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Fundamentals
Realistic Strategies, Realistic Returns

Cabot Options Institute – Fundamentals Portfolio: February 6, 2023

Portfolios are updated every Monday.

All-Weather Portfolio

Transaction DatePoor Man’s Covered Calls Original Price Current PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
SPDR Gold Shares ETF (GLD)$172.46 $173.46 (open)(current)(closed)(current)$1.00
6/3/2022LEAPS January 19, 2024 145 call$37.00 $35.55 ($1.45)92
6/3/2022July 15, 2022 181 call $1.00 $0.12 $0.88
6/30/2022August 19, 2022 175 call $1.91 $0.21 $1.70
7/28/2022September 16, 2022 169 call$1.90 $0.07 $1.83
9/1/2022October 21, 2022 165 call$1.45 $0.03 $1.42
10/14/2022November 18, 2022 159 call$1.48 $4.45 ($2.97)
11/10/2022December 16, 2022 169 call$1.40 $1.02 $0.38
12/13/2022January 20, 2023 172 call$1.96 $6.60 ($4.64)
1/13/2023February 17, 2023 184 call$1.50 $0.08 $1.50 -4
Totals$12.60 $35.65 88
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Invesco DB Commodity Index Tracking Fund (DBC)$30.45 $23.61 (open)(current)(closed)(current)($6.84)
6/8/2022LEAPS January 19, 2024 22 call $10.50 $3.40 ($7.10)72
6/8/2022July 15, 2022 32 call $0.55 $0.05 $0.50
6/30/2022August 19, 2022 29 call$0.50 $0.05 $0.45
7/28/2022September 16, 2022 27 call$0.55 $0.10 $0.45
9/7/2022October 21, 2022 26 call$0.50 $0.00 $0.50
10/25/2022December 16, 2022 27 call$0.45 $0.05 $0.40
12/13/2022January 20, 2023 25 call$0.45 $0.10 $0.45
1/19/2023February 17, 2023 25 call$0.55 $0.05 $0.55 -10
Totals$3.55 $6.70 62
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
iShares Trust 7-10 Year Treasury Bond ETF (IEF)$101.93 $98.60 (open)(current)(closed)
6/8/2022LEAPS January 19, 2024 85 call$19.00 $15.35 ($3.65)90
6/8/2022July 15, 2022 103 call$0.70 $0.19 $0.51
7/14/2022August 19, 2022 105 call$0.58 $0.12 $0.46
8/11/2022October 21, 2022 105 call$1.20 $0.04 $1.16
9/22/2022October 21, 2022 98.5 call$0.55 $0.05 $0.50
10/12/2022November 25, 2022 97 call$0.92 $0.18 $0.74
11/17/2022December 16, 2022 98 call$0.50 $0.86 ($0.36)
12/13/2022January 20, 2023 100 call$0.88 $0.32 $0.56
1/18/2023February 17, 2023 101 call$0.70 $0.10 $0.70 -19
Totals$6.03 $19.62 71
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Vanguard Total Stock Market ETF (VTI)$189.65 $207.84 (open)(current)(closed)
6/15/2022LEAPS January 19, 2024 145 call$54.50 $68.70 $14.20 89
6/15/2022July 15, 2022 198 call $2.50 $0.03 $2.47
7/14/2022August 19, 2022 193 call $3.20 $11.00 ($7.80)
7/28/2022September 16, 2022 210 call$2.95 $0.30 $2.65
9/1/2022October 21, 2022 205 call$3.00 $0.55 $2.45
9/22/2022October 21, 2022 197 call$2.10 $0.15 $1.95
10/12/2022November 18, 2022 190 call$3.10 $7.45 ($4.35)
11/10/2022December 16, 2022 205 call$2.65 $0.05 $2.60
12/15/2022January 20, 2023 200 call$3.10 $0.05 $3.05
1/20/2023February 17, 2023 200 call$2.60 $6.50 ($3.90)
1/27/2023March 17, 2023 210 call$3.00 $4.20 $3.00 -46
Totals$28.20 $70.82 43
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
iShares 20+ Year Treasury Bond ETF (TLT)$110.56 $106.70 (open)(current)(closed)
6/13/2022LEAPS January 19, 2024 85 call$29.10 $24.15 ($4.95)84
6/13/2022July 15, 2022 114 call $1.65 $2.58 ($0.93)
6/30/2022August 19, 2022 119 call$1.95 $0.23 $1.72
8/11/2022September 16, 2022 119 call$1.16 $0.10 $1.06
9/1/2022October 21, 2022 115 call$1.42 $0.23 $1.19
9/22/2022October 21, 2022 110.5 call$0.73 $0.03 $0.70
10/12/2022November 25, 2022 104.5 call$1.66 $0.10 $1.56
11/10/2022December 16, 2022 100 call$1.46 $2.90 ($1.44)
11/22/2022December 16, 2022 103.5 call$1.30 $3.15 ($1.85)
12/2/2022January 20, 2023 109 call$1.82 $0.54 $1.28
1/18/2023February 17, 2023 110 call$1.70 $0.40 $1.70 -19
Totals$14.85 $29.14 65

