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Optimal Covered Call Report
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Report Generated as of:
Mar 05 2021 - 03:05PM EST
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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
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these alerts. Based on our historical backtests these parameters generates the highest returns for covered calls over the past 10 years.
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AVERAGE IV RANK
11%
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TickerActionExpiry DateStrike PriceMid PriceBid PriceIV RankLiquidity RankEarnings DateEarnings FlagStock PriceDays to ExpiryRaw ReturnAnnualized Return
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HSICSell to Open4/16/2021$85.00$2.67$0.354%
3 (Not Very Liquid)
2021-05-04N$62.44424.28%43.99%
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TRMBSell to Open4/16/2021$100.00$2.52$0.059%
3 (Not Very Liquid)
2021-05-05N$70.03423.61%36.05%
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UASell to Open4/16/2021$27.50$0.65$0.052%
3 (Not Very Liquid)
2021-05-10N$18.59423.50%34.81%
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ESSell to Open4/16/2021$110.00$2.57$0.1513%
3 (Not Very Liquid)
2021-05-05N$80.24423.21%31.59%
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NCLHSell to Open4/16/2021$37.50$0.85$0.824%
2 (Somewhat Liquid)
2021-05-10N$28.89422.94%28.67%
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ENPHSell to Open4/16/2021$195.00$4.00$3.7015%
3 (Not Very Liquid)
2021-04-29N$142.68422.80%27.16%
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MROSell to Open4/16/2021$17.00$0.35$0.3411%
2 (Somewhat Liquid)
2021-05-05N$12.89422.75%26.63%
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CTLTSell to Open4/16/2021$130.00$2.82$0.6529%
3 (Not Very Liquid)
2021-05-04N$103.99422.72%26.23%
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HFCSell to Open4/16/2021$45.00$1.05$0.9012%
3 (Not Very Liquid)
2021-05-06N$39.28422.67%25.77%
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UAASell to Open4/16/2021$25.00$0.59$0.574%
3 (Not Very Liquid)
2021-05-10N$22.49422.62%25.24%
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HOLXSell to Open4/16/2021$95.00$1.87$0.0514%
2 (Somewhat Liquid)
2021-04-28N$72.00422.60%25.03%
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AALSell to Open4/16/2021$26.00$0.52$0.525%
2 (Somewhat Liquid)
2021-04-29N$20.24422.59%24.93%
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TSLASell to Open4/16/2021$775.00$15.45$15.3017%1 (Very Liquid)2021-04-28N$596.73422.59%24.88%
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NTRSSell to Open4/16/2021$125.00$2.52$0.059%
3 (Not Very Liquid)
2021-04-20N$99.19422.55%24.42%
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XYLSell to Open4/16/2021$125.00$2.52$0.056%
3 (Not Very Liquid)
2021-05-04N$99.51422.54%24.33%
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CCLSell to Open4/16/2021$35.00$0.64$0.638%
3 (Not Very Liquid)
2021-04-01Y$25.57422.52%24.17%
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UALSell to Open4/16/2021$60.00$1.25$1.224%
2 (Somewhat Liquid)
2021-04-27N$49.82422.51%24.03%
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LYFTSell to Open4/16/2021$75.00$1.60$1.514%1 (Very Liquid)2021-05-05N$63.78422.51%24.03%
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FMCSell to Open4/16/2021$130.00$2.54$0.108%
3 (Not Very Liquid)
2021-05-04N$101.73422.51%24.01%
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OXYSell to Open4/16/2021$40.00$0.77$0.7213%
3 (Not Very Liquid)
2021-05-05N$31.19422.47%23.61%
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ABCSell to Open4/16/2021$115.00$2.57$0.8528%
3 (Not Very Liquid)
2021-05-06N$105.21422.45%23.38%
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WDCSell to Open4/16/2021$80.00$1.66$1.5515%
3 (Not Very Liquid)
2021-04-29N$68.20422.44%23.32%
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WABSell to Open4/16/2021$100.00$1.77$0.056%
3 (Not Very Liquid)
2021-05-04N$74.09422.40%22.85%
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NWSASell to Open4/16/2021$30.00$0.57$0.0511%
3 (Not Very Liquid)
2021-05-06N$24.02422.39%22.83%
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NOVSell to Open4/16/2021$20.00$0.40$0.256%
3 (Not Very Liquid)
2021-04-27N$16.75422.39%22.76%
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FANGSell to Open4/16/2021$110.00$2.00$1.729%
3 (Not Very Liquid)
2021-05-03N$86.19422.33%22.12%
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PLDSell to Open4/16/2021$120.00$2.17$0.055%
3 (Not Very Liquid)
