| A | B | C | D | E | F | G | H | I | J | K | L | M | N | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | Optimal Covered Call Report | |||||||||||||
2 | Report Generated as of: | Mar 05 2021 - 03:05PM EST | ||||||||||||
3 | ||||||||||||||
4 | ||||||||||||||
5 | Disclaimer: Options pricing is calculated as of date above and is static data. We scan for Short Term Expirations (21-49 days) and Optimal Calls (20 Delta) to generate | |||||||||||||
6 | these alerts. Based on our historical backtests these parameters generates the highest returns for covered calls over the past 10 years. | |||||||||||||
7 | ||||||||||||||
8 | AVERAGE IV RANK | 11% | ||||||||||||
9 | Ticker | Action | Expiry Date | Strike Price | Mid Price | Bid Price | IV Rank | Liquidity Rank | Earnings Date | Earnings Flag | Stock Price | Days to Expiry | Raw Return | Annualized Return |
10 | HSIC | Sell to Open | 4/16/2021 | $85.00 | $2.67 | $0.35 | 4% | 3 (Not Very Liquid) | 2021-05-04 | N | $62.44 | 42 | 4.28% | 43.99% |
11 | TRMB | Sell to Open | 4/16/2021 | $100.00 | $2.52 | $0.05 | 9% | 3 (Not Very Liquid) | 2021-05-05 | N | $70.03 | 42 | 3.61% | 36.05% |
12 | UA | Sell to Open | 4/16/2021 | $27.50 | $0.65 | $0.05 | 2% | 3 (Not Very Liquid) | 2021-05-10 | N | $18.59 | 42 | 3.50% | 34.81% |
13 | ES | Sell to Open | 4/16/2021 | $110.00 | $2.57 | $0.15 | 13% | 3 (Not Very Liquid) | 2021-05-05 | N | $80.24 | 42 | 3.21% | 31.59% |
14 | NCLH | Sell to Open | 4/16/2021 | $37.50 | $0.85 | $0.82 | 4% | 2 (Somewhat Liquid) | 2021-05-10 | N | $28.89 | 42 | 2.94% | 28.67% |
15 | ENPH | Sell to Open | 4/16/2021 | $195.00 | $4.00 | $3.70 | 15% | 3 (Not Very Liquid) | 2021-04-29 | N | $142.68 | 42 | 2.80% | 27.16% |
16 | MRO | Sell to Open | 4/16/2021 | $17.00 | $0.35 | $0.34 | 11% | 2 (Somewhat Liquid) | 2021-05-05 | N | $12.89 | 42 | 2.75% | 26.63% |
17 | CTLT | Sell to Open | 4/16/2021 | $130.00 | $2.82 | $0.65 | 29% | 3 (Not Very Liquid) | 2021-05-04 | N | $103.99 | 42 | 2.72% | 26.23% |
18 | HFC | Sell to Open | 4/16/2021 | $45.00 | $1.05 | $0.90 | 12% | 3 (Not Very Liquid) | 2021-05-06 | N | $39.28 | 42 | 2.67% | 25.77% |
19 | UAA | Sell to Open | 4/16/2021 | $25.00 | $0.59 | $0.57 | 4% | 3 (Not Very Liquid) | 2021-05-10 | N | $22.49 | 42 | 2.62% | 25.24% |
20 | HOLX | Sell to Open | 4/16/2021 | $95.00 | $1.87 | $0.05 | 14% | 2 (Somewhat Liquid) | 2021-04-28 | N | $72.00 | 42 | 2.60% | 25.03% |
21 | AAL | Sell to Open | 4/16/2021 | $26.00 | $0.52 | $0.52 | 5% | 2 (Somewhat Liquid) | 2021-04-29 | N | $20.24 | 42 | 2.59% | 24.93% |
22 | TSLA | Sell to Open | 4/16/2021 | $775.00 | $15.45 | $15.30 | 17% | 1 (Very Liquid) | 2021-04-28 | N | $596.73 | 42 | 2.59% | 24.88% |
