NCO covered call calculator
No chain came back for NCO right now — the calculator below works with your own inputs, and nothing is estimated for you.
Annualized figures compound the period return over 365 days and assume repeatability, which real markets do not promise. Assignment can happen early; dividends and fees are not modeled. Educational arithmetic, not a recommendation.
Context before writing anything: NCO max pain & open interest · NCO workspace · earnings calendar · the plain calculator
NCO covered call FAQ
What does the NCO covered call calculator prefill?
A near-30-delta NCO call (and put, for the cash-secured mode) at the bid/ask midpoint from the delayed Cboe chain, plus NCO's delayed price and the days to that expiration. Every field stays editable.
How is a NCO covered call return calculated?
Premium collected divided by your NCO cost basis gives the return if flat; the capital gain up to the strike plus premium gives the return if called. Both are annualized over the days to expiration for comparison.
Is this live data?
The prefill uses delayed (~15 minute) quotes, labeled with their as-of time. Check live quotes at your broker before trading; this page is educational arithmetic, not a recommendation.