BSX · Covered-Calls
Boston Scientific Corporation Common Stock (BSX) covered calls
A modelled covered call from the published implied volatility, with premium yield and capped upside.
- Modelled strike
- $46.00
- Modelled premium
- $0.55
- Premium yield
- 1.3%
- Annualized premium yield
- 25.6%
- Breakeven
- $41.03
- Downside protection
- 1.3%
- Days to expiration
- 21
Update time unavailable
Loading graph — the exact table is available below.
$20.79Expiration P/L -$2,024.00Update time unavailable
Event / reference markers
- Spot: $41.58
- Expiry breakeven $41.03: $41.03
- sell call strike $46.00: $46.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$2,024.00 | Update time unavailable | ||
| -$1,982.42 | Update time unavailable | ||
| -$1,940.84 | Update time unavailable | ||
| -$1,899.26 | Update time unavailable | ||
| -$1,857.68 | Update time unavailable | ||
| -$1,816.10 | Update time unavailable | ||
| -$1,774.52 | Update time unavailable | ||
| -$1,732.94 | Update time unavailable | ||
| -$1,691.36 | Update time unavailable | ||
| -$1,649.78 | Update time unavailable | ||
| -$1,608.20 | Update time unavailable | ||
| -$1,566.62 | Update time unavailable | ||
| -$1,525.04 | Update time unavailable | ||
| -$1,483.46 | Update time unavailable | ||
| -$1,441.88 | Update time unavailable | ||
| -$1,400.30 | Update time unavailable | ||
| -$1,358.72 | Update time unavailable | ||
| -$1,317.14 | Update time unavailable | ||
| -$1,275.56 | Update time unavailable | ||
| -$1,233.98 | Update time unavailable | ||
| -$1,192.40 | Update time unavailable | ||
| -$1,150.82 | Update time unavailable | ||
| -$1,109.24 | Update time unavailable | ||
| -$1,067.66 | Update time unavailable | ||
| -$1,026.08 | Update time unavailable | ||
| -$984.50 | Update time unavailable | ||
| -$942.92 | Update time unavailable | ||
| -$901.34 | Update time unavailable | ||
| -$859.76 | Update time unavailable | ||
| -$818.18 | Update time unavailable | ||
| -$776.60 | Update time unavailable | ||
| -$735.02 | Update time unavailable | ||
| -$693.44 | Update time unavailable | ||
| -$651.86 | Update time unavailable | ||
| -$610.28 | Update time unavailable | ||
| -$568.70 | Update time unavailable | ||
| -$527.12 | Update time unavailable | ||
| -$485.54 | Update time unavailable | ||
| -$443.96 | Update time unavailable | ||
| -$402.38 | Update time unavailable | ||
| -$360.80 | Update time unavailable | ||
| -$319.22 | Update time unavailable | ||
| -$277.64 | Update time unavailable | ||
| -$236.06 | Update time unavailable | ||
| -$194.48 | Update time unavailable | ||
| -$152.90 | Update time unavailable | ||
| -$111.32 | Update time unavailable | ||
| -$69.74 | Update time unavailable | ||
| -$28.16 | Update time unavailable | ||
| -$0.00 | Update time unavailable | ||
| $13.42 | Update time unavailable | ||
| $55.00 | Spot reference | Update time unavailable | |
| $96.58 | Update time unavailable | ||
| $138.16 | Update time unavailable | ||
| $179.74 | Update time unavailable | ||
| $221.32 | Update time unavailable | ||
| $262.90 | Update time unavailable | ||
| $304.48 | Update time unavailable | ||
| $346.06 | Update time unavailable | ||
| $387.64 | Update time unavailable | ||
| $429.22 | Update time unavailable | ||
| $470.80 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | Update time unavailable | ||
| $497.00 | 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.