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
10/03/2018 7 12.50 12.20 0.90 7.96 % 10.62 %
10/10/2018 14 12.50 12.20 1.25 11.42 % 14.16 %
10/17/2018 21 12.50 12.20 1.70 16.19 % 19.05 %
10/24/2018 28 12.50 12.20 1.95 19.02 % 21.95 %
11/21/2018 56 12.50 12.20 2.80 29.79 % 32.98 %
12/19/2018 84 13.00 12.20 2.90 31.18 % 39.78 %
01/16/2019 112 13.00 12.20 3.30 37.08 % 46.07 %
02/13/2019 140 13.00 12.20 3.60 41.86 % 51.16 %
03/19/2019 174 13.00 12.20 3.90 46.99 % 56.63 %

In the money covered calls

Expiry DTE Strike Close Bid on Option Break even Return if called
10/03/2018 7 12.00 12.20 1.00 11.20 7.14 %
10/10/2018 14 12.00 12.20 1.60 10.60 13.21 %
10/17/2018 21 12.00 12.20 2.10 10.10 18.81 %
10/24/2018 28 12.00 12.20 1.85 10.35 15.94 %
11/21/2018 56 12.00 12.20 3.10 9.10 31.87 %
12/19/2018 84 12.00 12.20 3.50 8.70 37.93 %
01/16/2019 112 12.00 12.20 3.90 8.30 44.58 %
02/13/2019 140 12.00 12.20 4.10 8.10 48.15 %
03/19/2019 174 12.00 12.20 4.50 7.70 55.84 %
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.