Yale Endowment Portfolio

Transaction DatePoor Man’s Covered Calls Original Price Current PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
SPDR S&P 500 ETF (SPY)$387.00 $412.35 (open)(current)(closed)$25.35
6/24/2022LEAPS January 19, 2024 290 call $117.00 $134.09 $17.09 89
6/24/2022August 19, 2022 410 call$5.33 $9.45 ($4.12)
8/8/2022September 16, 2022 426 call$5.65 $0.15 $5.50
9/1/2022October 21, 2022 410 call$5.29 $0.84 $4.45
9/22/2022October 21, 2022 397 call$2.72 $0.13 $2.59
10/12/2022November 18, 2022 380 call$5.17 $13.54 ($8.37)
11/10/2022December 16, 2022 410 call$4.36 $1.20 $3.16
12/12/2022January 20, 2023 416 call$3.42 $0.01 $3.42
1/19/2023February 17, 2023 402 call$3.50 $8.70 ($5.20)
1/31/2023March 17, 2023 418 call$4.44 $7.14 ($2.70)-30
Totals$31.94 $132.82 59
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
iShares MSCI Emerging Market ETF (EEM)$39.81 $40.88 (open)(current)(closed)$1.07
6/22/2022LEAPS January 19, 2024 30 call $11.50 $12.75 $1.25 82
6/22/2022August 19, 2022 42 call$0.70 $0.08 $0.62
8/11/2022October 21, 2022 42 call$0.94 $0.05 $0.89
9/16/2022October 28, 2022 39.5 call$0.40 $0.03 $0.37
10/17/2022November 25, 2022 36.5 call$0.70 $1.87 ($1.17)
11/16/2022December 16, 2022 39 call$0.64 $0.26 $0.38
12/12/2022January 27, 2023 40 call$0.51 $1.30 ($0.79)
1/18/2023February 17, 2023 42 call$0.53 $0.21 $0.53 -24
Totals$4.42 $13.58 58
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Vanguard Real Estate (VNQ)$90.28 $91.94 (open)(open)(closed)$1.66
6/23/2022LEAPS January 19, 2024 70 call $23.25 $24.30 $1.05 81
6/23/2022August 19, 2022 94 call$2.10 $4.60 ($2.50)
7/28/2022September 16, 2022 100 call$1.80 $0.10 $1.70
9/1/2022October 21, 2022 96 call$1.35 $0.10 $1.25
9/22/2022October 21, 2022 90 call$0.65 $0.10 $0.55
10/12/2022November 18, 2022 82 call$1.20 $4.40 ($3.20)
11/10/2022December 16, 2022 90 call$1.20 $0.15 $1.05
12/12/2022January 20, 2023 89 call$0.95 $0.10 $0.85
1/19/2023February 17, 2023 89 call$1.30 $2.85 ($1.55)
1/31/2023March 17, 2023 93 call$1.55 $2.15 ($0.60)-45
Totals$12.10 $22.45 81
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
iShares Trust TIPS ETF (TIP)$115.40 $108.21 (open)(open)(closed)($7.19)
6/23/2022LEAPS January 19, 2024 100 call $17.10 $9.95 ($7.15)77
6/23/2022August 19, 2022 118 call$0.65 $0.05 $0.60
8/11/2022October 21, 2022 117 call$0.70 $0.05 $0.65
9/16/2022October 21, 2022 112 call$0.50 $0.05 $0.45
10/14/2022November 18, 2022 108 call$0.80 $0.10 $0.70
11/6/2022December 16, 2022 107 call$0.80 $2.35 ($1.55)
12/1/2022January 20, 2023 110 call$1.10 $0.09 $1.10
1/20/2023February 17, 2023 110 call$0.74 $0.17 $0.74 -17
Totals$4.55 $12.64 60
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
iShares Trust MSCI EAFE (EFA)$62.45 $71.42 (open)(open)(closed)$8.97
6/22/2022LEAPS January 19, 2024 45 call $19.50 $27.65 $8.15 96
6/22/2022August 19, 2022 65 call $1.00 $1.64 ($0.64)
8/11/2022October 21, 2022 69 call$1.02 $0.05 $0.97
9/16/2022October 21, 2022 63 call$0.54 $0.05 $0.54
10/14/2022November 18, 2022 59 call$0.76 $2.55 ($1.79)
11/6/2022December 16, 2022 63 call$0.86 $2.90 ($2.04)
11/22/2022December 30, 2022 67 call$0.73 $0.02 $0.71
12/30/2023January 20, 2023 67.5 call$0.55 $3.75 ($3.20)
1/18/2023February 17, 2023 72 call$0.84 $0.60 $0.84 -39
Totals$5.46 $23.04 57

