We currently have 5 open positions. Three are geared to be market neutral and two are generally directionally biased. So we need to add to the list. For some reason, I keep missing an entry Monsanto (MON) puts.
ICE - Intercontinental Exchange (ICE) needs to close above the recent resistance of 135.9 for us to be confident in selling the puts in this beaten up sector.
RTN - Raytheon is a nevermind. I forgot the option premium is so little.
LEH - Lehman brothers is one to watch. They report next month but have some additional risk premium in their shares for some preannouncements. The thinking is that they probably don't have any or many sub prime write downs on the books (note that there is still risk that the stock can get pushed down from peers reporting too) because they raised thier almost non-existent dividend and their stock buyback program during their last boad meeting.
GS and MON are still on the backburner. We might make a move on LEH and ICE toward the close.