{"slug":"crypto-covered-call-etfs","qid":"call_premium","label":"call_premium","post_title":"crypto-covered-call-etfs","post_url":"/blog/crypto-covered-call-etfs#q-call_premium","columns":["symbol","atm_premium_pct","otm_premium_pct"],"rows":[{"symbol":"MSTR","atm_premium_pct":8.07,"otm_premium_pct":3.1},{"symbol":"COIN","atm_premium_pct":7.31,"otm_premium_pct":2.81},{"symbol":"IBIT","atm_premium_pct":4.1,"otm_premium_pct":1.51},{"symbol":"KO","atm_premium_pct":2.1,"otm_premium_pct":0.77},{"symbol":"SPY","atm_premium_pct":1.48,"otm_premium_pct":0.49}],"shape":"ranking","sql":"SELECT\n    underlying_symbol AS symbol,\n    round(avgIf(toFloat64(option_close) / toFloat64(underlying_close) * 100, delta BETWEEN 0.45 AND 0.55), 2) AS atm_premium_pct,\n    round(avgIf(toFloat64(option_close) / toFloat64(underlying_close) * 100, delta BETWEEN 0.20 AND 0.30), 2) AS otm_premium_pct\nFROM global_markets.options_greeks\nWHERE underlying_symbol IN ('MSTR', 'COIN', 'IBIT', 'SPY', 'KO')\n  AND date >= today() - 120\n  AND iv_converged = 1\n  AND volume > 0\n  AND underlying_close > 0\n  AND option_close > 0\n  AND days_to_expiry BETWEEN 25 AND 35\nGROUP BY symbol\nHAVING countIf(delta BETWEEN 0.45 AND 0.55) > 0\n   AND countIf(delta BETWEEN 0.20 AND 0.30) > 0\nORDER BY atm_premium_pct DESC","computed_at":"2026-09-25T14:51:03.802728+00:00","elapsed":1.224581443}