45	-35
	Totals						$2.55			$8.50	43
Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	iShares Trust 7-10 Year Treasury Bond ETF (IEF)	$101.93	$95.94	(open)	(current)	(closed)
6/8/2022	LEAPS January 19, 2024 85 call			$19.00	$13.85					($5.15)	78
6/8/2022	July 15, 2022 103 call						$0.70	$0.19		$0.51
7/14/2022	August 19, 2022 105 call						$0.58	$0.12		$0.46
8/11/2022	October 21, 2022 105 call						$1.20	$0.04		$1.16
9/22/2022	October 21, 2022 98.5 call						$0.55	$0.05		$0.50
10/12/2022	November 25, 2022 97 call						$0.92		$0.28	$0.92	-27
	Totals						$3.95			$17.40	51
Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	Vanguard Total Stock Market ETF (VTI)	$189.65	$200.16	(open)	(current)	(closed)
6/15/2022	LEAPS January 19, 2024 145 call			$54.50	$63.70					$9.20	85
6/15/2022	July 15, 2022 198 call						$2.50	$0.03		$2.47
7/14/2022	August 19, 2022 193 call						$3.20	$11.00		($7.80)
7/28/2022	September 16, 2022 210 call						$2.95	$0.30		$2.65
9/1/2022	October 21, 2022 205 call						$3.00	$0.55		$2.45
9/22/2022	October 21, 2022 197 call						$2.10	$0.15		$1.95
10/12/2022	November 18, 2022 190 call						$3.10	$7.45		($4.35)
11/10/2022	December 16, 2022 205 call						$2.65		$3.80	$2.65	-39
	Totals						$19.50			$63.72	46
Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	iShares 20+ Year Treasury Bond ETF (TLT)	$110.56	$97.89	(open)	(current)	(closed)
6/13/2022	LEAPS January 19, 2024 85 call			$29.10	$18.10					($11.00)	72
6/13/2022	July 15, 2022 114 call						$1.65	$2.58		($0.93)
6/30/2022	August 19, 2022 119 call						$1.95	$0.23		$1.72
8/11/2022	September 16, 2022 119 call						$1.16	$0.10		$1.06
9/1/2022	October 21, 2022 115 call						$1.42	$0.23		$1.19
9/22/2022	October 21, 2022 110.5 call						$0.73	$0.03		$0.70
10/12/2022	November 25, 2022 104.5 call						$1.66	$0.10		$1.56
11/10/2022	December 16, 2022 100 call						$1.46		$1.42	$1.46	-36
	Totals						$10.03			$24.86	36

