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Fundamentals
Realistic Strategies, Realistic Returns

Cabot Options Institute – Fundamentals: September 12, 2022

An updated portfolio for Cabot Options Institute – Fundamentals Portfolio.

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$159.82(open)(current)(closed)(current)($12.64)
6/3/2022LEAPS January 19, 2024 145 call$37.00$25.70($11.30)75
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$1.45-29
Totals$6.26$31.5646
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$25.39(open)(current)(closed)(current)($5.06)
6/8/2022LEAPS January 19, 2024 22 call$10.50$5.60($4.90)75
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$0.50-33
Totals$1.60$7.5042
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$99.96(open)(current)(closed)
6/8/2022LEAPS January 19, 2024 85 call$19.00$19.90$0.9085
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$1.20-39
Totals$2.48$22.0746
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Vanguard Total Stock Market ETF (VTI)$189.65$204.45(open)(current)(closed)
6/15/2022LEAPS January 19, 2024 145 call$54.50$67.10$12.6085
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$3.00-31
Totals$11.65$67.4254
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$108.31(open)(current)(closed)
6/13/2022LEAPS January 19, 2024 85 call$29.10$26.80($2.30)80
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$1.42-28
Totals$6.18$30.0752

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$406.60(open)(current)(closed)$19.60
6/24/2022LEAPS January 19, 2024 290 call$117.00$132.42$15.4284
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$5.29-29
Totals$5.33$139.0955
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
iShares MSCI Emerging Market ETF (EEM)$39.81$39.00(open)(current)(closed)($0.81)
6/22/2022LEAPS January 19, 2024 30 call$11.50$10.55($0.95)84
6/22/2022August 19, 2022 42 call$0.70$0.08$0.62
8/11/2022October 21, 2022 42 call$0.94$0.15$0.79-40
Totals$0.70$11.9644
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Vanguard Real Estate (VNQ)$90.28$95.81(open)(open)(closed)$5.53
6/23/2022LEAPS January 19, 2024 70 call$23.25$27.70$4.4585
6/23/2022August 19, 2022 94 call (closed)$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$1.35-32
Totals$3.90$28.2553
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
iShares Trust TIPS ETF (TIP)$115.40$111.10(open)(open)(closed)($4.30)
6/23/2022LEAPS January 19, 2024 100 call$17.10$15.20($1.90)63
6/23/2022August 19, 2022 118 call$0.65$0.05$0.60
8/11/2022October 21, 2022 117 call$0.70$0.70-26
Totals$0.65$16.5037
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
iShares Trust MSCI EAFE (EFA)$62.45$62.44(open)(open)(closed)($0.01)
6/22/2022LEAPS January 19, 2024 45 call$19.50$18.95($0.55)83
6/22/2022August 19, 2022 65 call$1.00$1.64($0.64)
8/11/2022October 21, 2022 69 call$1.02$0.09$0.93-31
Totals$1.00$19.2452

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$157.37(open)(current)(closed)(current)($13.48)
8/12/2022LEAPS January 19, 2024 130 call$54.20$42.75($11.45)74
8/12/2022September 16, 2022 180 call$1.37$0.06$1.31
9/2/2022October 21, 2022 165 call$3.25$3.25
Totals$1.37$47.3174

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$159.97(open)(current)(closed)(current)$1.92
8/12/2022LEAPS January 19, 2024 115 call$48.60$51.35$2.7581
8/12/2022September 16, 2022 165 call$2.35$0.32$2.03
9/7/2022October 21, 2022 165 call$3.15$4.70($1.55)-40
Totals$2.35$51.8341