The covered call screen, ranked by annualised yield, last session of August 2026

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH (
    SELECT max(date)
    FROM global_markets.options_greeks
    WHERE date >= '2026-08-01' AND date < '2026-09-01'
) AS screen_session
SELECT
    concat(underlying_symbol, ' ',
           formatDateTime(expiration_date, '%b %e'), ' $',
           toString(round(toFloat64(strike_price), 2)))                        AS contract_label,
    formatDateTime(screen_session, '%b %e')                                    AS screened_on,
    days_to_expiry                                                            AS dte,
    round(delta, 3)                                                            AS delta,
    round((toFloat64(strike_price) / toFloat64(underlying_close) - 1) * 100, 2) AS otm_pct,
    round(toFloat64(option_close), 2)                                          AS premium,
    round(toFloat64(option_close) / toFloat64(underlying_close)
          * 365.0 / days_to_expiry * 100, 1)                                   AS annual_yield_pct,
    volume
FROM global_markets.options_greeks
WHERE underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'AMD', 'KO', 'JNJ', 'XOM', 'SPY')
  AND date = screen_session
  AND iv_converged = 1
  AND volume >= 100
  AND days_to_expiry BETWEEN 20 AND 45
  AND delta BETWEEN 0.25 AND 0.35
  AND toFloat64(strike_price) / toFloat64(underlying_close) - 1 BETWEEN 0.02 AND 0.12
  AND option_close >= 0.30
ORDER BY annual_yield_pct DESC
LIMIT 12