Covered Call Candidates for CBOE MARKET VOLATILITY (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
12/20/2017 4 10.50 10.49 0.40 3.96 % 4.06 %
12/27/2017 11 10.50 10.49 0.65 6.61 % 6.71 %
01/03/2018 18 10.50 10.49 1.05 11.12 % 11.23 %
01/10/2018 25 10.50 10.49 1.25 13.53 % 13.64 %
01/17/2018 32 10.50 10.49 1.65 18.67 % 18.78 %
01/24/2018 39 10.50 10.49 1.25 13.53 % 13.64 %
02/14/2018 60 11.00 10.49 2.35 28.87 % 35.14 %
03/21/2018 95 11.00 10.49 3.30 45.90 % 52.99 %
04/18/2018 123 11.00 10.49 3.90 59.18 % 66.92 %
05/16/2018 151 11.00 10.49 4.40 72.25 % 80.62 %

In the money covered calls

Expiry DTE Strike Close Bid on Option Break even Return if called
12/20/2017 4 10.00 10.49 0.65 9.84 1.63 %
12/27/2017 11 10.00 10.49 0.95 9.54 4.82 %
01/03/2018 18 10.00 10.49 1.10 9.39 6.50 %
01/10/2018 25 10.00 10.49 1.40 9.09 10.01 %
01/17/2018 32 10.00 10.49 2.00 8.49 17.79 %
01/24/2018 39 10.00 10.49 1.40 9.09 10.01 %
02/14/2018 60 10.00 10.49 2.95 7.54 32.63 %
03/21/2018 95 10.00 10.49 3.90 6.59 51.75 %
04/18/2018 123 10.00 10.49 4.70 5.79 72.71 %
05/16/2018 151 10.00 10.49 5.20 5.29 89.04 %
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.