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

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

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
12/13/2019 5 17.00 16.74 0.44 2.70 % 4.29 %
12/20/2019 12 17.00 16.74 0.78 4.89 % 6.52 %
12/27/2019 19 17.00 16.74 0.90 5.68 % 7.32 %
01/03/2020 26 17.00 16.74 1.06 6.76 % 8.42 %
01/10/2020 33 17.00 16.74 1.25 8.07 % 9.75 %
01/17/2020 40 17.00 16.74 1.42 9.27 % 10.97 %
01/24/2020 47 17.00 16.74 1.54 10.13 % 11.84 %
02/21/2020 75 17.00 16.74 2.06 14.03 % 15.80 %
03/20/2020 103 17.00 16.74 2.49 17.47 % 19.30 %
04/17/2020 131 17.00 16.74 2.81 20.17 % 22.04 %
05/15/2020 159 17.00 16.74 3.10 22.73 % 24.63 %
06/19/2020 194 17.00 16.74 3.45 25.96 % 27.92 %
07/17/2020 222 17.00 16.74 3.65 27.88 % 29.87 %
09/18/2020 285 17.00 16.74 4.10 32.44 % 34.49 %
01/15/2021 404 17.00 16.74 4.85 40.79 % 42.98 %
06/18/2021 558 17.00 16.74 4.95 41.98 % 44.19 %
01/21/2022 775 17.00 16.74 4.30 34.57 % 36.66 %

In the money covered calls

Expiry DTE Strike Close Bid on Option Break even Return if called
12/13/2019 5 16.50 16.74 0.64 16.10 2.48 %
12/20/2019 12 16.50 16.74 0.96 15.78 4.56 %
12/27/2019 19 16.50 16.74 1.08 15.66 5.36 %
01/03/2020 26 16.50 16.74 1.25 15.49 6.52 %
01/10/2020 33 16.50 16.74 1.43 15.31 7.77 %
01/17/2020 40 16.00 16.74 1.80 14.94 7.10 %
01/24/2020 47 16.50 16.74 1.72 15.02 9.85 %
02/21/2020 75 16.00 16.74 2.43 14.31 11.81 %
03/20/2020 103 16.00 16.74 2.85 13.89 15.19 %
04/17/2020 131 16.00 16.74 3.15 13.59 17.73 %
05/15/2020 159 16.00 16.74 3.45 13.29 20.39 %
06/19/2020 194 16.00 16.74 3.80 12.94 23.65 %
07/17/2020 222 16.00 16.74 4.00 12.74 25.59 %
09/18/2020 285 16.00 16.74 4.45 12.29 30.19 %
01/15/2021 404 16.00 16.74 5.10 11.64 37.46 %
06/18/2021 558 16.00 16.74 5.20 11.54 38.65 %
01/21/2022 775 16.00 16.74 4.50 12.24 30.72 %
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.