Subject: May 27, 2016 Trade Alert - JNJ Jamboree Portfolio

May 27, 2016 Trade Alert - JNJ Jamboree Portfolio

May 27th, 2016 at 3:23 pm EST

May 27, 2016 Trade Alert - JNJ Jamboree Portfolio These trades will get us set up for next week: BTC 6 JNJ 27May16 113 calls (JNJ160527C113) for $.02 (no commission) STO 6 JNJ 03Jun16 113 calls (JNJ160603C113) for $.45 BTC 3 JNJ 27May16 ...

May 19, 2016 Trade Alert #2 - JNJ Jamboree Portfolio

May 19th, 2016 at 1:01 pm EST

May 19, 2016 Trade Alert #2 - JNJ Jamboree Portfolio There is an $.80 dividend payable tomorrow, and we need to trade out of these 112 short calls to avoid an exercise: BTC 6 JNJ 27May16 112 calls (JNJ160527C112) STO 6 JNJ 10Jun16 113 calls (J ...

May 19, 2016 Trade Alert - JNJ Jamboree Portfolio

May 19th, 2016 at 11:55 am EST

May 19, 2016 Trade Alert - JNJ Jamboree Portfolio We should get shorter: BTC 6 JNJ 20May16 114 calls (JNJ160520C114) for $.02 (no commission) STO 6 JNJ 27May16 112 calls (JNJ160527C112) for $.68 BTO 1 JNJ 21Oct16 110 call (JNJ161021C110)STC 1 ...

May 18, 2016 Trade Alert #3 - JNJ Jamboree Portfolio

May 18th, 2016 at 12:17 pm EST

May 18, 2016 Trade Alert #3 - JNJ Jamboree Portfolio We need a little cash: BTC 1 JNJ 20May16 114 call (JNJ160520C114)STC 1 JNJ 15Jul16 115 call (JNJ160715C115) for a credit of $1.20 (selling a diagonal) Be prepared to change this price lim ...

May 18, 2016 Trade Alert #2 - JNJ Jamboree Portfolio

May 18th, 2016 at 11:30 am EST

May 18, 2016 Trade Alert #2 - JNJ Jamboree Portfolio We need to get rid of the maintenance requirement: STC 1 JNJ 15Jul16 115 call (JNJ160715C115) for $1.38 BTO 1 JNJ 21Oct16 110 call (JNJ161021C110)STC 1 JNJ 21Oct16 115 call (JNJ161021C115) f ...

May 18, 2016 Trade Alert - JNJ Jamboree Portfolio

May 18th, 2016 at 11:29 am EST

May 18, 2016 Trade Alert - JNJ Jamboree Portfolio All of our short calls are out of the money: BTC 4 JNJ 20May16 115 calls (JNJ160520C115) for $.05 (no commission) BTC 1 JNJ 20May16 116 call (JNJ160520C116) for $.03 (no commission) STO 6 JNJ 2 ...

May 16, 2016 Trade Alert - JNJ Jamboree Portfolio

May 16th, 2016 at 10:35 am EST

May 16, 2016 Trade Alert - JNJ Jamboree Portfolio We have enough cash to roll out some long calls to October: BTO 2 JNJ 21Oct16 115 calls (JNJ161021C115)STC 2 JNJ 15Jul16 115 calls (JNJ160715C115) for a debit of $1.69 (buying a calendar) S ...

May 10, 2016 Trade Alert - JNJ Jamboree Portfolio

May 10th, 2016 at 12:58 pm EST

May 10, 2016 Trade Alert - JNJ Jamboree Portfolio Gamma is dangerously high: BTO 7 JNJ 21Oct16 115 calls (JNJ161021C115)STC 7 JNJ 15Jul16 110 calls (JNJ160715C110) for a credit of $1.65 (buying a diagonal) BTC 4 JNJ 13May16 113 calls (JNJ ...

May 9, 2016 Trade Alert #2 - JNJ Jamboree Portfolio

May 9th, 2016 at 1:31 pm EST

May 9, 2016 Trade Alert #2 - JNJ Jamboree Portfolio Gamma is uncomfortably high. These trades will help: BTO 1 JNJ 21Oct16 115 call (JNJ161021C115) STC 1 JNJ 15Jul16 110 call (JNJ160715C110) for a credit of $1.29 (buying a diagonal) BTC 2 ...

May 9, 2016 Trade Alert - JNJ Jamboree Portfolio

May 9th, 2016 at 10:27 am EST

May 9, 2016 Trade Alert - JNJ Jamboree Portfolio We have become negative net delta: BTC 3 JNJ 13May16 112 calls (JNJ160513C112)STC 3 JNJ 15Jul16 110 calls (JNJ160715C110) for a credit of $2.70 (selling a diagonal) BTC 2 JNJ 13May16 112 ca ...