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Index
NAKED CALL WRITES
(grouped by stock symbol and ordered by month and strike price)
StockStockCall OptionOptionOptionApproxOption
SymbolPriceMon_StrikePriceSym.MarginYield
AAPL199.92Dec_200.006.85APVLT598911.4%
AAPL199.92Jan10_200.0010.35APVAT598917.3%
AAPL199.92Jan11_240.0019.10VAAAX199995.5%
AAPL199.92Jan11_250.0016.35VAAAZ199981.8%
ABK0.90Dec_1.000.10GIYLD1662.5%
ABK0.90Jan10_1.000.15GIYAD1693.8%
ABK0.90Feb10_1.000.20GIYBD16125.0%
ABK0.90May10_1.000.30GIYED16187.5%
ALXN43.70Jan10_45.001.75XQNAI118114.8%
ALXN43.70Feb10_45.002.60XQNBI118122.0%
AMD6.95Dec_7.000.43AMDLJ20321.2%
AMD6.95Dec_8.000.14AMDLK10313.6%
AMD6.95Jan10_7.500.45AMDAR15329.4%
AMD6.95Jan10_9.000.15AMDAB6921.7%
AMD6.95Apr10_7.001.08AMDDJ20353.2%
AMD6.95Apr10_8.000.72AMDDK10369.9%
AMD6.95Apr10_9.000.45AMDDB6965.2%
AMD6.95Jan11_7.501.51VVVAU15398.7%
AMR5.47Dec_6.000.25AMRLI11122.5%
AMR5.47Jan10_6.000.40AMRAI11136.0%
AMR5.47Feb10_6.000.65AMRBI11158.6%
AMR5.47Feb10_7.000.35AMRBJ5464.8%
AMR5.47May10_6.001.00AMREI11190.1%
AMR5.47May10_7.000.65AMREJ54120.4%
AMZN129.66Dec_130.005.00QZNLY385513.0%
AMZN129.66Jan10_130.007.45QZNAY385519.3%
AMZN129.66Jan10_135.005.20QZNAG335515.5%
AMZN129.66Apr10_130.0013.70QZNDY385535.5%
AMZN129.66Apr10_135.0011.40QZNDG335534.0%
AMZN129.66Apr10_150.006.20QZNDJ185533.4%
AMZN129.66Apr10_155.004.95QZNDK135536.5%
AMZN129.66Jan11_150.0016.35VFNAJ185588.1%
AMZN129.66Jan11_155.0014.75VFNAK1355108.9%
AMZN129.66Jan11_160.0013.25VFNAL1296102.2%
AMZN129.66Jan11_165.0011.95VFNAM129692.2%
ANSS39.81Jan10_40.001.75QUSAH117514.9%
ARNA3.51Dec_4.000.10UGGLS5617.9%
ARNA3.51Jan10_4.000.35UGGAS5662.5%
ARNA3.51Apr10_4.000.70UGGDS56125.0%
ATHR27.55Mar10_30.001.70QRACF58129.3%
ATHR27.55Jun10_32.501.85QRAFZ33155.9%
ATHR27.55Jan11_35.002.50ZCAAG27590.9%
AXP40.93Dec_41.001.52ABZLX122012.5%
AXP40.93Jan10_41.002.27ABZAX122018.6%
AXP40.93Jan10_42.501.57ABZAV107014.7%
AXP40.93Jan11_50.003.40VAXAJ40983.1%
BAC16.09Jan10_17.500.51BYOAZ34115.0%
BAC16.09Feb10_17.001.01BYOBQ39125.8%
BAC16.09Feb10_18.000.66BYOBR29122.7%
BAC16.09Feb10_19.000.43BYOBA19122.5%
BAC16.09May10_17.001.68BYOEQ39143.0%
BAC16.09May10_18.001.29BYOER29144.3%
BAC16.09May10_19.000.98BYOEA19151.3%
BAC16.09May10_20.000.74BYOET16046.2%
BAC16.09Jan11_20.001.83VBAAD160114.4%
BRCM28.76Dec_29.001.10RBFLC83813.1%
BRCM28.76Jan10_29.001.65RBFAC83819.7%
BRCM28.76Jan10_30.001.20RBFAF73816.3%
BRCM28.76Feb10_29.002.30RBFBC83827.4%
BRCM28.76Feb10_30.001.90RBFBF73825.7%
BRCM28.76Feb10_31.001.50RBFBD63823.5%
