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
05/31/2019 5 28.50 28.40 0.77 2.79 % 3.15 %
06/07/2019 12 28.50 28.40 1.20 4.41 % 4.78 %
06/14/2019 19 28.50 28.40 1.53 5.69 % 6.07 %
06/21/2019 26 28.50 28.40 1.83 6.89 % 7.26 %
06/28/2019 33 28.50 28.40 2.11 8.03 % 8.41 %
07/05/2019 40 28.50 28.40 2.33 8.94 % 9.32 %
07/19/2019 54 29.00 28.40 2.61 10.12 % 12.45 %
08/16/2019 82 29.00 28.40 3.35 13.37 % 15.77 %
09/20/2019 117 29.00 28.40 4.05 16.63 % 19.10 %
12/20/2019 208 29.00 28.40 5.40 23.48 % 26.09 %
01/17/2020 236 29.00 28.40 5.50 24.02 % 26.64 %
01/15/2021 600 29.00 28.40 8.25 40.94 % 43.92 %

In the money covered calls

Expiry DTE Strike Close Bid on Option Break even Return if called
05/31/2019 5 28.00 28.40 0.95 27.45 2.00 %
06/07/2019 12 28.00 28.40 1.38 27.02 3.63 %
06/14/2019 19 28.00 28.40 1.71 26.69 4.91 %
06/21/2019 26 28.00 28.40 2.02 26.38 6.14 %
06/28/2019 33 28.00 28.40 2.30 26.10 7.28 %
07/05/2019 40 28.00 28.40 2.51 25.89 8.15 %
07/19/2019 54 28.00 28.40 3.00 25.40 10.24 %
08/16/2019 82 28.00 28.40 3.60 24.80 12.90 %
09/20/2019 117 28.00 28.40 4.40 24.00 16.67 %
12/20/2019 208 28.00 28.40 5.80 22.60 23.89 %
01/17/2020 236 28.00 28.40 5.75 22.65 23.62 %
01/15/2021 600 28.00 28.40 8.65 19.75 41.77 %
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.