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Fundamentals
Realistic Strategies, Realistic Returns

Cabot Options Institute – Fundamentals: July 1, 2022

An updated portfolio for Cabot Options Institute – Fundamentals: All-Weather Portfolio

Portfolios are updated every Friday.

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$168.46(open)(current)(closed)(current)($4.00)
6/3/2022LEAPS 1/19/24 145 call$37.00$34.40($2.60)77
6/3/20227/15/22 181 call (closed)$1.00$0.12$0.88
6/30/20228/19/22 175 call$1.91$1.87$0.0429
Totals$2.91$35.3248

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$26.64(open)(current)(closed)(current)($3.81)
6/8/2022LEAPS 1/19/24 22 call$10.50$7.50($3.00)75
6/8/20227/15/22 32 call$0.55$0.05$0.50
6/30/20228/19/22 29 call$0.50$0.50$0.00
Totals$1.05$8.0075

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$102.30(open)(current)(closed)
6/8/2022LEAPS 1/19/24 85 call$19.00$20.10$1.1079
6/8/20227/15/22 103 call$0.70$0.57$0.1330
Totals$0.70$20.2349

Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Vanguard Total Stock Market ETF (VTI)$189.65$188.62(open)(current)(closed)
6/15/2022LEAPS 1/19/24 145 call$54.50$53.10($1.40)78
6/15/20227/15/22 198 call$2.50$0.85$1.6524
Totals$0.70$54.750

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$114.87(open)(current)(closed)
6/13/2022LEAPS 1/19/24 85 call$29.10$33.40$4.3082
6/13/20227/15/22 114 call (closed)$1.65$2.58($0.93)
6/30/20228/19/22 119 call$1.95$1.89$0.06
Totals$1.65$32.5382

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$377.25(open)(current)(closed)($9.75)
LEAPS 1/19/24 290 call$117.00$107.50($9.50)77
8/19/22 410 call$5.33$2.30$3.0315
Totals$5.33$110.5362
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
iShares MSCI Emerging Market ETF (EEM)$39.81$40.10(open)(current)(closed)$0.29
6/22/2022LEAPS 1/19/24 30 call$11.50$12.00$0.5077
6/22/20228/19/22 42 call$0.70$0.63$0.0731
Totals$0.70$12.0746
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Vanguard Real Estate (VNQ)$90.28$91.11(open)(open)(closed)$0.83
6/23/2022LEAPS 1/19/24 70 call$23.25$24.40$1.1579
6/23/20228/19/22 94 call$2.10$2.10$0.0038
Totals$2.10$24.4041
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
iShares Trust TIPS ETF (TIP)$115.40$113.91(open)(open)(closed)($1.49)
6/23/2022LEAPS 1/19/24 100 call$17.10$15.70($1.40)71
6/23/20228/19/22 118 call$0.65$0.35$0.3015
Totals$0.65$16.0056
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
iShares Trust MSCI EAFE (EFA)$62.45$62.49(open)(open)(closed)$0.04
6/22/2022LEAPS 1/19/24 45 call$19.50$19.50$0.0079
6/22/20228/19/22 65 call$1.00$0.70$0.3042
Totals$1.00$19.80