2021-04-20N$96.85422.25%21.29%
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FCXSell to Open4/16/2021$42.00$0.78$0.759%
2 (Somewhat Liquid)
2021-04-23N$34.92422.23%21.16%
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GMSell to Open4/16/2021$60.00$1.18$1.157%
3 (Not Very Liquid)
2021-05-05N$52.94422.23%21.12%
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RCLSell to Open4/16/2021$105.00$1.89$1.823%
2 (Somewhat Liquid)
2021-05-10N$85.46422.22%21.00%
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DISHSell to Open4/16/2021$40.00$0.75$0.7015%
3 (Not Very Liquid)
2021-05-03N$34.19422.21%20.90%
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MOSSell to Open4/16/2021$38.00$0.65$0.4711%
3 (Not Very Liquid)
2021-05-03N$29.77422.20%20.82%
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ETSYSell to Open4/16/2021$250.00$4.25$4.0517%
3 (Not Very Liquid)
2021-05-05N$197.89422.15%20.28%
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DVNSell to Open4/16/2021$32.00$0.55$0.466%
3 (Not Very Liquid)
2021-05-04N$25.63422.15%20.26%
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TXTSell to Open4/16/2021$55.00$1.10$1.005%
3 (Not Very Liquid)
2021-04-29N$51.29422.14%20.25%
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FOXASell to Open4/16/2021$47.00$0.85$0.7018%
3 (Not Very Liquid)
2021-05-05N$41.15422.07%19.44%
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EXRSell to Open4/16/2021$145.00$2.52$0.0512%
3 (Not Very Liquid)
2021-05-05N$123.32422.05%19.26%
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HALSell to Open4/16/2021$28.00$0.48$0.469%
2 (Somewhat Liquid)
2021-04-21N$23.46422.05%19.25%
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APASell to Open4/16/2021$30.00$0.46$0.407%
3 (Not Very Liquid)
2021-05-05N$22.49422.05%19.24%
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JDSell to Open4/16/2021$105.00$1.82$1.7745%1 (Very Liquid)2021-03-11Y$90.24422.02%18.95%
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DISCASell to Open4/16/2021$80.00$1.27$1.1527%
3 (Not Very Liquid)
2021-05-05N$63.29422.01%18.93%
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VNOSell to Open4/16/2021$50.00$0.90$0.8018%
3 (Not Very Liquid)
2021-05-03N$44.69422.01%18.92%
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WYNNSell to Open4/16/2021$155.00$2.63$2.573%
2 (Somewhat Liquid)
2021-05-06N$132.14421.99%18.68%
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MPCSell to Open4/16/2021$65.00$1.11$1.025%
3 (Not Very Liquid)
2021-05-05N$56.64421.97%18.46%
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MGMSell to Open4/16/2021$43.00$0.72$0.694%
2 (Somewhat Liquid)
2021-04-29N$36.59421.97%18.45%
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EOGSell to Open4/16/2021$90.00$1.44$1.2718%
3 (Not Very Liquid)
2021-05-06N$73.73421.96%18.37%
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PHMSell to Open4/16/2021$50.00$0.87$0.808%
2 (Somewhat Liquid)
2021-04-22N$45.29421.93%18.09%
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WPMSell to Open4/16/2021$42.00$0.69$0.6623%1 (Very Liquid)2021-03-11Y$36.02421.93%18.07%
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MUSell to Open4/16/2021$105.00$1.70$1.6626%1 (Very Liquid)2021-03-31Y$88.66421.92%18.00%
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HWMSell to Open4/16/2021$34.00$0.57$0.506%
3 (Not Very Liquid)
2021-05-04N$29.95421.92%17.97%
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DALSell to Open4/16/2021$52.50$0.87$0.844%1 (Very Liquid)2021-04-21N$45.74421.90%17.79%
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VIACSell to Open4/16/2021$90.00$1.40$1.2918%
3 (Not Very Liquid)
2021-05-06N$74.14421.90%17.72%
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DISCKSell to Open4/16/2021$65.00$1.00$0.9020%
3 (Not Very Liquid)
2021-05-05N$52.80421.89%17.71%
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VNTSell to Open4/16/2021$35.00$0.60$0.50
3 (Not Very Liquid)
2021-05-11N$31.73421.89%17.68%
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GPSSell to Open4/16/2021$32.00$0.50$0.4914%
3 (Not Very Liquid)
2021-06-03N$27.03421.87%17.45%
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SLGSell to Open4/16/2021$80.00$1.32$1.1513%
3 (Not Very Liquid)
2021-04-21N$71.60421.85%17.28%
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LEGSell to Open4/16/2021$50.00$0.85$0.804%
3 (Not Very Liquid)
2021-05-03N$46.52421.83%17.04%
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CFSell to Open4/16/2021$52.50$0.85$0.8011%
3 (Not Very Liquid)
2021-05-05N$46.72421.82%16.96%
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IPGPSell to Open4/16/2021$240.00$3.67$1.3510%
3 (Not Very Liquid)
