covered_calls

Screen listed calls by annualized premium return and potential capital gain.

Examples

from openbb import obb
# Screen listed calls for covered-write returns.
obb.tmx.derivatives.options.covered_calls(provider='tmx')

Parameters

• standard
• tmx

symbol: str | None
Restrict to one underlying. Leave unset to screen every listing.

expiration: str | None
Restrict to one expiry month, as YYYY-MM.

premium_return_min: float | None
Default: 5.0
Minimum annualized premium return, in percent. The exchange enforces a floor of 0.5.

capital_gain_min: float | None
Default: 5.0
Minimum annualized potential capital gain, in percent. The exchange enforces a floor of 0.5.

use_cache: bool | None
Default: True
Whether to use the on-disk response cache. Set to False to bypass.

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Returns

results: CoveredCallScreener

Serializable results.

provider: str | None

Provider name.

warnings: Optional[list[Warning_]]

List of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

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Data

• standard
• tmx

symbol: str
Symbol representing the entity requested in the data.

expiration: date | None
Expiration date of the contract.

strike: float | None
Strike price of the contract.

underlying_price: float | None
Last price of the underlying.

total_return: float | None
Annualized potential total return, as a normalized percent.

premium_return: float | None
Annualized premium return, as a normalized percent.

capital_gain: float | None
Annualized potential capital gain, as a normalized percent.

bid: float | None
Bid price of the contract.

bid_size: int | None
Bid size.

ask: float | None
Ask price of the contract.

ask_size: int | None
Ask size.

volume: int | None
Contract volume.

open_interest: int | None
Open interest.