BRCM28.76Feb10_32.001.15RBFBI53821.4%
BRCM28.76Feb10_33.000.90RBFBL43820.5%
BRCM28.76May10_29.003.40RBFEC83840.6%
BRCM28.76May10_33.001.80RBFEL43841.1%
BRCM28.76May10_34.001.50RBFEM33844.4%
BRCM28.76May10_35.001.30RBFEG28745.3%
BRCM28.76Jan11_35.002.85VJGAG28799.3%
BWS11.04Feb10_12.500.55BWSBV18529.7%
BWS11.04May10_12.501.00BWSEV18554.1%
C4.20Jan10_5.000.08CAP4517.8%
C4.20Mar10_5.000.20CCP4544.4%
C4.20Jun10_5.000.35CFP4577.8%
C4.20Jan11_5.000.64VRNAA45142.2%
CCJ29.65Dec_30.001.10CCJLF85412.9%
CCJ29.65Jan10_30.001.65CCJAF85419.3%
CCJ29.65Jan10_31.001.25CQSAE75416.6%
CCJ29.65Jan10_32.000.90CQSAF65413.8%
CCJ29.65Mar10_30.002.60CCJCF85430.4%
CCJ29.65Mar10_31.002.15CQSCE75428.5%
CCJ29.65Mar10_32.001.80CQSCF65427.5%
CCJ29.65Mar10_35.000.95CQSCG35426.8%
CCJ29.65Jun10_35.001.80CQSFG35450.8%
CCJ29.65Jan11_35.003.30ZBKAG35493.2%
CECO24.85Dec_25.001.00CUYLE73013.7%
CECO24.85Jan10_25.001.45CUYAE73019.9%
CECO24.85Jan10_26.001.00CUYAM63015.9%
CECO24.85Apr10_25.002.60CUYDE73035.6%
CECO24.85Apr10_26.002.15CUYDM63034.1%
CECO24.85Apr10_28.001.45CUYDY43033.7%
CECO24.85Apr10_29.001.15CUYDA33034.8%
CECO24.85Apr10_30.000.90CUYDF24836.3%
CECO24.85Jan11_30.002.65XCNAF248106.9%
CPKI12.57Apr10_15.000.55CUHDC13441.0%
DELL14.29Jan10_15.000.48DLYAC35713.4%
DELL14.29Feb10_15.000.76DLYBC35721.3%
DELL14.29Jan11_17.501.21VPZAW14285.2%
ENER10.57Dec_11.000.45EQILK27416.4%
ENER10.57Dec_12.000.25EQILL17414.4%
ENER10.57Jan10_11.000.75EQIAK27427.4%
ENER10.57Jan10_12.500.40EQIAV12432.3%
ENER10.57Mar10_11.001.20EQICK27443.8%
ENER10.57Mar10_12.000.90EQICL17451.7%
ENER10.57Mar10_13.000.60EQICM10557.1%
ENER10.57Jun10_11.001.60EQIFK27458.4%
ENER10.57Jun10_12.001.30EQIFL17474.7%
ENER10.57Jun10_13.001.05EQIFM105100.0%
ENER10.57Jan11_12.501.90XYKAV124153.2%
ESLR1.47Dec_1.500.05QLULY4112.2%
ESLR1.47Jan10_1.500.10QLUAY4124.4%
ESLR1.47Mar10_1.500.20QLUCY4148.8%
ESLR1.47Jun10_1.500.25QLUFY4161.0%
EZPW14.72Mar10_15.001.15ULPCC41327.8%
F8.64Dec_9.000.28FLL22312.6%
F8.64Jan10_9.000.48FAL22321.5%
F8.64Jan10_10.000.19FAM12315.4%
F8.64Mar10_9.000.78FCL22335.0%
F8.64Mar10_10.000.44FCM12335.8%
F8.64Mar10_11.000.23FCN8626.7%
F8.64Jun10_9.001.13FFL22350.7%
F8.64Jun10_10.000.75FFM12361.0%
F8.64Jun10_11.000.49FFN8657.0%
F8.64Jan11_10.001.34OKFAM123108.9%
FCX84.57Dec_85.004.00FHZLQ249416.0%
FCX84.57Dec_90.002.01FHZLR199410.1%
FCX84.57Jan10_85.006.00FHZAQ249424.1%
FCX84.57Jan10_90.003.90FHZAR199419.6%
FCX84.57Jan10_95.002.39FHZAS149416.0%
FCX84.57Jan10_100.001.40FHZAT99414.1%
FCX84.57Feb10_85.007.85FHZBQ249431.5%
FCX84.57Feb10_90.005.65FHZBR199428.3%
