I read about selling a covered calls on SPY (31-45 DTE, <0.16 delta), which would supposedly generate ~3% a year on top of the SPY returns. Sounds nice.

    However, this should be the same as selling puts with the same high strike (right?), which emotionally doesn't feel as nice.

    Is this one of those strategies that seem fool proof at first, only to not work anymore once some extreme event takes place? Or maybe it doesn't work at all…?

    Selling Covered Calls on SPY
    byu/9xD4aPHdEeb inoptions



    Posted by 9xD4aPHdEeb

    1 Comment

    1. Selling a covered call is for when you have a neutral to mildly bullish outlook and your are willing to sell the stock at a given price. It’s an income strategy.

      A covered call is synthetically equivalent to selling a short put (strike and expiration are the same). The put has the advantage since it has less slippage and commissions if unassigned.

      Both have an asymmetric risk reward profile because it’s a long delta strategy. If it works out, you have a smaller potential gain than if it really doesn’t workout

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