Covered Call Candidates for CBOE Volatility Index (VIX)
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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 |
|---|---|---|---|---|---|---|
| 12/09/2020 | 4 | 22,00 | 21,28 | 1,20 | 5,98 % | 9,56 % |
| 12/16/2020 | 11 | 22,00 | 21,28 | 2,20 | 11,53 % | 15,30 % |
| 12/23/2020 | 18 | 22,00 | 21,28 | 2,50 | 13,31 % | 17,15 % |
| 12/30/2020 | 25 | 22,00 | 21,28 | 2,90 | 15,78 % | 19,70 % |
| 01/06/2021 | 32 | 22,00 | 21,28 | 2,08 | 10,83 % | 14,58 % |
| 01/20/2021 | 46 | 22,00 | 21,28 | 4,40 | 26,07 % | 30,33 % |
| 02/17/2021 | 74 | 22,00 | 21,28 | 5,30 | 33,17 % | 37,67 % |
| 03/17/2021 | 102 | 22,00 | 21,28 | 5,70 | 36,59 % | 41,21 % |
| 04/21/2021 | 137 | 22,00 | 21,28 | 6,10 | 40,18 % | 44,93 % |
| 05/19/2021 | 165 | 22,00 | 21,28 | 6,30 | 42,06 % | 46,86 % |
In the money covered calls
| Expiry | DTE | Strike | Close | Bid on Option | Break even | Return if called |
|---|---|---|---|---|---|---|
| 12/09/2020 | 4 | 21,00 | 21,28 | 1,70 | 19,58 | 7,25 % |
| 12/16/2020 | 11 | 21,00 | 21,28 | 2,70 | 18,58 | 13,02 % |
| 12/23/2020 | 18 | 21,00 | 21,28 | 2,65 | 18,63 | 12,72 % |
| 12/30/2020 | 25 | 21,00 | 21,28 | 3,40 | 17,88 | 17,45 % |
| 01/06/2021 | 32 | 21,00 | 21,28 | 2,75 | 18,53 | 13,33 % |
| 01/20/2021 | 46 | 21,00 | 21,28 | 4,90 | 16,38 | 28,21 % |
| 02/17/2021 | 74 | 21,00 | 21,28 | 5,80 | 15,48 | 35,66 % |
| 03/17/2021 | 102 | 21,00 | 21,28 | 6,20 | 15,08 | 39,26 % |
| 04/21/2021 | 137 | 21,00 | 21,28 | 6,60 | 14,68 | 43,05 % |
| 05/19/2021 | 165 | 21,00 | 21,28 | 6,80 | 14,48 | 45,03 % |
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.