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Fundamentals
Realistic Strategies, Realistic Returns

Cabot Options Institute – Fundamentals: September 19, 2022

An updated portfolio for Cabot Options Institute – Fundamentals Portfolio.

Portfolios are updated every Monday.

All-Weather Portfolio

Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
SPDR Gold Shares ETF (GLD)$172.46$155.84(open)(current)(closed)(current)($16.62)
6/3/2022LEAPS January 19, 2024 145 call$37.00$23.25($13.75)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$29.1146
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$24.88(open)(current)(closed)(current)($5.57)
6/8/2022LEAPS January 19, 2024 22 call$10.50$6.50($4.00)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$8.4042
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$98.68(open)(current)(closed)
6/8/2022LEAPS January 19, 2024 85 call$19.00$17.77($1.23)85
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$19.9446
Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Vanguard Total Stock Market ETF (VTI)$189.65$194.63(open)(current)(closed)
6/15/2022LEAPS January 19, 2024 145 call$54.50$59.20$4.7085
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$59.5254
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$107.07(open)(current)(closed)
6/13/2022LEAPS January 19, 2024 85 call$29.10$26.05($3.05)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$29.3252

Yale Endowment Portfolio

Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
iShares Trust MSCI EAFE (EFA)$62.45$62.40(open)(open)(closed)($0.05)
6/22/2022LEAPS January 19, 2024 45 call$19.50$18.05($1.45)83
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$0.54-24
Totals$1.00$18.9259

Buffet’s Patient Investor

Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Apple (AAPL)$170.85$150.70(open)(current)(closed)(current)($20.15)
8/12/2022LEAPS January 19, 2024 130 call$54.20$38.80($15.40)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$43.3674

O’Shaughnnesy’s Growth-Value

Transaction DatePoor Man’s Covered CallsOriginal PriceCurrent PriceLEAPS PriceLEAPS PriceLEAPS PricePremium SoldClosing PriceTotal PremiumTotal ReturnPosition Delta
Chevron (CVX)$158.05$156.45(open)(current)(closed)(current)($1.60)
8/12/2022LEAPS January 19, 2024 115 call$48.60$49.10$0.5081
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$49.5841