StockLens — Covered Call Premium Calculator

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StockLens

Covered Call Premium Calculator — ITM Options Premium & Annualized Return Analysis

Symbols

Comma-separated, max 20

Annualized Return (%)

e.g. 8,10,15,20,30

Weeks to Expiry

Next N Fridays (1–12)

ITM Strike Count

N strikes below price ($5 step)

CORS Proxy

e.g. https://corsproxy.io/?

📐 Covered Call Assignment Return Formula:
Return = (x + Strike − P) / (P − x) → Required premium x = P − Strike / (1 + R), where R = Ann.% × Days / 365 (Days = inclusive count, e.g. Mon→Fri = 5d)
All strikes are ITM (Strike < Price), $5 apart

Symbols

🌡️ CBOE Volatility Index (VIX)

—

Low
<15

Normal
15-20

Elevated
20-25

High
25-30

Extreme
>30

VIX reflects market expectation of S&P 500 30-day volatility