http://finance.yahoo.com/news/why-juno-therapeutics-juno-stock-160104712.html
http://finance.yahoo.com/q/is?s=JUNO
http://stockcharts.com/h-sc/ui?s=juno
Trade:
With Juno at 27.81
Jan 50/55 bear call spread for a net credit of $30
Yield = 30/470 = 6.4% in 193 days or 12% annualized
Prob = 93%
Expectation = .93(30) - .04(470) - .03(235) = 27.9 - 18.8 - 7.1 = 2
Price.... Profit / Loss.... ROM %
20.00.......... 30.00......... 6.00%
30.00.......... 30.00......... 6.00%
40.00.......... 30.00......... 6.00%
45.00.......... 30.00......... 6.00%
50.00.......... 30.00......... 6.00%
50.30............ 0.00......... 0.00%
55.00....... (470.00)..... -94.00%
60.00....... (470.00)..... -94.00%
65.00....... (470.00)..... -94.00%
at close:
Symbol.... Bid..... Ask ....Mid
50 Call.... 0.75... 1.25 ...1.00
55 Call.... 0.40... 1.00 ...0.70
Will it fill?? Actually I think it will.

http://finance.yahoo.com/q/is?s=JUNO
http://stockcharts.com/h-sc/ui?s=juno
Trade:
With Juno at 27.81
Jan 50/55 bear call spread for a net credit of $30
Yield = 30/470 = 6.4% in 193 days or 12% annualized
Prob = 93%
Expectation = .93(30) - .04(470) - .03(235) = 27.9 - 18.8 - 7.1 = 2
Price.... Profit / Loss.... ROM %
20.00.......... 30.00......... 6.00%
30.00.......... 30.00......... 6.00%
40.00.......... 30.00......... 6.00%
45.00.......... 30.00......... 6.00%
50.00.......... 30.00......... 6.00%
50.30............ 0.00......... 0.00%
55.00....... (470.00)..... -94.00%
60.00....... (470.00)..... -94.00%
65.00....... (470.00)..... -94.00%
at close:
Symbol.... Bid..... Ask ....Mid
50 Call.... 0.75... 1.25 ...1.00
55 Call.... 0.40... 1.00 ...0.70
Will it fill?? Actually I think it will.

Last edited: