Praying For A Rally (To Sell)

The screaming headline will be the FBI’s arrest of  Imclone’s
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 ex-CEO Sam Waksal on insider trading charges. This will give
the talking heads something to focus on and will serve to further undermine
investor confidence right when the market is at a crucial point. Siebel Systems
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has started the day off on a bad note, with its CFO stating that Q2
is shaping up to be as Q1. (Can anyone say “double dip”?) The stock is
going to get pounded along with other software stocks. We have a 50% position in
SEBL buy-writes, but we are getting hurt, however, given the long-term nature of
these positions. We will probably just adjust and add further units.

Currently, the DJI futures are down 8 points, the S&Ps are down 1.10, the
Nasdaq is 6.5 lower, and the Russell is unchanged.

Look for more of the same today. Any rally will be met by selling, and we are
looking at new, more aggressive sell levels. The insurance sector is now rolling
over, and we’ll be sniffing in there.

Volatility

Volatility was up yesterday, but it was less than spectacular. The VIX
gained 1.31 to 27.46, the VXN rose .55 to 53.12, and the QQV eked out a .17 gain
to 46.41. No panic? It ain’t over.

Even I Am Praying For A Rally (To Sell)

This is tough. Waiting for bounces to sell has not been working lately. It
is getting close to “Edward Scissorhands” time where you just stick
your nose into the market, buy a boatload of long-dated puts, and go to Mexico
for about six months!

Trade Updates (6/11/02)


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— We bought another 50% of the August 65 puts at $1.00. This
takes us to a 100% position at a cost of $1.25.

New Actions (New Recommendations)


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— Sell half of the January ’03 puts at $6.60, taking our
money off the table. Hold the balance.

Working Orders (Old Recommendations)


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— Sell all CHIR July 50 calls at $1.00 to close.

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— Sell the remaining July 40 puts at $3.00.

Rolls/Adjustments


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— Holders of the DYN January 15 call/June 20 call proxy
buy-write (long the January 15 calls, short the June 20 calls at $3.20),
buy the June 15 calls (to open) and sell the September 17.5 calls (to open)
for $1.00 credit (to you).

Recap of open trades

Long-term

Reverse Collars

None.

Buy-writes


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— Long the August 25 buy-write at $22.00 (50%).


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— Long the July 22.5 buy-write at
$19.40 (50%).

AOL — Long the October 20 buy-write at $16.30
(25%).


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— Long the July 17.5 buy-write at
$14.25 (100%).


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— Long the August 27.5 buy-write at
$23.00 (50%).

Proxy buy-writes

DYN — Long the January 15/June 20 proxy buy-write at $3.20 (50%).

Complex Strategies

None.

Directional Positions


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— Long the January 60 puts at $3.30 (10%).

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— Long the January 60 puts at $3.30 (75%).

Short-term

Call Positions


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CHIR |
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— Long the July 50 calls at $3.30 (50%).

Call Spread Positions

None.

Put Positions


(
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— Long the August 65 puts at $1.25 (100%).

(
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(1) — Long the July 40 puts at $1.50 (25%).

MER (2) — Long the July 37.5 puts at $1.40 (25%).

Spread Positions

MER — Long the June/July 40 put calendar at $.50 (50%).

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— Long the October 110/120 put spread at $2.80 (50%).
 

Stops

None.

  • Options trading involves substantial risk and
    is not suitable for all Investors.
  • Also note that spread strategies involve
    multiple commissions and are not risk-free. Most spreads must be done in a
    margin account.

  • Because of the importance of tax
    considerations to all options transactions, the investor considering options
    should consult with a tax advisor as to how taxes may affect the outcome of
    contemplated options transactions.

  • Supporting documentation for claims,
    comparisons, recommendations, statistics or other technical data will be
    furnished upon request. One or more of the contributors to these
    commentaries may have a position in one or more of the securities mentioned.

  • It is important to note that the options
    strategies discussed herein are not suitable to all investors. Options are
    complex investment tools and involve substantial risk. Moreover spreading
    strategies do not eliminate risk and involve multiple commissions.

  • Note: All individuals must have read the ODD
    carefully before trading options. To obtain the document, click on the OCC
    link: https://www.theocc.com/publications/risks/riskchap1.jsp

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