AGNC · Covered-Calls
AGNC Investment Corp. (AGNC) covered calls
A modelled covered call from the published implied volatility, with premium yield and capped upside.
- Modelled strike
- $9.00
- Modelled premium
- $0.04
- Premium yield
- 0.5%
- Annualized premium yield
- 17.2%
- Breakeven
- $8.42
- Downside protection
- 0.5%
- Days to expiration
- 12
Update time unavailable
Loading graph — the exact table is available below.
$4.23Expiration P/L -$419.00Update time unavailable
Event / reference markers
- Spot: $8.46
- Expiry breakeven $8.42: $8.42
- sell call strike $9.00: $9.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$419.00 | Update time unavailable | ||
| -$410.54 | Update time unavailable | ||
| -$402.08 | Update time unavailable | ||
| -$393.62 | Update time unavailable | ||
| -$385.16 | Update time unavailable | ||
| -$376.70 | Update time unavailable | ||
| -$368.24 | Update time unavailable | ||
| -$359.78 | Update time unavailable | ||
| -$351.32 | Update time unavailable | ||
| -$342.86 | Update time unavailable | ||
| -$334.40 | Update time unavailable | ||
| -$325.94 | Update time unavailable | ||
| -$317.48 | Update time unavailable | ||
| -$309.02 | Update time unavailable | ||
| -$300.56 | Update time unavailable | ||
| -$292.10 | Update time unavailable | ||
| -$283.64 | Update time unavailable | ||
| -$275.18 | Update time unavailable | ||
| -$266.72 | Update time unavailable | ||
| -$258.26 | Update time unavailable | ||
| -$249.80 | Update time unavailable | ||
| -$241.34 | Update time unavailable | ||
| -$232.88 | Update time unavailable | ||
| -$224.42 | Update time unavailable | ||
| -$215.96 | Update time unavailable | ||
| -$207.50 | Update time unavailable | ||
| -$199.04 | Update time unavailable | ||
| -$190.58 | Update time unavailable | ||
| -$182.12 | Update time unavailable | ||
| -$173.66 | Update time unavailable | ||
| -$165.20 | Update time unavailable | ||
| -$156.74 | Update time unavailable | ||
| -$148.28 | Update time unavailable | ||
| -$139.82 | Update time unavailable | ||
| -$131.36 | Update time unavailable | ||
| -$122.90 | Update time unavailable | ||
| -$114.44 | Update time unavailable | ||
| -$105.98 | Update time unavailable | ||
| -$97.52 | Update time unavailable | ||
| -$89.06 | Update time unavailable | ||
| -$80.60 | Update time unavailable | ||
| -$72.14 | Update time unavailable | ||
| -$63.68 | Update time unavailable | ||
| -$55.22 | Update time unavailable | ||
| -$46.76 | Update time unavailable | ||
| -$38.30 | Update time unavailable | ||
| -$29.84 | Update time unavailable | ||
| -$21.38 | Update time unavailable | ||
| -$12.92 | Update time unavailable | ||
| -$4.46 | Update time unavailable | ||
| -$0.00 | Update time unavailable | ||
| $4.00 | Spot reference | Update time unavailable | |
| $12.46 | Update time unavailable | ||
| $20.92 | Update time unavailable | ||
| $29.38 | Update time unavailable | ||
| $37.84 | Update time unavailable | ||
| $46.30 | Update time unavailable | ||
| $54.76 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable | ||
| $58.00 | Update time unavailable |
Black-Scholes from the published at-the-money implied volatility (one expected move above spot). Requires 100 shares per contract; above the strike the shares are called away.
Next steps
Data provenance
Figures are from published, reviewed research as of Oct 7, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.