2021-05-04N$204.20421.80%16.77%
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TPRSell to Open4/16/2021$47.50$0.75$0.702%
3 (Not Very Liquid)
2021-05-06N$41.74421.80%16.74%
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BASell to Open4/16/2021$260.00$3.95$3.855%1 (Very Liquid)2021-04-28N$220.13421.79%16.71%
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TWTRSell to Open4/16/2021$80.00$1.19$1.1524%1 (Very Liquid)2021-04-29N$66.77421.79%16.67%
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AOSSell to Open4/16/2021$65.00$1.10$1.006%
3 (Not Very Liquid)
2021-05-04N$61.76421.78%16.58%
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MSCISell to Open4/16/2021$450.00$7.30$4.807%
3 (Not Very Liquid)
2021-04-27N$413.19421.77%16.44%
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VLOSell to Open4/16/2021$90.00$1.37$1.289%
3 (Not Very Liquid)
2021-04-28N$78.04421.76%16.39%
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QRVOSell to Open4/16/2021$195.00$3.00$2.8016%
3 (Not Very Liquid)
2021-05-06N$170.31421.76%16.39%
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MXIMSell to Open4/16/2021$100.00$1.55$0.6028%
3 (Not Very Liquid)
2021-04-27N$88.45421.75%16.30%
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NLSNSell to Open4/16/2021$28.00$0.42$0.3519%
3 (Not Very Liquid)
2021-04-29N$24.28421.75%16.28%
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ZTSSell to Open4/16/2021$190.00$2.52$0.0514%
3 (Not Very Liquid)
2021-05-06N$144.64421.75%16.23%
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IFFSell to Open4/16/2021$165.00$2.32$0.0520%
3 (Not Very Liquid)
2021-05-10N$133.74421.74%16.16%
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FASTSell to Open4/16/2021$55.00$0.77$0.058%
3 (Not Very Liquid)
2021-04-13Y$44.89421.73%16.04%
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PVHSell to Open4/16/2021$125.00$1.75$1.608%
3 (Not Very Liquid)
2021-03-31Y$102.33421.71%15.88%
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LUMNSell to Open4/16/2021$16.00$0.23$0.21
3 (Not Very Liquid)
2021-05-05N$13.47421.71%15.86%
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EXPESell to Open4/16/2021$190.00$2.81$2.474%
2 (Somewhat Liquid)
2021-05-06N$165.73421.70%15.73%
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AMDSell to Open4/16/2021$90.00$1.32$1.315%1 (Very Liquid)2021-04-27N$78.35421.69%15.69%
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KEYSell to Open4/16/2021$23.00$0.35$0.154%
3 (Not Very Liquid)
2021-04-20N$20.74421.69%15.66%
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CMASell to Open4/16/2021$77.50$1.17$1.057%
3 (Not Very Liquid)
2021-04-20N$69.62421.69%15.66%
87
IVZSell to Open4/16/2021$27.00$0.40$0.353%
3 (Not Very Liquid)
2021-04-22N$23.72421.69%15.64%
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LRCXSell to Open4/16/2021$635.00$9.07$4.6517%
3 (Not Very Liquid)
2021-04-21N$545.42421.66%15.42%
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ALBSell to Open4/16/2021$170.00$2.35$2.1021%
3 (Not Very Liquid)
2021-05-05N$142.26421.65%15.30%
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CSell to Open4/16/2021$77.50$1.14$1.124%1 (Very Liquid)2021-04-15Y$69.67421.64%15.15%
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PWRSell to Open4/16/2021$90.00$1.35$1.159%
3 (Not Very Liquid)
2021-05-06N$82.64421.63%15.12%
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ULTASell to Open4/16/2021$385.00$5.40$5.1013%
2 (Somewhat Liquid)
2021-03-11Y$331.15421.63%15.09%
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EXPDSell to Open4/16/2021$100.00$1.55$1.307%
3 (Not Very Liquid)
2021-05-04N$95.28421.63%15.05%
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VTRSSell to Open4/16/2021$16.00$0.22$0.20
3 (Not Very Liquid)
2021-05-11N$13.88421.62%15.00%
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CERNSell to Open4/16/2021$82.50$1.12$0.059%
3 (Not Very Liquid)
2021-04-27N$69.38421.62%15.00%
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PXDSell to Open4/16/2021$190.00$2.62$2.407%
2 (Somewhat Liquid)
2021-05-05N$161.98421.62%14.99%
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TTSell to Open4/16/2021$175.00$2.57$1.457%
3 (Not Very Liquid)
2021-05-04N$159.07421.62%14.98%
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ALGNSell to Open4/16/2021$610.00$8.65$6.0010%
3 (Not Very Liquid)
2021-04-28N$535.63421.61%14.94%
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LLYSell to Open4/16/2021$230.00$3.30$2.8035%
3 (Not Very Liquid)
2021-04-27N$205.84421.60%14.82%
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BXPSell to Open4/16/2021$110.00$1.62$1.5017%
3 (Not Very Liquid)
2021-04-27N$101.48421.60%14.80%