Sunday, April 3, 2011

Short Puts Screening

Selling high-priced near-term OOM Puts, possible short OOM Calls

RAX:
Lower bound 30 (aggr: 35), upper bound 60 (aggr: 55)
Earnings call: May 2

RVBD:
Lower bound 30 (35 ok), upper bound 55
Earnings call: Apr 25

WTW:
Recently gapped up; pass

OPEN:
Lower bound 80 (aggr: 90), upper bound 120
Earnings call: May 4

AMZN:
Lower bound 160
Earnings call Apr-end, Analyst downgrade

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