Bull Put Spread (UNG)

Posted by Dunc on March 01, 2008 (05:31PM)

Will look to get filled for a .25 credit on Monday morning (3/3) on a bull put spread on UNG.

Buy 7 March 42 puts/Sell 7 March 43 Puts

Max Profit = $175/Max Loss = $525

Breakeven  = 42.75

Rationale = Commodities such as oil, gold, and gas are on a tear as people hunt for yield and run from stocks and bonds.  Even money market accounts, once thought of as immune to volatility and risk are reflecting a flight due to previously unknown subprime exposure (unknown certainly to investors, and even more frightening, to some money managers purchasing derivatives). 

While cash would otherwise be a safe place to store savings, the plummeting dollar combined with higher prices (groceries, gas) means people are slowly bleeding.  To put it bluntly, our dollars are worth less, things cost more, and inflation eats away its value further to the tune of 3-5% annually (CPI).

Because I have no access to natural gas or oil futures, I'll look to play commodity-based ETFs which track the value of oil and gas futures.  The UNG tracks natural gas, and a look at a daily chart will confirm the bullish trend which has been in place since late December.

The 8 ema has acted as fantastic support to UNG since February 5, 2008.  The 21 ema should provide further support, and is where I look to place my short puts.

With less than 20 days to expiration (once filled on Monday), the strategy will be to generate monthly income with a limited downside while playing the current bullish trend.

Posted by Dunc on March 04, 2008 (05:05AM)

Never got filled on this trade - luckily was filled on the USO which was the same rationale . . . .

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