Dec. 22, 2016

Options Backtesting Results

Historical average return: +$763.07 (backtested over 6.5 years)
Historical success probability: 81.0%

Summary

Mondelez has been range bound from $40-$47 since mid 2015 while implied volatility and call prices are near highs today. Short-dated covered calls have very attractive options backtesting results due to the combination of low realized volatility and high implied volatility. Adding covered calls to a portfolio with MDLZ stock could add extra income for the investor.

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