Covered call yield API

Compute static return (premium/stock), if-called return ((premium + capped gain)/stock), both annualized to 365 days, downside protection, and breakeven for a covered call. Deterministic return-on-capital math. Answers 'what's my covered call yield','what's the annualized return if called away','what's my downside cushion'.

Price$0.03per request

MethodPOST

Route/v1/calc/opt-covered-call-yield

StatusLive

MIME typeapplication/json

Rate limit120/minute

CacheNo cache

optionscovered-callcalcyieldincomeannualizedderivativestrading

API URLhttps://x402.hexl.dev/v1/calc/opt-covered-call-yield

Integration docs

Example request

{
  "stockPrice": 100,
  "strike": 105,
  "premium": 2,
  "daysToExpiry": 30
}

Example response

{
  "stockPrice": 100,
  "strike": 105,
  "premium": 2,
  "daysToExpiry": 30,
  "moneyness": "out-of-the-money (OTM)",
  "downsideProtection": 2,
  "staticReturnPercent": 2,
  "ifCalledReturnPercent": 7,
  "annualizedStaticPercent": 27.2434,
  "annualizedIfCalledPercent": 127.7732,
  "breakeven": 98,
  "maxProfit": 700
}

Input schema

{
  "type": "object",
  "required": [
    "stockPrice",
    "strike",
    "premium",
    "daysToExpiry"
  ],
  "properties": {
    "stockPrice": {
      "type": "number",
      "examples": [
        100
      ]
    },
    "strike": {
      "type": "number",
      "examples": [
        105
      ]
    },
    "premium": {
      "type": "number",
      "examples": [
        2
      ]
    },
    "daysToExpiry": {
      "type": "number",
      "description": "calendar days to expiration",
      "examples": [
        30
      ]
    }
  }
}

Output schema

{
  "type": "object",
  "additionalProperties": true
}