Covered Call Candidates for iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)

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Here are all the available covered call candidates for VXX.

Out of the money covered calls

Expiry DTE Strike Close Bid on Option Return of premium Return if called
07/17/2020 1 33,50 33,20 1,09 3,39 % 4,33 %
07/24/2020 8 33,50 33,20 1,92 6,14 % 7,10 %
07/31/2020 15 33,50 33,20 2,45 7,97 % 8,94 %
08/07/2020 22 33,50 33,20 3,00 9,93 % 10,93 %
08/14/2020 29 33,50 33,20 3,45 11,60 % 12,61 %
08/21/2020 36 34,00 33,20 3,65 12,35 % 15,06 %
08/28/2020 43 33,50 33,20 4,20 14,48 % 15,52 %
09/18/2020 64 34,00 33,20 4,95 17,52 % 20,35 %
10/16/2020 92 34,00 33,20 5,95 21,83 % 24,77 %
11/20/2020 127 34,00 33,20 7,25 27,94 % 31,02 %
12/18/2020 155 34,00 33,20 7,85 30,97 % 34,12 %
01/15/2021 183 34,00 33,20 8,40 33,87 % 37,10 %
06/18/2021 337 34,00 33,20 10,65 47,23 % 50,78 %
09/17/2021 428 35,00 33,20 10,75 47,88 % 55,90 %
01/21/2022 554 34,00 33,20 12,25 58,47 % 62,29 %
06/17/2022 701 34,00 33,20 13,65 69,82 % 73,91 %

In the money covered calls

Expiry DTE Strike Close Bid on Option Break even Return if called
07/17/2020 1 33,00 33,20 1,26 31,94 3,32 %
07/24/2020 8 33,00 33,20 2,10 31,10 6,11 %
07/31/2020 15 33,00 33,20 2,73 30,47 8,30 %
08/07/2020 22 33,00 33,20 3,15 30,05 9,82 %
08/14/2020 29 33,00 33,20 3,60 29,60 11,49 %
08/21/2020 36 33,00 33,20 4,00 29,20 13,01 %
08/28/2020 43 33,00 33,20 4,35 28,85 14,38 %
09/18/2020 64 33,00 33,20 5,20 28,00 17,86 %
10/16/2020 92 33,00 33,20 6,35 26,85 22,91 %
11/20/2020 127 33,00 33,20 7,50 25,70 28,40 %
12/18/2020 155 33,00 33,20 8,15 25,05 31,74 %
01/15/2021 183 33,00 33,20 8,70 24,50 34,69 %
06/18/2021 337 33,00 33,20 11,35 21,85 51,03 %
09/17/2021 428 30,00 33,20 12,05 21,15 41,84 %
01/21/2022 554 33,00 33,20 11,70 21,50 53,49 %
06/17/2022 701 33,00 33,20 13,05 20,15 63,77 %
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