23 | NTRS | Sell to Open | 4/16/2021 | $125.00 | $2.52 | $0.05 | 9% | 3 (Not Very Liquid) | 2021-04-20 | N | $99.19 | 42 | 2.55% | 24.42% |
24 | XYL | Sell to Open | 4/16/2021 | $125.00 | $2.52 | $0.05 | 6% | 3 (Not Very Liquid) | 2021-05-04 | N | $99.51 | 42 | 2.54% | 24.33% |
25 | CCL | Sell to Open | 4/16/2021 | $35.00 | $0.64 | $0.63 | 8% | 3 (Not Very Liquid) | 2021-04-01 | Y | $25.57 | 42 | 2.52% | 24.17% |
26 | UAL | Sell to Open | 4/16/2021 | $60.00 | $1.25 | $1.22 | 4% | 2 (Somewhat Liquid) | 2021-04-27 | N | $49.82 | 42 | 2.51% | 24.03% |
27 | LYFT | Sell to Open | 4/16/2021 | $75.00 | $1.60 | $1.51 | 4% | 1 (Very Liquid) | 2021-05-05 | N | $63.78 | 42 | 2.51% | 24.03% |
28 | FMC | Sell to Open | 4/16/2021 | $130.00 | $2.54 | $0.10 | 8% | 3 (Not Very Liquid) | 2021-05-04 | N | $101.73 | 42 | 2.51% | 24.01% |
29 | OXY | Sell to Open | 4/16/2021 | $40.00 | $0.77 | $0.72 | 13% | 3 (Not Very Liquid) | 2021-05-05 | N | $31.19 | 42 | 2.47% | 23.61% |
30 | ABC | Sell to Open | 4/16/2021 | $115.00 | $2.57 | $0.85 | 28% | 3 (Not Very Liquid) | 2021-05-06 | N | $105.21 | 42 | 2.45% | 23.38% |
31 | WDC | Sell to Open | 4/16/2021 | $80.00 | $1.66 | $1.55 | 15% | 3 (Not Very Liquid) | 2021-04-29 | N | $68.20 | 42 | 2.44% | 23.32% |
32 | WAB | Sell to Open | 4/16/2021 | $100.00 | $1.77 | $0.05 | 6% | 3 (Not Very Liquid) | 2021-05-04 | N | $74.09 | 42 | 2.40% | 22.85% |
33 | NWSA | Sell to Open | 4/16/2021 | $30.00 | $0.57 | $0.05 | 11% | 3 (Not Very Liquid) | 2021-05-06 | N | $24.02 | 42 | 2.39% | 22.83% |
34 | NOV | Sell to Open | 4/16/2021 | $20.00 | $0.40 | $0.25 | 6% | 3 (Not Very Liquid) | 2021-04-27 | N | $16.75 | 42 | 2.39% | 22.76% |
35 | FANG | Sell to Open | 4/16/2021 | $110.00 | $2.00 | $1.72 | 9% | 3 (Not Very Liquid) | 2021-05-03 | N | $86.19 | 42 | 2.33% | 22.12% |
36 | PLD | Sell to Open | 4/16/2021 | $120.00 | $2.17 | $0.05 | 5% | 3 (Not Very Liquid) | 2021-04-20 | N | $96.85 | 42 | 2.25% | 21.29% |
37 | FCX | Sell to Open | 4/16/2021 | $42.00 | $0.78 | $0.75 | 9% | 2 (Somewhat Liquid) | 2021-04-23 | N | $34.92 | 42 | 2.23% | 21.16% |
38 | GM | Sell to Open | 4/16/2021 | $60.00 | $1.18 | $1.15 | 7% | 3 (Not Very Liquid) | 2021-05-05 | N | $52.94 | 42 | 2.23% | 21.12% |
39 | RCL | Sell to Open | 4/16/2021 | $105.00 | $1.89 | $1.82 | 3% | 2 (Somewhat Liquid) | 2021-05-10 | N | $85.46 | 42 | 2.22% | 21.00% |
40 | DISH | Sell to Open | 4/16/2021 | $40.00 | $0.75 | $0.70 | 15% | 3 (Not Very Liquid) | 2021-05-03 | N | $34.19 | 42 | 2.21% | 20.90% |
41 | MOS | Sell to Open | 4/16/2021 | $38.00 | $0.65 | $0.47 | 11% | 3 (Not Very Liquid) | 2021-05-03 | N | $29.77 | 42 | 2.20% | 20.82% |
42 | ETSY | Sell to Open | 4/16/2021 | $250.00 | $4.25 | $4.05 | 17% | 3 (Not Very Liquid) | 2021-05-05 | N | $197.89 | 42 | 2.15% | 20.28% |
