Option Calculators and Stock Screeners
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covered calls Help

A covered call consist of two legs, one is the stock, and the other is a short call.

The Expensive Call Screener lists the stocks that have calls that return a high premium.

The Expensive Put Screener lists the stocks that have puts that return a high premium.

The Expensive Call and Expensive Put screeners offers the following selection criteria:

  • Expiration - the expiration date
  • Minimum Price - the minimum price of the underlying stock
  • Minimum Volume - the minimum volume of the underlying stock
  • Moneyness - whether the option is in the money (ITM) or out of the money (OTM)
  • Sort Order
  • Volatility - the volatility of the call leg.
  • Time Premium - the maximum profit as a precent of the underlying stock, considering only the portion of the call that is out of the money and without regard to volatility.

Options that trade at or below .10, have no volume, or have no open interest are excluded.

Each report displays the following fields:

  • Stock - the underlying stock symbol
  • Stock Price - the underlying stock price
  • Option Symbol
  • Expiration Date
  • Strike
  • Put vs. Call
  • Option Price
  • Months to Expiration
  • Time Premium as a percentage of the underlying stock price
  • Implied Volatility
  • ROI - The return on investment if the covered position is called away. The cost basis is the stock price minus the option premium. The proceeds are the strike price plus the option premium. This computation is not annualized.

Data is updated nightly. Past screens can be retrieved by selecting the Report Date from the title bar.

Data Provided by HistoricalOptionData.com
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