BSX · Wheel

Boston Scientific Corporation Common Stock (BSX) wheel

The cash-secured put → assigned shares → covered call cycle for this ticker.

$41.58
Modelled strike
$37.00
Modelled premium
$0.35
Cash required
$3,700.00
Breakeven
$36.65
Downside buffer
11.9%
Period return
1.0%
Annualized return
18.1%
Days to expiration
21
Strategy payoffModelled cash-secured put payoff. Spot $41.58. Expiry maximum profit $35.00 · Expiry maximum loss -$3,665.00 · Expiry breakevens $36.65. Total position fees $0.00 deducted once. Intrinsic at the common expiration; IV/time never alters expiry P/L. No early exercise, assignment, slippage, dividends or taxes modeled.

Update time unavailable

Loading graph — the exact table is available below.

$20.79Expiration P/L -$1,586.00Update time unavailable
Event / reference markers
  • Spot: $41.58
  • Expiry breakeven $36.65: $36.65
  • sell put strike $37.00: $37.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
ObservationExpiration P/L (USD)ContextUpdated
-$1,586.00Update time unavailable
-$1,544.42Update time unavailable
-$1,502.84Update time unavailable
-$1,461.26Update time unavailable
-$1,419.68Update time unavailable
-$1,378.10Update time unavailable
-$1,336.52Update time unavailable
-$1,294.94Update time unavailable
-$1,253.36Update time unavailable
-$1,211.78Update time unavailable
-$1,170.20Update time unavailable
-$1,128.62Update time unavailable
-$1,087.04Update time unavailable
-$1,045.46Update time unavailable
-$1,003.88Update time unavailable
-$962.30Update time unavailable
-$920.72Update time unavailable
-$879.14Update time unavailable
-$837.56Update time unavailable
-$795.98Update time unavailable
-$754.40Update time unavailable
-$712.82Update time unavailable
-$671.24Update time unavailable
-$629.66Update time unavailable
-$588.08Update time unavailable
-$546.50Update time unavailable
-$504.92Update time unavailable
-$463.34Update time unavailable
-$421.76Update time unavailable
-$380.18Update time unavailable
-$338.60Update time unavailable
-$297.02Update time unavailable
-$255.44Update time unavailable
-$213.86Update time unavailable
-$172.28Update time unavailable
-$130.70Update time unavailable
-$89.12Update time unavailable
-$47.54Update time unavailable
-$5.96Update time unavailable
-$0.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Spot referenceUpdate time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable
$35.00Update time unavailable

Black-Scholes from the published at-the-money implied volatility (one expected move out of the money). If assigned you buy 100 shares at the strike, an effective $36.65 per share after premium; the shares can keep falling.

Stage C would sell a $46.00 call for about $0.55, lowering the effective basis further.

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.

Boston Scientific Corporation Common Stock (BSX) Wheel | Options Whale