Technical Results for (tse:HGD)

Page Generated 2017-10-17 20:12:38

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This page presents the detailed, technical results for tse:HGD ().

Analyses are presented for calls, followed by puts. Green indicates options that are in the money (would get exercised / assigned), and red indicates options that are out of the money (would not get exercised / assigned). Blue indicates options that represent the best value for the given strike and expiration.

The [N###] column represents the annualized percentage (APR) of the preceding column, factoring in for compounding periods. For example, consider an option that expires in 4 days, and has a return of 1% over those 4 days. Ordinary compounding would suggest that there are 365/4 (91) compounding periods per year, resulting in an APR of 254%! However, because options expire (at their most frequent) on monthly interval boundaries, 91 compounding periods is not reasonable. To compensate for this, we round to the next month. For example, in the 4 day expiration period, you would see "[N030]" to indicate that the compounding period is based on 30 days, instead of 4. Therefore, all compounding periods used to compute APR are multiples of 30 days.

CALL HGD ($8.95) expiration 2017 10 (3 days)

SYMBOLSTRIKEPREMIUMIMPLIED> CLOSECOSTASSIGNED[N030]EXPIRED[N030]AVERAGE[N030]
HGD201710C66.00$2.85$8.85$-0.10$6.10 -2%-18% 47%WOW! 23%WOW!
HGD201710C77.00$1.85$8.85$-0.10$7.10 -1%-16% 26%WOW! 12%311%
HGD201710C88.00$0.85$8.85$-0.10$8.10 -1%-14% 10%237% 5% 73%
HGD201710C99.00$0.06$9.06$0.11$8.89 1% 16% 1% 9% 1% 12%
HGD201710C1010.00$0.00$10.00$1.05$8.95 12%286% 0% 0% 6%100%
HGD201710C1111.00$0.00$11.00$2.05$8.95 23%WOW! 0% 0% 11%274%
HGD201710C1212.00$0.00$12.00$3.05$8.95 34%WOW! 0% 0% 17%578%
HGD201710C1313.00$0.00$13.00$4.05$8.95 45%WOW! 0% 0% 23%WOW!
HGD201710C1414.00$0.00$14.00$5.05$8.95 56%WOW! 0% 0% 28%WOW!

CALL HGD ($8.95) expiration 2017 11 (31 days)

SYMBOLSTRIKEPREMIUMIMPLIED> CLOSECOSTASSIGNED[N060]EXPIRED[N060]AVERAGE[N060]
HGD201711C66.00$2.85$8.85$-0.10$6.10 -2%-10% 47%930% 23%244%
HGD201711C77.00$1.85$8.85$-0.10$7.10 -1% -8% 26%309% 12%103%
HGD201711C88.00$1.00$9.00$0.05$7.95 1% 4% 13%106% 7% 48%
HGD201711C99.00$0.30$9.30$0.35$8.65 4% 27% 3% 23% 4% 25%
HGD201711C1010.00$0.08$10.08$1.13$8.87 13%107% 1% 6% 7% 49%
HGD201711C1111.00$0.02$11.02$2.07$8.93 23%255% 0% 1% 12% 96%
HGD201711C1212.00$0.00$12.00$3.05$8.95 34%495% 0% 0% 17%160%
HGD201711C1313.00$0.00$13.00$4.05$8.95 45%869% 0% 0% 23%246%
HGD201711C1414.00$0.00$14.00$5.05$8.95 56%WOW! 0% 0% 28%353%

CALL HGD ($8.95) expiration 2017 12 (59 days)

SYMBOLSTRIKEPREMIUMIMPLIED> CLOSECOSTASSIGNED[N060]EXPIRED[N060]AVERAGE[N060]
HGD201712C66.00$2.85$8.85$-0.10$6.10 -2%-10% 47%930% 23%244%
HGD201712C77.00$1.90$8.90$-0.05$7.05 -1% -4% 27%327% 13%112%
HGD201712C88.00$1.10$9.10$0.15$7.85 2% 12% 14%122% 8% 59%
HGD201712C99.00$0.50$9.50$0.55$8.45 7% 47% 6% 42% 6% 44%
HGD201712C1010.00$0.20$10.20$1.25$8.75 14%125% 2% 15% 8% 62%
HGD201712C1111.00$0.07$11.07$2.12$8.88 24%268% 1% 5% 12%103%
HGD201712C1212.00$0.02$12.02$3.07$8.93 34%503% 0% 1% 17%164%
HGD201712C1313.00$0.00$13.00$4.05$8.95 45%869% 0% 0% 23%246%
HGD201712C1414.00$0.00$14.00$5.05$8.95 56%WOW! 0% 0% 28%353%

