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
09/27/2019 5 23.50 23.29 0.85 3.79 % 4.72 %
10/04/2019 12 23.50 23.29 1.24 5.62 % 6.58 %
10/11/2019 19 23.50 23.29 1.56 7.18 % 8.15 %
10/18/2019 26 24.00 23.29 1.66 7.67 % 10.96 %
10/25/2019 33 23.50 23.29 2.04 9.60 % 10.59 %
11/01/2019 40 23.50 23.29 2.24 10.64 % 11.64 %
11/15/2019 54 24.00 23.29 2.44 11.70 % 15.11 %
12/20/2019 89 24.00 23.29 3.10 15.35 % 18.87 %
01/17/2020 117 24.00 23.29 3.55 17.98 % 21.58 %
02/21/2020 152 24.00 23.29 4.05 21.05 % 24.74 %
03/20/2020 180 24.00 23.29 4.45 23.62 % 27.39 %
04/17/2020 208 24.00 23.29 4.75 25.62 % 29.45 %
05/15/2020 236 24.00 23.29 5.10 28.04 % 31.94 %
01/15/2021 481 24.00 23.29 6.85 41.67 % 45.99 %
01/21/2022 852 24.00 23.29 7.00 42.97 % 47.33 %

In the money covered calls

Expiry DTE Strike Close Bid on Option Break even Return if called
09/27/2019 5 23.00 23.29 1.09 22.20 3.60 %
10/04/2019 12 23.00 23.29 1.44 21.85 5.26 %
10/11/2019 19 23.00 23.29 1.75 21.54 6.78 %
10/18/2019 26 23.00 23.29 2.02 21.27 8.13 %
10/25/2019 33 23.00 23.29 2.23 21.06 9.21 %
11/01/2019 40 23.00 23.29 2.42 20.87 10.21 %
11/15/2019 54 23.00 23.29 2.80 20.49 12.25 %
12/20/2019 89 23.00 23.29 3.45 19.84 15.93 %
01/17/2020 117 23.00 23.29 3.90 19.39 18.62 %
02/21/2020 152 23.00 23.29 4.40 18.89 21.76 %
03/20/2020 180 23.00 23.29 4.80 18.49 24.39 %
04/17/2020 208 23.00 23.29 5.10 18.19 26.44 %
05/15/2020 236 23.00 23.29 5.45 17.84 28.92 %
01/15/2021 481 23.00 23.29 7.10 16.19 42.06 %
01/21/2022 852 23.00 23.29 7.30 15.99 43.84 %
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