Covered Call Calculator
This page calculates the Static Return and Return if Exercised for buying & writing (buying shares and simultaneously writing calls over the same number of shares purchased) as well as for covered call writing. The strategy aims to enhance returns on shares either owned outright or purchased on margin. It is one of the most popular options strategies for this reason and is used by many Self Managed Super Funds(SMSF). The page calculates the number of days to expiry, assumes dividends are received and calls are not early exercised for dividends.The calculation does not take account of the actual date of receipt of the dividends, rather assumes they are received immediately, slightly increasing the actual return.
To get a more accurate figure use the present value of the dividend(s) eg PV = FV/(1 + r)n.
For example a 20c dividend received in 3 mths has PV of 19.75c = 20c/(1+.05/4)1.
If dividends are payable before the option expires add the dividend(s) for your stock. To get a guide only as to what a company may pay and when, look up past dividends.
How to use the calculator.
Enter the stock code for the company you are considering writing calls against using the tab key to move between text boxes entering data as you go. After selecting the expiry month and tabbing to the next box, this page calculates days to expiry. Continue tabbing and the page calculates static & 'if exercised' returns. Your challenge is to select a stock that moves as expected and earns an acceptable return. Covered call writers earn conservatively 10-15% p.a., more on margin.
Enter Call Premium
Enter 1st Dividend Enter 2nd Dividend
Enter Share Price Enter Exercise Price
Enter call option expiry Days to Expiry
Static or "Stand Still" Return
Static Return - Annualised
Return if Exercised
Return if Exercised - Annualised