Dogs of the Dow

Transaction DatePoor Man’s Covered Calls Original Price Current PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Verizon (VZ)$39.78 $41.51 (open)(current)(closed)$1.73
1/3/2023LEAPS January 17, 2025 30 call $10.40 $12.15 $1.75 83
1/3/2023February 17, 2023 41 call$0.68 $1.02 ($0.34)-61
Totals$0.68 $11.81 22
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Dow (DOW)$52.15 $60.00 (open)(current)(closed)$7.85
1/5/2023LEAPS January 17, 2025 37.5 call $16.85 $23.30 $6.45 86
1/5/2023February 17, 2023 55 call$1.18 $4.00 ($2.82)
1/11/2023February 17, 2023 60 call$1.23 $1.22 $0.01 -51
Totals$1.18 $20.49 35
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Intel (INTC)$27.65 $30.30 (open)(current)(closed)$2.65
1/4/2023LEAPS January 17, 2025 17.5 call $11.40 $13.40 $2.00 86
1/4/2023February 17, 2023 30 call$0.72 $0.84 ($0.12)-61
Totals$0.72 $13.28 25
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Walgreens (WBA)$34.65 $37.09 (open)(current)(closed)$2.44
1/5/2023LEAPS January 17, 2025 25 call $11.10 $12.70 $1.60 84
1/5/2023February 10, 2023 37 call$0.47 $0.69 ($0.22)-53
Totals$0.47 $12.48 31
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Cisco Systems (CSCO)$47.88 $48.63 (open)(current)(closed)$0.75
1/4/2023LEAPS January 17, 2025 35 call $15.65 $15.60 ($0.05)82
1/4/2023February 17, 2022 50 call $1.02 $0.80 $0.22 -36
Totals$1.02 $15.82 46
Transaction DatePoor Man’s Covered Calls Original Price Current PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
3M (MMM)$125.91 $117.49 (open)(current)(closed)($8.42)
1/6/2023LEAPS January 17, 2025 90 call $41.40 $31.30 ($10.10)78
1/6/2023February 17, 2023 135 call$1.70 $0.04 $1.66 -3
Totals$1.70 $32.96 75
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
IBM (IBM)$143.71 $136.94 (open)(current)(closed)($6.77)
1/6/2023LEAPS January 17, 2025 105 call $43.15 $34.60 ($8.55)81
1/6/2023February 17, 2023 150 call$2.45 $0.03 $2.42 -1
Totals$2.45 $37.02 80
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Amgen (AMGN)$269.00 $245.17 (open)(open)(closed)($23.83)
1/9/2023LEAPS January 17, 2025 200 call$81.35 $58.80 ($22.55)79
1/9/2023February 17, 2023 280 call$3.85 $0.12 $3.73 -2
Totals$3.85 $62.53 77
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Chevron (CVX)$174.89 $169.45 (open)(open)(closed)($5.44)
1/9/2023LEAPS January 17, 2025 125 call$59.80 $51.80 ($8.00)83
1/9/2023February 17, 2023 180 call$4.50 $9.50 ($5.00)
1/26/2023March 17, 2023 195 call$3.30 $0.24 $3.30 -4
Totals$4.50 $50.10 79
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
JP Morgan Chase (JPM)$137.40 $141.09 (open)(open)(closed)$3.69
6/22/2022LEAPS January 17, 2025 100 call $46.20 $47.50 $1.30 82
6/22/2022February 17, 2023 145 call $2.26 $0.83 $1.43 -25
Totals$2.26 $48.93 57

Buffet’s Patient Investor

Transaction DatePoor Man’s Covered Calls Original Price Current PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Apple (AAPL)$170.85 $154.50 (open)(current)(closed)(current)($16.35)
8/12/2022LEAPS January 19, 2024 130 call$54.20 $35.70 ($18.50)79
8/12/2022September 16, 2022 180 call$1.37 $0.06 $1.31
9/2/2022October 21, 2022 165 call$3.25 $0.01 $3.25
10/17/2022November 18, 2022 155 call$2.04 $0.17 $1.87
11/6/2022December 16, 2022 150 call$1.95 $0.02 $1.93
12/15/2022January 27, 2023 147 call$3.35 $0.23 $3.12
1/27/2023March 3, 2023 152.5 call$2.75 $6.05 $2.75 -59
Totals$8.61 $49.93 20

O’Shaughnnesy’s Growth-Value

Transaction DatePoor Man’s Covered Calls Original Price Current PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Chevron (CVX)$158.05 $169.45 (open)(current)(closed)(current)$11.40
8/12/2022LEAPS January 19, 2024 115 call$48.60 $56.50 $7.90 91
8/12/2022September 16, 2022 165 call$2.35 $0.32 $2.03
9/7/2022October 21, 2022 165 call$3.15 $5.60 ($2.45)
10/20/2022November 25, 2022 177.5 call$4.40 $9.75 ($5.35)
11/6/2022December 16, 2022 195 call$3.30 $0.35 $2.95
12/2/2022January 20, 2023 190 call$3.80 $0.00 $3.80
1/23/2023February 17, 2023 190 call$1.80 $0.06 $1.80 -2
Totals$17.00 $59.28 89