Covered Call Candidates for CBOE Volatility Index (VIX)

Like those charts? Help this site and sign up with TradingView.

Here are all the available covered call candidates for VIX.

Out of the money covered calls

Expiry DTE Strike Close Bid on Option Return of premium Return if called
03/04/2020 4 40.00 39.16 1.50 3.98 % 6.21 %
03/10/2020 10 40.00 39.16 0.41 1.06 % 3.23 %
03/18/2020 18 40.00 39.16 0.75 1.95 % 4.14 %
03/25/2020 25 40.00 39.16 0.55 1.42 % 3.60 %
04/01/2020 32 40.00 39.16 0.50 1.29 % 3.47 %
04/15/2020 46 40.00 39.16 0.50 1.29 % 3.47 %
05/20/2020 81 40.00 39.16 0.35 0.90 % 3.07 %
06/17/2020 109 40.00 39.16 0.35 0.90 % 3.07 %
07/22/2020 144 40.00 39.16 0.35 0.90 % 3.07 %
08/19/2020 172 40.00 39.16 0.30 0.77 % 2.93 %
09/16/2020 200 40.00 39.16 0.25 0.64 % 2.80 %
10/21/2020 235 40.00 39.16 0.75 1.95 % 4.14 %
11/18/2020 263 40.00 39.16 0.65 1.69 % 3.87 %

In the money covered calls

Expiry DTE Strike Close Bid on Option Break even Return if called
03/04/2020 4 37.50 39.16 2.10 37.06 1.19 %
03/10/2020 10 37.50 39.16 0.71 38.45 -2.47 %
03/18/2020 18 37.50 39.16 1.00 38.16 -1.73 %
03/25/2020 25 37.50 39.16 0.25 38.91 -3.62 %
04/01/2020 32 37.50 39.16 0.68 38.48 -2.55 %
04/15/2020 46 37.50 39.16 0.65 38.51 -2.62 %
05/20/2020 81 37.50 39.16 0.50 38.66 -3.00 %
06/17/2020 109 37.50 39.16 0.40 38.76 -3.25 %
07/22/2020 144 37.50 39.16 0.45 38.71 -3.13 %
08/19/2020 172 37.50 39.16 0.40 38.76 -3.25 %
09/16/2020 200 37.50 39.16 0.35 38.81 -3.38 %
10/21/2020 235 37.50 39.16 0.90 38.26 -1.99 %
11/18/2020 263 37.50 39.16 0.60 38.56 -2.75 %
While we really try to make sure that all data on this website is correct end-of-day data, errors are always possible. So always check current market conditions and prices with your broker and/or main data vendor. This website is meant to be an educational tool for your idea generation, therefore never act upon it's content directly.