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
09/25/2019 3 16.00 15.32 0.75 5.15 % 9.81 %
10/02/2019 10 16.00 15.32 1.10 7.74 % 12.52 %
10/09/2019 17 16.00 15.32 1.50 10.85 % 15.77 %
10/16/2019 24 16.00 15.32 2.30 17.67 % 22.89 %
10/23/2019 31 16.00 15.32 2.30 17.67 % 22.89 %
11/20/2019 59 16.00 15.32 3.40 28.52 % 34.23 %
12/18/2019 87 16.00 15.32 3.60 30.72 % 36.52 %
01/22/2020 122 16.00 15.32 4.00 35.34 % 41.34 %
02/19/2020 150 16.00 15.32 4.20 37.77 % 43.88 %
03/18/2020 178 16.00 15.32 4.30 39.02 % 45.19 %

In the money covered calls

Expiry DTE Strike Close Bid on Option Break even Return if called
09/25/2019 3 15.00 15.32 0.77 14.55 3.09 %
10/02/2019 10 15.00 15.32 1.75 13.57 10.54 %
10/09/2019 17 15.00 15.32 2.02 13.30 12.78 %
10/16/2019 24 15.00 15.32 2.80 12.52 19.81 %
10/23/2019 31 15.00 15.32 2.85 12.47 20.29 %
11/20/2019 59 15.00 15.32 3.90 11.42 31.35 %
12/18/2019 87 15.00 15.32 4.10 11.22 33.69 %
01/22/2020 122 15.00 15.32 4.60 10.72 39.93 %
02/19/2020 150 15.00 15.32 4.80 10.52 42.59 %
03/18/2020 178 15.00 15.32 4.80 10.52 42.59 %
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.