43 | DVN | Sell to Open | 4/16/2021 | $32.00 | $0.55 | $0.46 | 6% | 3 (Not Very Liquid) | 2021-05-04 | N | $25.63 | 42 | 2.15% | 20.26% |
44 | TXT | Sell to Open | 4/16/2021 | $55.00 | $1.10 | $1.00 | 5% | 3 (Not Very Liquid) | 2021-04-29 | N | $51.29 | 42 | 2.14% | 20.25% |
45 | FOXA | Sell to Open | 4/16/2021 | $47.00 | $0.85 | $0.70 | 18% | 3 (Not Very Liquid) | 2021-05-05 | N | $41.15 | 42 | 2.07% | 19.44% |
46 | EXR | Sell to Open | 4/16/2021 | $145.00 | $2.52 | $0.05 | 12% | 3 (Not Very Liquid) | 2021-05-05 | N | $123.32 | 42 | 2.05% | 19.26% |
47 | HAL | Sell to Open | 4/16/2021 | $28.00 | $0.48 | $0.46 | 9% | 2 (Somewhat Liquid) | 2021-04-21 | N | $23.46 | 42 | 2.05% | 19.25% |
48 | APA | Sell to Open | 4/16/2021 | $30.00 | $0.46 | $0.40 | 7% | 3 (Not Very Liquid) | 2021-05-05 | N | $22.49 | 42 | 2.05% | 19.24% |
49 | JD | Sell to Open | 4/16/2021 | $105.00 | $1.82 | $1.77 | 45% | 1 (Very Liquid) | 2021-03-11 | Y | $90.24 | 42 | 2.02% | 18.95% |
50 | DISCA | Sell to Open | 4/16/2021 | $80.00 | $1.27 | $1.15 | 27% | 3 (Not Very Liquid) | 2021-05-05 | N | $63.29 | 42 | 2.01% | 18.93% |
51 | VNO | Sell to Open | 4/16/2021 | $50.00 | $0.90 | $0.80 | 18% | 3 (Not Very Liquid) | 2021-05-03 | N | $44.69 | 42 | 2.01% | 18.92% |
52 | WYNN | Sell to Open | 4/16/2021 | $155.00 | $2.63 | $2.57 | 3% | 2 (Somewhat Liquid) | 2021-05-06 | N | $132.14 | 42 | 1.99% | 18.68% |
53 | MPC | Sell to Open | 4/16/2021 | $65.00 | $1.11 | $1.02 | 5% | 3 (Not Very Liquid) | 2021-05-05 | N | $56.64 | 42 | 1.97% | 18.46% |
54 | MGM | Sell to Open | 4/16/2021 | $43.00 | $0.72 | $0.69 | 4% | 2 (Somewhat Liquid) | 2021-04-29 | N | $36.59 | 42 | 1.97% | 18.45% |
55 | EOG | Sell to Open | 4/16/2021 | $90.00 | $1.44 | $1.27 | 18% | 3 (Not Very Liquid) | 2021-05-06 | N | $73.73 | 42 | 1.96% | 18.37% |
56 | PHM | Sell to Open | 4/16/2021 | $50.00 | $0.87 | $0.80 | 8% | 2 (Somewhat Liquid) | 2021-04-22 | N | $45.29 | 42 | 1.93% | 18.09% |
57 | WPM | Sell to Open | 4/16/2021 | $42.00 | $0.69 | $0.66 | 23% | 1 (Very Liquid) | 2021-03-11 | Y | $36.02 | 42 | 1.93% | 18.07% |
58 | MU | Sell to Open | 4/16/2021 | $105.00 | $1.70 | $1.66 | 26% | 1 (Very Liquid) | 2021-03-31 | Y | $88.66 | 42 | 1.92% | 18.00% |
59 | HWM | Sell to Open | 4/16/2021 | $34.00 | $0.57 | $0.50 | 6% | 3 (Not Very Liquid) | 2021-05-04 | N | $29.95 | 42 | 1.92% | 17.97% |
60 | DAL | Sell to Open | 4/16/2021 | $52.50 | $0.87 | $0.84 | 4% | 1 (Very Liquid) | 2021-04-21 | N | $45.74 | 42 | 1.90% | 17.79% |
61 | VIAC | Sell to Open | 4/16/2021 | $90.00 | $1.40 | $1.29 | 18% | 3 (Not Very Liquid) | 2021-05-06 | N | $74.14 | 42 | 1.90% | 17.72% |
