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
06/27/2018 5 13.00 12.79 0.65 5.35 % 7.08 %
07/03/2018 11 13.00 12.79 1.00 8.48 % 10.26 %
07/11/2018 19 13.00 12.79 1.25 10.83 % 12.65 %
07/18/2018 26 13.00 12.79 1.65 14.81 % 16.70 %
07/25/2018 33 13.00 12.79 1.80 16.38 % 18.29 %
08/22/2018 61 13.00 12.79 2.50 24.30 % 26.34 %
09/19/2018 89 13.00 12.79 3.00 30.64 % 32.79 %
10/17/2018 117 13.00 12.79 3.60 39.17 % 41.46 %
11/21/2018 152 13.00 12.79 3.80 42.27 % 44.61 %

In the money covered calls

Expiry DTE Strike Close Bid on Option Break even Return if called
06/27/2018 5 12.50 12.79 1.05 11.74 6.47 %
07/03/2018 11 12.50 12.79 1.00 11.79 6.02 %
07/11/2018 19 12.50 12.79 1.35 11.44 9.27 %
07/18/2018 26 12.50 12.79 1.95 10.84 15.31 %
07/25/2018 33 12.50 12.79 1.65 11.14 12.21 %
08/22/2018 61 12.00 12.79 3.00 9.79 22.57 %
09/19/2018 89 12.00 12.79 3.70 9.09 32.01 %
10/17/2018 117 12.00 12.79 4.10 8.69 38.09 %
11/21/2018 152 12.00 12.79 4.30 8.49 41.34 %
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.