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Dividend Capture Aborted with MMM

I should always write these posts before I trade, not after. That would force me to clarify my thinking as much is possible.

Minnesota Mining & Manufacturing

A steady conglomerate paying steady dividends. So 29th October I thought it would pay its dividend around the 19th of November, like last year. So I bought some stock at 75.24 and sold the Nov 75 call for 1.8 giving about 2.4% of downside protection. The beta of MMM is 0.8 so you could say that we have about 3% downside protection on the S&P 500.

There was 0.24 of intrinsic value and the rest, 1.56 time value in the call.

Usually MMM announces the dividend eight to nine days before the ex-dividend date and it hasn’t announced yet.

Today, MMM was trading near 78.75 and the call at 3.9, 3.75 in the money. My return would be 1.41, so I took off the trade. My reasoning was, if the ex-date is before November options expiration, and the stock is called, I would earn another fifteen cents, but I would have to wait about nine days. If MMM dropped enough so that it wouldn’t be called, I would get the 51 cents dividend if the ex-date is before expiration.

Didn’t seem worth waiting for. What do you think? Comment below.

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Posted in Dividend Arbitrage.

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