Yale Endowment Portfolio

Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	SPDR S&P 500 ETF (SPY)	$387.00	$398.51	(open)	(current)	(closed)				$11.51
6/24/2022	LEAPS January 19, 2024 290 call			$117.00	$126.00					$9.00	84
6/24/2022	August 19, 2022 410 call						$5.33	$9.45		($4.12)
8/8/2022	September 16, 2022 426 call						$5.65	$0.15		$5.50
9/1/2022	October 21, 2022 410 call						$5.29	$0.84		$4.45
9/22/2022	October 21, 2022 397 call						$2.72	$0.13		$2.59
10/12/2022	November 18, 2022 380 call						$5.17	$13.54		($8.37)
11/10/2022	December 16, 2022 410 call						$4.36		$6.06	$4.36	-35
	Totals						$28.52			$130.41	49
Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	iShares MSCI Emerging Market ETF (EEM)	$39.81	$38.16	(open)	(current)	(closed)				($1.65)
6/22/2022	LEAPS January 19, 2024 30 call			$11.50	$10.00					($1.50)	81
6/22/2022	August 19, 2022 42 call						$0.70	$0.08		$0.62
8/11/2022	October 21, 2022 42 call						$0.94	$0.05		$0.89
9/16/2022	October 28, 2022 39.5 call						$0.40	$0.03		$0.37
10/17/2022	November 18, 2022 36.5 call						$0.70		$1.12	$0.70	-90
	Totals						$2.74			$12.58	-9
Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	Vanguard Real Estate (VNQ)	$90.28	$86.99	(open)	(open)	(closed)				($3.29)
6/23/2022	LEAPS January 19, 2024 70 call			$23.25	$20.70					($2.55)	76
6/23/2022	August 19, 2022 94 call						$2.10	$4.60		($2.50)
7/28/2022	September 16, 2022 100 call						$1.80	$0.10		$1.70
9/1/2022	October 21, 2022 96 call						$1.35	$0.10		$1.25
9/22/2022	October 21, 2022 90 call						$0.65	$0.10		$0.55
10/12/2022	November 18, 2022 82 call						$1.20	$4.40		($3.20)
11/10/2022	December 16, 2022 90 call						$1.20		$1.45	$1.20	-34
	Totals						$8.30			$19.70	42
Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	iShares Trust TIPS ETF (TIP)	$115.40	$107.09	(open)	(open)	(closed)				($8.31)
6/23/2022	LEAPS January 19, 2024 100 call			$17.10	$10.40					($6.70)	59
6/23/2022	August 19, 2022 118 call						$0.65	$0.05		$0.60
8/11/2022	October 21, 2022 117 call						$0.70	$0.05		$0.65
9/16/2022	October 21, 2022 112 call						$0.50	$0.05		$0.45
10/14/2022	November 18, 2022 108 call						$0.80	$0.10		$0.70
11/6/2022	December 16, 2022 107 call						$0.80		$1.25	$0.80	-45
	Totals						$3.45			$13.60	14
Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	iShares Trust MSCI EAFE (EFA)	$62.45	$65.46	(open)	(open)	(closed)				$3.01
6/22/2022	LEAPS January 19, 2024 45 call			$19.50	$21.50					$2.00	84
6/22/2022	August 19, 2022 65 call						$1.00	$1.64		($0.64)
8/11/2022	October 21, 2022 69 call						$1.02	$0.05		$0.97
9/16/2022	October 21, 2022 63 call						$0.54	$0.05		$0.54
10/14/2022	November 18, 2022 59 call						$0.76	$2.55		($1.79)
11/6/2022	December 16, 2022 63 call						$0.86		$3.20	$0.86	-69
	Totals						$4.18			$21.44	15

Buffet’s Patient Investor

Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	Apple (AAPL)	$170.85	$149.70	(open)	(current)	(closed)			(current)	($21.15)
8/12/2022	LEAPS January 19, 2024 130 call			$54.20	$36.60					($17.60)	73
8/12/2022	September 16, 2022 180 call						$1.37	$0.06		$1.31
9/2/2022	October 21, 2022 165 call						$3.25	$0.01		$3.25
10/17/2022	November 18, 2022 155 call						$2.04	$0.17		$1.87
11/6/2022	December 16, 2022 150 call						$1.95		$6.00	$1.95	-52
	Totals						$8.61			$44.98

O’Shaughnnesy’s Growth-Value

Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	Chevron (CVX)	$158.05	$186.46	(open)	(current)	(closed)			(current)	$28.41
8/12/2022	LEAPS January 19, 2024 115 call			$48.60	$75.25					$26.65	89
8/12/2022	September 16, 2022 165 call						$2.35	$0.32		$2.03
9/7/2022	October 21, 2022 165 call						$3.15	$5.60		($2.45)
10/20/2022	November 25, 2022 177.5 call						$4.40	$9.75		($5.35)
11/6/2022	December 16, 2022 195 call						$3.30		$2.95	$3.30	-31
	Totals						$13.20			$72.78	58

Andy Crowder

Andy Crowder is a professional options trader, researcher and Senior Analyst at Cabot. Formerly with Oppenheimer & Co. in New York, Andy has leveraged his investment experience to develop his statistically based options trading strategy which applies probability theory to option valuations in order to execute risk-controlled trades. This proprietary strategy has been refined through two decades of research and real-world experience and has been featured in the Wall Street Journal, Seeking Alpha, and numerous other financial publications. Andy has helped thousands of option traders learn and implement his meticulous rules-driven options trading strategies through highly attended conferences, one-on-one coaching, webinars, and his work as a financial columnist. He currently resides in Bolton Valley, Vermont and when he’s not trading, teaching and writing about options, he enjoys spending time with his wife and two daughters, backcountry skiing, biking, running and enjoying all things outdoors.

Cabot Options Institute – Fundamentals Portfolio: November 14, 2022

An updated portfolio for Cabot Options Institute – Fundamentals Portfolio.

All-Weather Portfolio

Yale Endowment Portfolio

Buffet’s Patient Investor

O’Shaughnnesy’s Growth-Value