CALL HGD ($8.95) expiration 2018 01 (94 days)

SYMBOLSTRIKEPREMIUMIMPLIED> CLOSECOSTASSIGNED[N120]EXPIRED[N120]AVERAGE[N120]
HGD201801C66.00$2.85$8.85$-0.10$6.10 -2% -5% 47%221% 23% 86%
HGD201801C77.00$1.90$8.90$-0.05$7.05 -1% -2% 27%107% 13% 45%
HGD201801C88.00$1.15$9.15$0.20$7.80 3% 8% 15% 52% 9% 29%
HGD201801C99.00$0.65$9.65$0.70$8.30 8% 28% 8% 26% 8% 27%
HGD201801C1010.00$0.30$10.30$1.35$8.65 16% 55% 3% 11% 10% 32%
HGD201801C1111.00$0.15$11.15$2.20$8.80 25% 97% 2% 5% 13% 46%
HGD201801C1212.00$0.06$12.06$3.11$8.89 35%149% 1% 2% 18% 65%
HGD201801C1313.00$0.02$13.02$4.07$8.93 46%213% 0% 1% 23% 87%
HGD201801C1414.00$0.00$14.00$5.05$8.95 56%290% 0% 0% 28%113%

CALL HGD ($8.95) expiration 2018 02 (122 days)

SYMBOLSTRIKEPREMIUMIMPLIED> CLOSECOSTASSIGNED[N150]EXPIRED[N150]AVERAGE[N150]
HGD201802C77.00$1.95$8.95$0.00$7.00 0% 0% 28% 82% 14% 37%
HGD201802C88.00$1.25$9.25$0.30$7.70 4% 10% 16% 44% 10% 26%
HGD201802C99.00$0.75$9.75$0.80$8.20 10% 25% 9% 24% 9% 25%
HGD201802C1010.00$0.40$10.40$1.45$8.55 17% 46% 5% 12% 11% 28%
HGD201802C1111.00$0.20$11.20$2.25$8.75 26% 75% 2% 6% 14% 38%
HGD201802C1212.00$0.10$12.10$3.15$8.85 36%110% 1% 3% 18% 51%
HGD201802C1313.00$0.04$13.04$4.09$8.91 46%151% 0% 1% 23% 66%
HGD201802C1414.00$0.02$14.02$5.07$8.93 57%199% 0% 1% 28% 84%

PUT HGD ($8.95) expiration 2017 10 (3 days)

SYMBOLSTRIKEPREMIUMIMPLIED< CLOSEDISCOUNTEXPIRED[N030]MARGINPAYBACK[N030]
HGD201710P66.00$0.00$6.00$2.95 33% 0% 0%$0.45 0% 0%
HGD201710P77.00$0.00$7.00$1.95 22% 0% 0%$0.74 0% 0%
HGD201710P88.00$0.00$8.00$0.95 11% 0% 0%$1.74 0% 0%
HGD201710P99.00$0.07$8.93$0.02 0% 1% 10%$2.74 3% 36%
HGD201710P1010.00$0.95$9.05$-0.10 -1% 11%241%$3.74 25%WOW!
HGD201710P1111.00$1.95$9.05$-0.10 -1% 22%WOW!$4.74 41%WOW!
HGD201710P1212.00$2.95$9.05$-0.10 -1% 33%WOW!$5.74 51%WOW!
HGD201710P1313.00$3.95$9.05$-0.10 -1% 44%WOW!$6.74 59%WOW!
HGD201710P1414.00$4.95$9.05$-0.10 -1% 55%WOW!$7.74 64%WOW!

