Share price indexed to 100, three covered call ETFs, monthly

Name: Share price indexed to 100, three covered call ETFs, monthly
Creator: Strasmore
Published: 2026-08-22
License: https://www.strasmore.com/terms/

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-22, from Return of Capital in ETF Distributions.

as of 2026-08-22 series 59×4read in context →

Share price indexed to 100, three covered call ETFs, monthly — 59 rows by 4 columns, computed 2026-08-22 from US exchange, SIP and OPRA data.
month	qyld_price_index	xyld_price_index	ryld_price_index
2021-09	100	100	100
2021-10	103.5	103.8	101.4
2021-11	102	101.5	97.5
2021-12	100.8	104.3	98.2
2022-01	94.2	100.6	91.7
2022-02	91.3	98.8	93.3
2022-03	95.1	102	95.7
2022-04	87.6	95.9	88.9
2022-05	81.8	91.5	85.7
2022-06	79.4	88	82.5
2022-07	83.6	90.3	85.2
2022-08	77.4	85	80.3
2022-09	71	78.7	74.2
2022-10	73.3	82.4	78.7
2022-11	75.3	83.1	78.7
2022-12	72.2	81.2	75.7
2023-01	76.6	83.7	77.8
2023-02	74.4	82.6	76.9
2023-03	77.9	83.4	72.4
2023-04	78.5	83.5	72.2
2023-05	80	83.7	71.8
2023-06	80.6	84.6	72.8
2023-07	81.8	85.2	73.3
2023-08	79.2	83	70.7
2023-09	76.1	80.1	68.6
2023-10	75.4	78.7	64.7
2023-11	77.4	80.3	66.9
2023-12	78.7	81.3	67.3
2024-01	80	82	65.7
2024-02	81	82.8	66.5
2024-03	81.4	84	68
2024-04	79	82.2	65.6
2024-05	79.5	82.5	65.5
2024-06	80.2	83.2	64.5
2024-07	79.7	83.5	65.3
2024-08	81.2	85	65
2024-09	81.9	85.5	65
2024-10	81.5	84.2	64.4
2024-11	82.7	86.8	67.2
2024-12	82.7	86.3	65.7
2025-01	83.8	87.3	66.7
2025-02	81.4	86.1	64.6
2025-03	75.5	81.3	60.7
2025-04	74	79	58.3
2025-05	74.3	78.9	58.3
2025-06	75.9	80.2	60
2025-07	76	80.1	59.1
2025-08	75.6	80.2	60.8
2025-09	77.2	80.9	60.5
2025-10	79.1	82.2	62
2025-11	79.3	83	61.7
2025-12	80.2	83.7	61.6
2026-01	80.7	83.9	62.1
2026-02	79.9	83.9	63
2026-03	77.8	80.6	60.2
2026-04	81.6	83	62.1
2026-05	82.1	83.9	63.4
2026-06	83.6	84.1	64.3
2026-07	80.5	84.8	64.4

Rows × columns: 59 × 4
Period covered: 2021-09 to 2026-07
Computed: 2026-08-22
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for Share price indexed to 100, three covered call ETFs, monthly, derived from the stored result.
Column	Type	Range	Notes
`month`	date	2021-09 to 2026-07
`qyld_price_index`	number	71 to 103.5	US dollars
`xyld_price_index`	number	78.7 to 104.3	US dollars
`ryld_price_index`	number	58.3 to 101.4	US dollars

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-08-22, and the query below is what returned them.

the exact SQL behind every number

WITH monthly AS
(
    SELECT
        ticker,
        toStartOfMonth(toTimeZone(window_start, 'America/New_York')) AS month_start,
        argMax(toFloat64(close), window_start)                       AS month_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('QYLD', 'XYLD', 'RYLD')
      AND window_start >= toDateTime('2021-09-01 04:00:00')
      AND window_start <  toDateTime('2026-08-01 04:00:00')
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
    GROUP BY ticker, month_start
),
base AS
(
    SELECT
        ticker,
        argMin(month_close, month_start) AS base_close
    FROM monthly
    GROUP BY ticker
)
SELECT
    formatDateTime(m.month_start, '%Y-%m')                                  AS month,
    round(100 * sumIf(m.month_close / b.base_close, m.ticker = 'QYLD'), 1)  AS qyld_price_index,
    round(100 * sumIf(m.month_close / b.base_close, m.ticker = 'XYLD'), 1)  AS xyld_price_index,
    round(100 * sumIf(m.month_close / b.base_close, m.ticker = 'RYLD'), 1)  AS ryld_price_index
FROM monthly AS m
INNER JOIN base AS b ON b.ticker = m.ticker
GROUP BY m.month_start
ORDER BY m.month_start

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