FCX84.57Feb10_95.004.00FHZBS149426.8%
FCX84.57Feb10_100.002.77FHZBT99427.9%
FCX84.57Feb10_105.001.87FHZBA84522.1%
FCX84.57May10_85.0011.55FHZEQ249446.3%
FCX84.57May10_90.009.35FHZER199446.9%
FCX84.57May10_95.007.50FHZES149450.2%
FCX84.57May10_100.005.95FHZET99459.9%
FCX84.57May10_105.004.70FHZEA84555.6%
FCX84.57Jan11_95.0013.25OBQAS149488.7%
FCX84.57Jan11_100.0011.60OBQAT994116.7%
FCX84.57Jan11_105.0010.15ZHSAA845120.1%
GG43.64Dec_44.001.96GAGLF127315.4%
GG43.64Dec_45.001.54GAGLI117313.1%
GG43.64Dec_46.001.20GAGLG107311.2%
GG43.64Jan10_44.002.89GAGAF127322.7%
GG43.64Jan10_45.002.46GAGAI117321.0%
GG43.64Jan10_46.002.09GAGAG107319.5%
GG43.64Jan10_47.001.77GAGAR97318.2%
GG43.64Jan10_48.001.49GAGAT87317.1%
GG43.64Jan10_49.001.25GAGAU77316.2%
GG43.64Jan10_50.001.05GAGAJ67315.6%
GG43.64Apr10_44.004.95GAGDF127338.9%
GG43.64Apr10_45.004.55GAGDI117338.8%
GG43.64Apr10_46.004.15GAGDG107338.7%
GG43.64Apr10_47.003.75GAGDR97338.5%
GG43.64Apr10_48.003.45GAGDT87339.5%
GG43.64Apr10_49.003.10GAGDU77340.1%
GG43.64Apr10_50.002.86GAGDJ67342.5%
GG43.64Apr10_55.001.78GAGDK43640.8%
GG43.64Jan11_50.006.40OPJAJ67395.1%
GG43.64Jan11_55.004.90OPJAK436112.4%
GLBC12.00Jan10_12.500.55GQCAV31017.7%
GLBC12.00Mar10_12.501.10GQCCV31035.5%
GLBC12.00Mar10_15.000.35GQCCC12029.2%
GLBC12.00Jun10_12.501.50GQCFV31048.4%
GLBC12.00Jun10_15.000.70GQCFC12058.3%
GRS11.15Dec_12.500.20GRSLV19910.1%
GRS11.15Mar10_12.500.90GRSCV19945.2%
GRS11.15Jun10_12.501.35GRSFV19967.8%
HL6.26Dec_7.500.15HLLU6323.8%
HL6.26Jan10_7.500.40HLAU6363.5%
HL6.26Mar10_7.500.65HLCU63103.2%
HL6.26Jun10_7.001.15HLFG113101.8%
HL6.26Jun10_8.000.85HLFH62137.1%
HL6.26Jan11_7.501.45XZLAU63230.2%
ISIL12.68Jan11_15.001.20VCJAC14881.1%
JASO3.96Dec_5.000.05QJPLA3912.8%
JASO3.96Jan10_5.000.15QJPAA3938.5%
JASO3.96Mar10_5.000.35QJPCA3989.7%
JASO3.96Jun10_5.000.60QJPFA39153.8%
JPM42.46Dec_43.001.31JPMLW121910.7%
JPM42.46Jan10_43.002.12JPMAW121917.4%
JPM42.46Jan10_44.001.67JPMAX111914.9%
JPM42.46Mar10_43.003.30JPMCW121927.1%
LAMR28.61Dec_30.000.80LJQLF71911.1%
LAMR28.61Jan10_30.001.40LJQAF71919.5%
LAMR28.61Apr10_30.002.95LJQDF71941.0%
LAMR28.61Apr10_35.001.40LJQDG28649.0%
LAMR28.61Jan11_35.003.70ODZAG286129.4%
LRCX34.02Dec_35.001.00LMQLG92210.8%
LRCX34.02Jan10_35.001.65LMQAG92217.9%
LRCX34.02Mar10_35.002.75LMQCG92229.8%
LRCX34.02Jun10_40.002.10LMQFH42249.8%
LRCX34.02Jan11_40.003.80VPCAH42290.0%
MED26.69Dec_30.000.55MEDLF46911.7%
MED26.69Mar10_30.002.55MEDCF46954.4%
MED26.69Jun10_30.003.80MEDFF46981.0%
MNTA11.05Dec_12.500.55QMPLV18629.6%
