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End of Clorox Dividend Capture Tale

To catch up on my attempts at dividend capture with Clorox, read the previous post, and don’t miss the comments.

I checked with the exchange to see how many Nov 55 calls there were Thursday, Friday (cum-date) and Monday morning (ex-dividend date). The open interest was 358 for both Thursday and Friday. Monday morning, it was 213. About forty percent of them had been exercised over the weekend.

Yesterday I noticed that Clorox is announcing earnings next week on the 4th of November. Even though Clorox is a placid stock with a beta of .4, meaning that it moves just 40% of the market move as a whole, I don’t want to be exposed to any surprises.

So today I unwound the buy-write and sold CLX at 58.1 and bought back the calls at 3.6 for a combined credit of 54.5, which is where I bought it. So I clipped the dividend, minus transaction costs, in twenty days.

I’m going to try to reduce the time that these positions are held. Stay tuned.

Posted in Dividend Arbitrage.

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