62 | DISCK | Sell to Open | 4/16/2021 | $65.00 | $1.00 | $0.90 | 20% | 3 (Not Very Liquid) | 2021-05-05 | N | $52.80 | 42 | 1.89% | 17.71% |
63 | VNT | Sell to Open | 4/16/2021 | $35.00 | $0.60 | $0.50 | 3 (Not Very Liquid) | 2021-05-11 | N | $31.73 | 42 | 1.89% | 17.68% | |
64 | GPS | Sell to Open | 4/16/2021 | $32.00 | $0.50 | $0.49 | 14% | 3 (Not Very Liquid) | 2021-06-03 | N | $27.03 | 42 | 1.87% | 17.45% |
65 | SLG | Sell to Open | 4/16/2021 | $80.00 | $1.32 | $1.15 | 13% | 3 (Not Very Liquid) | 2021-04-21 | N | $71.60 | 42 | 1.85% | 17.28% |
66 | LEG | Sell to Open | 4/16/2021 | $50.00 | $0.85 | $0.80 | 4% | 3 (Not Very Liquid) | 2021-05-03 | N | $46.52 | 42 | 1.83% | 17.04% |
67 | CF | Sell to Open | 4/16/2021 | $52.50 | $0.85 | $0.80 | 11% | 3 (Not Very Liquid) | 2021-05-05 | N | $46.72 | 42 | 1.82% | 16.96% |
68 | IPGP | Sell to Open | 4/16/2021 | $240.00 | $3.67 | $1.35 | 10% | 3 (Not Very Liquid) | 2021-05-04 | N | $204.20 | 42 | 1.80% | 16.77% |
69 | TPR | Sell to Open | 4/16/2021 | $47.50 | $0.75 | $0.70 | 2% | 3 (Not Very Liquid) | 2021-05-06 | N | $41.74 | 42 | 1.80% | 16.74% |
70 | BA | Sell to Open | 4/16/2021 | $260.00 | $3.95 | $3.85 | 5% | 1 (Very Liquid) | 2021-04-28 | N | $220.13 | 42 | 1.79% | 16.71% |
71 | TWTR | Sell to Open | 4/16/2021 | $80.00 | $1.19 | $1.15 | 24% | 1 (Very Liquid) | 2021-04-29 | N | $66.77 | 42 | 1.79% | 16.67% |
72 | AOS | Sell to Open | 4/16/2021 | $65.00 | $1.10 | $1.00 | 6% | 3 (Not Very Liquid) | 2021-05-04 | N | $61.76 | 42 | 1.78% | 16.58% |
73 | MSCI | Sell to Open | 4/16/2021 | $450.00 | $7.30 | $4.80 | 7% | 3 (Not Very Liquid) | 2021-04-27 | N | $413.19 | 42 | 1.77% | 16.44% |
74 | VLO | Sell to Open | 4/16/2021 | $90.00 | $1.37 | $1.28 | 9% | 3 (Not Very Liquid) | 2021-04-28 | N | $78.04 | 42 | 1.76% | 16.39% |
75 | QRVO | Sell to Open | 4/16/2021 | $195.00 | $3.00 | $2.80 | 16% | 3 (Not Very Liquid) | 2021-05-06 | N | $170.31 | 42 | 1.76% | 16.39% |
76 | MXIM | Sell to Open | 4/16/2021 | $100.00 | $1.55 | $0.60 | 28% | 3 (Not Very Liquid) | 2021-04-27 | N | $88.45 | 42 | 1.75% | 16.30% |
77 | NLSN | Sell to Open | 4/16/2021 | $28.00 | $0.42 | $0.35 | 19% | 3 (Not Very Liquid) | 2021-04-29 | N | $24.28 | 42 | 1.75% | 16.28% |
78 | ZTS | Sell to Open | 4/16/2021 | $190.00 | $2.52 | $0.05 | 14% | 3 (Not Very Liquid) | 2021-05-06 | N | $144.64 | 42 | 1.75% | 16.23% |
79 | IFF | Sell to Open | 4/16/2021 | $165.00 | $2.32 | $0.05 | 20% | 3 (Not Very Liquid) | 2021-05-10 | N | $133.74 | 42 | 1.74% | 16.16% |
80 | FAST | Sell to Open | 4/16/2021 | $55.00 | $0.77 | $0.05 | 8% | 3 (Not Very Liquid) | 2021-04-13 | Y | $44.89 | 42 | 1.73% | 16.04% |
81 | PVH | Sell to Open | 4/16/2021 | $125.00 | $1.75 | $1.60 | 8% | 3 (Not Very Liquid) | 2021-03-31 | Y | $102.33 | 42 | 1.71% | 15.88% |