MNTA11.05Jan10_12.501.20QMPAV18664.5%
MNTA11.05Mar10_12.502.30QMPCV186123.7%
MNTA11.05Jun10_12.502.45QMPFV186131.7%
MNTA11.05Jan11_12.502.65OJAAV186142.5%
MRVL15.28Dec_16.000.45UVMLP38611.7%
MRVL15.28Jan10_16.000.75UVMAP38619.4%
MRVL15.28Feb10_16.001.05UVMBP38627.2%
MRVL15.28Feb10_17.500.55UVMBW23623.3%
MRVL15.28May10_16.001.65UVMEP38642.7%
MRVL15.28May10_17.001.25UVMEQ28643.7%
MRVL15.28May10_18.000.95UVMER18651.1%
MRVL15.28May10_19.000.70UVMES15246.1%
MRVL15.28Jan11_17.502.10OZLAW23689.0%
NFLX59.97Dec_60.002.50QNQLL179613.9%
NFLX59.97Jan10_60.003.60QNQAL179620.0%
NFLX59.97Mar10_60.005.70QNQCL179631.7%
NFLX59.97Mar10_65.003.70QNQCM129628.5%
NFLX59.97Mar10_70.002.25QNQCN79628.3%
NFLX59.97Jun10_70.004.00QNQFN79650.3%
NFLX59.97Jun10_75.002.85QNQFO59947.6%
NFLX59.97Jan11_70.006.70OOJAN79684.2%
NFLX59.97Jan11_75.005.00OOJAO59983.5%
NTAP30.44Dec_31.001.00NJQLA85711.7%
NTAP30.44Jan10_31.001.55NJQAA85718.1%
NTAP30.44Jan10_32.001.20NJQAB75715.9%
NTAP30.44Jan10_33.000.90NJQAD65713.7%
NTAP30.44Mar10_31.002.55NJQCA85729.8%
NTAP30.44Mar10_32.002.15NJQCB75728.4%
NVLS20.96Dec_21.000.80NLQLS62412.8%
NVLS20.96Jan10_21.001.20NLQAS62419.2%
NVLS20.96Mar10_21.001.85NLQCS62429.6%
NVLS20.96Jun10_25.001.05NLQFE22446.9%
NVLS20.96Jan11_25.001.90OTNAE22484.8%
OSTK15.73Jan10_17.500.55QKTAW29418.7%
OSTK15.73Mar10_17.501.30QKTCW29444.2%
OSTK15.73Mar10_20.000.65QKTCD15741.4%
OSTK15.73Jun10_17.501.85QKTFW29462.9%
OSTK15.73Jun10_20.001.20QKTFD15776.4%
OVTI12.66Dec_15.000.15UCMLC14510.3%
OVTI12.66Jan10_15.000.20UCMAC14513.8%
OVTI12.66Mar10_15.000.60UCMCC14541.4%
OVTI12.66Jun10_15.001.05UCMFC14572.4%
OVTI12.66Jan11_15.001.85VYVAC145127.6%
PMCS8.26May10_10.000.45SQLEB8254.9%
PMCS8.26Jan11_10.001.05OHXAB82128.0%
POZN6.95Jan10_7.500.40QKZAU15326.1%
POZN6.95Mar10_7.500.65QKZCU15342.5%
POZN6.95Jun10_7.501.10QKZFU15371.9%
PRKR2.01Jan10_2.500.10QERAZ2050.0%
PRKR2.01Feb10_2.500.20QERBZ20100.0%
PRKR2.01May10_2.500.50QEREZ20250.0%
QLGC18.81Jan10_20.000.65QLCAD44514.6%
REGN18.46Jan10_20.000.55RQPAD39913.8%
REGN18.46Feb10_20.000.85RQPBD39921.3%
REGN18.46May10_20.001.80RQPED39945.1%
REGN18.46May10_22.501.00RQPEX18454.3%
RGLD52.94Dec_55.001.45MJQLK138210.5%
RGLD52.94Jan10_55.002.45MJQAK138217.7%
RGLD52.94Apr10_55.004.90MJQDK138235.5%
RGLD52.94Apr10_60.003.20MJQDL88236.3%
RGLD52.94Apr10_65.002.05MJQDM52938.8%
RGLD52.94Jan11_60.007.30ZMOAL88282.8%
RGLD52.94Jan11_65.006.10ZMOAM529115.3%
SLXP23.41Dec_25.000.70PQNLE54312.9%
SLXP23.41Jan10_25.001.55PQNAE54328.5%
SLXP23.41Jan10_30.000.35PQNAF23415.0%
SLXP23.41Apr10_25.003.30PQNDE54360.8%
