{"slug":"covered-call-screener-from-the-free-sql-api","qid":"screen_board","label":"screen_board","post_title":"covered-call-screener-from-the-free-sql-api","post_url":"/blog/covered-call-screener-from-the-free-sql-api#q-screen_board","columns":["contract_label","screened_on","dte","delta","otm_pct","premium","annual_yield_pct","volume"],"rows":[{"contract_label":"AMD Oct 2 $515","screened_on":"Aug 31","dte":32,"delta":0.297,"otm_pct":9.65,"premium":11.97,"annual_yield_pct":29.1,"volume":343},{"contract_label":"AMD Oct 2 $520","screened_on":"Aug 31","dte":32,"delta":0.273,"otm_pct":10.71,"premium":10.66,"annual_yield_pct":25.9,"volume":296},{"contract_label":"NVDA Sep 25 $230","screened_on":"Aug 31","dte":25,"delta":0.326,"otm_pct":4.42,"premium":3.69,"annual_yield_pct":24.5,"volume":4538},{"contract_label":"XOM Sep 25 $167.5","screened_on":"Aug 31","dte":25,"delta":0.311,"otm_pct":3.95,"premium":2.12,"annual_yield_pct":19.2,"volume":180},{"contract_label":"MSFT Sep 25 $525","screened_on":"Aug 31","dte":25,"delta":0.322,"otm_pct":3.39,"premium":6.4,"annual_yield_pct":18.4,"volume":220},{"contract_label":"NVDA Oct 9 $235","screened_on":"Aug 31","dte":39,"delta":0.298,"otm_pct":6.69,"premium":4.1,"annual_yield_pct":17.4,"volume":333},{"contract_label":"NVDA Oct 2 $235","screened_on":"Aug 31","dte":32,"delta":0.267,"otm_pct":6.69,"premium":3.15,"annual_yield_pct":16.3,"volume":1288},{"contract_label":"AAPL Sep 25 $330","screened_on":"Aug 31","dte":25,"delta":0.286,"otm_pct":4.1,"premium":3.45,"annual_yield_pct":15.9,"volume":1145},{"contract_label":"AAPL Oct 2 $330","screened_on":"Aug 31","dte":32,"delta":0.311,"otm_pct":4.1,"premium":4.27,"annual_yield_pct":15.4,"volume":346},{"contract_label":"XOM Oct 2 $170","screened_on":"Aug 31","dte":32,"delta":0.274,"otm_pct":5.5,"premium":2.05,"annual_yield_pct":14.5,"volume":127},{"contract_label":"MSFT Sep 25 $530","screened_on":"Aug 31","dte":25,"delta":0.266,"otm_pct":4.38,"premium":4.9,"annual_yield_pct":14.1,"volume":151},{"contract_label":"MSFT Oct 2 $535","screened_on":"Aug 31","dte":32,"delta":0.256,"otm_pct":5.36,"premium":5.34,"annual_yield_pct":12,"volume":938}],"shape":"table","sql":"WITH (\n    SELECT max(date)\n    FROM global_markets.options_greeks\n    WHERE date >= '2026-08-01' AND date < '2026-09-01'\n) AS screen_session\nSELECT\n    concat(underlying_symbol, ' ',\n           formatDateTime(expiration_date, '%b %e'), ' $',\n           toString(round(toFloat64(strike_price), 2)))                        AS contract_label,\n    formatDateTime(screen_session, '%b %e')                                    AS screened_on,\n    days_to_expiry                                                            AS dte,\n    round(delta, 3)                                                            AS delta,\n    round((toFloat64(strike_price) / toFloat64(underlying_close) - 1) * 100, 2) AS otm_pct,\n    round(toFloat64(option_close), 2)                                          AS premium,\n    round(toFloat64(option_close) / toFloat64(underlying_close)\n          * 365.0 / days_to_expiry * 100, 1)                                   AS annual_yield_pct,\n    volume\nFROM global_markets.options_greeks\nWHERE underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'AMD', 'KO', 'JNJ', 'XOM', 'SPY')\n  AND date = screen_session\n  AND iv_converged = 1\n  AND volume >= 100\n  AND days_to_expiry BETWEEN 20 AND 45\n  AND delta BETWEEN 0.25 AND 0.35\n  AND toFloat64(strike_price) / toFloat64(underlying_close) - 1 BETWEEN 0.02 AND 0.12\n  AND option_close >= 0.30\nORDER BY annual_yield_pct DESC\nLIMIT 12","computed_at":"2026-09-23T14:49:23.039472+00:00","elapsed":0.004484181}