82 | LUMN | Sell to Open | 4/16/2021 | $16.00 | $0.23 | $0.21 | 3 (Not Very Liquid) | 2021-05-05 | N | $13.47 | 42 | 1.71% | 15.86% | |
83 | EXPE | Sell to Open | 4/16/2021 | $190.00 | $2.81 | $2.47 | 4% | 2 (Somewhat Liquid) | 2021-05-06 | N | $165.73 | 42 | 1.70% | 15.73% |
84 | AMD | Sell to Open | 4/16/2021 | $90.00 | $1.32 | $1.31 | 5% | 1 (Very Liquid) | 2021-04-27 | N | $78.35 | 42 | 1.69% | 15.69% |
85 | KEY | Sell to Open | 4/16/2021 | $23.00 | $0.35 | $0.15 | 4% | 3 (Not Very Liquid) | 2021-04-20 | N | $20.74 | 42 | 1.69% | 15.66% |
86 | CMA | Sell to Open | 4/16/2021 | $77.50 | $1.17 | $1.05 | 7% | 3 (Not Very Liquid) | 2021-04-20 | N | $69.62 | 42 | 1.69% | 15.66% |
87 | IVZ | Sell to Open | 4/16/2021 | $27.00 | $0.40 | $0.35 | 3% | 3 (Not Very Liquid) | 2021-04-22 | N | $23.72 | 42 | 1.69% | 15.64% |
88 | LRCX | Sell to Open | 4/16/2021 | $635.00 | $9.07 | $4.65 | 17% | 3 (Not Very Liquid) | 2021-04-21 | N | $545.42 | 42 | 1.66% | 15.42% |
89 | ALB | Sell to Open | 4/16/2021 | $170.00 | $2.35 | $2.10 | 21% | 3 (Not Very Liquid) | 2021-05-05 | N | $142.26 | 42 | 1.65% | 15.30% |
90 | C | Sell to Open | 4/16/2021 | $77.50 | $1.14 | $1.12 | 4% | 1 (Very Liquid) | 2021-04-15 | Y | $69.67 | 42 | 1.64% | 15.15% |
91 | PWR | Sell to Open | 4/16/2021 | $90.00 | $1.35 | $1.15 | 9% | 3 (Not Very Liquid) | 2021-05-06 | N | $82.64 | 42 | 1.63% | 15.12% |
92 | ULTA | Sell to Open | 4/16/2021 | $385.00 | $5.40 | $5.10 | 13% | 2 (Somewhat Liquid) | 2021-03-11 | Y | $331.15 | 42 | 1.63% | 15.09% |
93 | EXPD | Sell to Open | 4/16/2021 | $100.00 | $1.55 | $1.30 | 7% | 3 (Not Very Liquid) | 2021-05-04 | N | $95.28 | 42 | 1.63% | 15.05% |
94 | VTRS | Sell to Open | 4/16/2021 | $16.00 | $0.22 | $0.20 | 3 (Not Very Liquid) | 2021-05-11 | N | $13.88 | 42 | 1.62% | 15.00% | |
95 | CERN | Sell to Open | 4/16/2021 | $82.50 | $1.12 | $0.05 | 9% | 3 (Not Very Liquid) | 2021-04-27 | N | $69.38 | 42 | 1.62% | 15.00% |
96 | PXD | Sell to Open | 4/16/2021 | $190.00 | $2.62 | $2.40 | 7% | 2 (Somewhat Liquid) | 2021-05-05 | N | $161.98 | 42 | 1.62% | 14.99% |
97 | TT | Sell to Open | 4/16/2021 | $175.00 | $2.57 | $1.45 | 7% | 3 (Not Very Liquid) | 2021-05-04 | N | $159.07 | 42 | 1.62% | 14.98% |
98 | ALGN | Sell to Open | 4/16/2021 | $610.00 | $8.65 | $6.00 | 10% | 3 (Not Very Liquid) | 2021-04-28 | N | $535.63 | 42 | 1.61% | 14.94% |
99 | LLY | Sell to Open | 4/16/2021 | $230.00 | $3.30 | $2.80 | 35% | 3 (Not Very Liquid) | 2021-04-27 | N | $205.84 | 42 | 1.60% | 14.82% |
100 | BXP | Sell to Open | 4/16/2021 | $110.00 | $1.62 | $1.50 | 17% | 3 (Not Very Liquid) | 2021-04-27 | N | $101.48 | 42 | 1.60% | 14.80% |