PUT HGD ($8.95) expiration 2017 11 (31 days)

SYMBOLSTRIKEPREMIUMIMPLIED< CLOSEDISCOUNTEXPIRED[N060]MARGINPAYBACK[N060]
HGD201711P66.00$0.00$6.00$2.95 33% 0% 0%$0.45 0% 0%
HGD201711P77.00$0.01$6.99$1.96 22% 0% 1%$0.74 1% 9%
HGD201711P88.00$0.08$7.92$1.03 12% 1% 6%$1.74 5% 32%
HGD201711P99.00$0.35$8.65$0.30 3% 4% 26%$2.74 13%108%
HGD201711P1010.00$1.10$8.90$0.05 1% 12%102%$3.74 29%381%
HGD201711P1111.00$2.05$8.95$-0.00 -0% 23%251%$4.74 43%792%
HGD201711P1212.00$3.00$9.00$-0.05 -1% 34%480%$5.74 52%WOW!
HGD201711P1313.00$4.00$9.00$-0.05 -1% 45%846%$6.74 59%WOW!
HGD201711P1414.00$5.00$9.00$-0.05 -1% 56%WOW!$7.74 65%WOW!

PUT HGD ($8.95) expiration 2017 12 (59 days)

SYMBOLSTRIKEPREMIUMIMPLIED< CLOSEDISCOUNTEXPIRED[N060]MARGINPAYBACK[N060]
HGD201712P66.00$0.01$5.99$2.96 33% 0% 1%$0.46 2% 14%
HGD201712P77.00$0.04$6.96$1.99 22% 0% 3%$0.74 5% 38%
HGD201712P88.00$0.20$7.80$1.15 13% 2% 14%$1.74 12% 94%
HGD201712P99.00$0.60$8.40$0.55 6% 7% 48%$2.74 22%234%
HGD201712P1010.00$1.25$8.75$0.20 2% 14%122%$3.74 33%479%
HGD201712P1111.00$2.10$8.90$0.05 1% 23%260%$4.74 44%833%
HGD201712P1212.00$3.05$8.95$-0.00 -0% 34%495%$5.74 53%WOW!
HGD201712P1313.00$4.05$8.95$0.00 0% 45%869%$6.74 60%WOW!
HGD201712P1414.00$5.05$8.95$0.00 0% 56%WOW!$7.74 65%WOW!

PUT HGD ($8.95) expiration 2018 01 (94 days)

SYMBOLSTRIKEPREMIUMIMPLIED< CLOSEDISCOUNTEXPIRED[N120]MARGINPAYBACK[N120]
HGD201801P66.00$0.02$5.98$2.97 33% 0% 1%$0.47 4% 14%
HGD201801P77.00$0.10$6.90$2.05 23% 1% 3%$0.74 14% 47%
HGD201801P88.00$0.30$7.70$1.25 14% 3% 11%$1.74 17% 62%
HGD201801P99.00$0.70$8.30$0.65 7% 8% 26%$2.74 26%100%
HGD201801P1010.00$1.35$8.65$0.30 3% 15% 53%$3.74 36%156%
HGD201801P1111.00$2.15$8.85$0.10 1% 24% 92%$4.74 45%212%
HGD201801P1212.00$3.15$8.85$0.10 1% 35%150%$5.74 55%279%
HGD201801P1313.00$4.05$8.95$0.00 0% 45%211%$6.74 60%319%
HGD201801P1414.00$5.05$8.95$0.00 0% 56%290%$7.74 65%361%

PUT HGD ($8.95) expiration 2018 02 (122 days)

SYMBOLSTRIKEPREMIUMIMPLIED< CLOSEDISCOUNTEXPIRED[N150]MARGINPAYBACK[N150]
HGD201802P77.00$0.10$6.90$2.05 23% 1% 3%$0.74 14% 36%
HGD201802P88.00$0.40$7.60$1.35 15% 4% 11%$1.74 23% 66%
HGD201802P99.00$0.85$8.15$0.80 9% 9% 25%$2.74 31% 93%
HGD201802P1010.00$1.55$8.45$0.50 6% 17% 47%$3.74 41%133%
HGD201802P1111.00$2.30$8.70$0.25 3% 26% 74%$4.74 49%162%
HGD201802P1212.00$3.15$8.85$0.10 1% 35%108%$5.74 55%190%
HGD201802P1313.00$4.10$8.90$0.05 1% 46%150%$6.74 61%218%
HGD201802P1414.00$5.05$8.95$0.00 0% 56%197%$7.74 65%240%