Trade Placed: Sep 2009

Index level: 1603.59
Sell to open: 1 Sep 09 1300 put
Credit received: 2.80
Initial Margin req.: $12,995.50
Commission: $1.25
Net credit: $278.75
Days to expiry: 38
Simple return: 2.14%
Yield: 20.60%
% to ITM: 18.93%
Probability of expiring ITM: 4.50%
Mmkt equivalent earnings @ 1.44%: $19.48

Please view my disclosure on the bottom of this blog