SLXP23.41Apr10_30.001.80PQNDF23476.9%
SNDA48.39Dec_50.002.15QKULJ129016.7%
SNDA48.39Jan10_50.002.95QKUAJ129022.9%
SNDA48.39Jan10_55.001.35QKUAK79017.1%
SNDA48.39Mar10_50.004.40QKUCJ129034.1%
SNDA48.39Mar10_55.002.70QKUCK79034.2%
SNDA48.39Mar10_60.001.55QKUCL48332.1%
SNDA48.39Jun10_55.004.00QKUFK79050.6%
SNDA48.39Jun10_60.002.65QKUFL48354.9%
SNDA48.39Jan11_60.004.80OCWAL48399.4%
SOHU54.00Dec_55.002.05TKZLK152013.5%
SOHU54.00Jan10_55.003.30TKZAK152021.7%
SOHU54.00Jan10_60.001.55TKZAL102015.2%
SOHU54.00Mar10_55.005.30TKZCK152034.9%
SOHU54.00Mar10_60.003.40TKZCL102033.3%
SOHU54.00Mar10_65.002.05TKZCM54038.0%
SOHU54.00Jun10_55.007.20TKZFK152047.4%
SOHU54.00Jun10_60.005.20TKZFL102051.0%
SOHU54.00Jun10_65.003.70TKZFM54068.5%
SOHU54.00Jun10_70.002.55TKZFN54047.2%
SOHU54.00Jan11_65.006.40XSSAM540118.5%
SOHU54.00Jan11_70.005.10XSSAN54094.4%
TASR4.08Mar10_5.000.20QURCA4050.0%
TASR4.08Jun10_5.000.35QURFA4087.5%
TASR4.08Jan11_5.000.60ZCUAA40150.0%
TIE9.96Dec_10.000.55TIELB29418.7%
TIE9.96Jan10_10.000.75TIEAB29425.5%
TIE9.96Mar10_10.001.20TIECB29440.8%
TIE9.96Mar10_12.500.40TIECV9940.4%
TIE9.96Jun10_10.001.55TIEFB29452.7%
TIE9.96Jun10_12.500.70TIEFV9970.7%
TIE9.96Jan11_12.501.45VWNAV99146.5%
TIVO10.66Dec_12.500.25TUKLV13518.5%
TIVO10.66Jan10_12.500.60TUKAV13544.4%
TIVO10.66Feb10_12.500.85TUKBV13563.0%
TIVO10.66May10_12.501.35TUKEV135100.0%
TIVO10.66Jan11_12.502.15ZEEAV135159.3%
TTWO11.20Dec_12.500.40TUOLV20519.5%
TTWO11.20Jan10_12.500.60TUOAV20529.3%
TTWO11.20Mar10_12.500.95TUOCV20546.3%
TTWO11.20Jun10_12.501.35TUOFV20565.9%
TTWO11.20Jan11_12.502.05OSRAV205100.0%
VNDA10.28Jan10_12.500.40QDXAV10239.2%
VNDA10.28Mar10_12.500.80QDXCV10278.4%
VNDA10.28Jun10_12.501.30QDXFV102127.5%
VPHM7.70May10_10.000.35DUZEB7646.1%
VPHM7.70Jan11_10.000.90ZCGAB76118.4%
VRSN21.56Jan10_22.500.80QVRAX55214.5%
VRSN21.56Mar10_22.501.50QVRCX55227.2%
VRX33.28Jan11_40.002.85OYVAH33285.8%
YHOO15.38Jan10_16.000.54YHQAQ39913.5%

Index

Naked call yields assume an out-of-the-money option is sold in a margin account and the net investment is an initial margin amount equal to 30% of the stock price minus the out-of-the-money amount, or 10% of the stock price, whichever is greater. In the real world this margin will increase if the stock goes up. The unchanged yield is equal to the income divided by the net investment. The income is the premium received for out-of-the money calls, or the amount above and beyond the in-the-money amount for in-the-money calls. The risk of loss is unlimited because the stock price could keep going up.