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Morning Update

Yesterday was the second day in a row where the market was down and the VIX was down. However, the February VIX future was actually up on the day and closed 20% higher than the spot index. This shows that traders are already entering positions to hedge their tail risk in February on expectations that Congress takes the nation to the brink in resolving the debt ceiling issue. February VIX expiration is on the 13th, so we actually expect most of the volatility spike to be seen in the March VIX contract and expect March’s premium to February to widen as the debt ceiling nears.

On Monday an empty Boeing 787 Dreamliner parked at Boston’s Logan airport caught fire. This began a news barrage of other Dreamliner problems – a Japanese Airlines plane that was forced to turn around just before takeoff due to a fuel leak, and an All Nippon Airways flight that was canceled on account of a glitch in the plane’s computer, and a Dreamliner discovered to have wiring problems. This comes after Boeing’s Dreamliner faced years of production setbacks and delays and has Boeing’s stock off 4.5% since Friday’s close. Options trading in the stock has had a defensive tone the past few days with the biggest trade being the sale of 8423 Feb. 77.5 calls for $0.72 with the stock at 74.62. This call sale was likely against a long stock position to create a covered call or buy-write position. By selling a call the trader foregoes any upside in the stock beyond 77.5 but in return collects $0.72 to ease downside risk in the stock position.

A covered call position on Boeing right now makes a lot more sense for the longer term investor because it at once reduces risk and creates yield while keeping you exposed to some upside in Boeing. Panic selling now is not a good idea because in a year or two this is likely to just be a small blip on Boeing’s stock. The Dreamliner is a new and very complex machine, and engineering problems like these are to be expected. Airlines understand this and the problems are therefore unlikely to hurt future demand. What will hurt Boeing is having to change their manufacturing process to accommodate major design changes. Boeing currently produces 5 jets a month and is hoping to double that by year’s end. The jets are typically paid for on delivery, so faster production means higher cash flow for Boeing.

In the coming days the bad press on Dreamliners is likely to fade away and the panic selling in Boeing will abate. Long term investors will need to keep an eye on how Boeing is reacting to the problems to make sure they are able to quickly resolve issues without slowing production. While the market figures out what is next for Boeing it makes sense to be short out of the money calls to protect downside and create yield, especially since Boeing is not likely to scream higher between now and February.

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