CEG · Covered-Calls

Constellation Energy Corporation (CEG) covered calls

A modelled covered call from the published implied volatility, with premium yield and capped upside.

$264.58
Modelled strike
$290.00
Modelled premium
$2.93
Premium yield
1.1%
Annualized premium yield
44.1%
Breakeven
$261.65
Downside protection
1.1%
Days to expiration
11
Strategy payoffModelled covered call payoff. Spot $264.58. Expiry maximum profit $2,835.00 · Expiry maximum loss -$26,165.00 · Expiry breakevens $261.65. 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.

$132.29: Expiration P/L: -$12,936.00 Update time unavailable
Event / reference markers
  • Spot: $264.58
  • Expiry breakeven $261.65: $261.65
  • sell call strike $290.00: $290.00
Exact data table

Strategy payoff · full stored dataset, independent of graph range/toggles

ObservationExpiration P/L (USD)ContextUpdated
-$12,936.00Update time unavailable
-$12,671.42Update time unavailable
-$12,406.84Update time unavailable
-$12,142.26Update time unavailable
-$11,877.68Update time unavailable
-$11,613.10Update time unavailable
-$11,348.52Update time unavailable
-$11,083.94Update time unavailable
-$10,819.36Update time unavailable
-$10,554.78Update time unavailable
-$10,290.20Update time unavailable
-$10,025.62Update time unavailable
-$9,761.04Update time unavailable
-$9,496.46Update time unavailable
-$9,231.88Update time unavailable
-$8,967.30Update time unavailable
-$8,702.72Update time unavailable
-$8,438.14Update time unavailable
-$8,173.56Update time unavailable
-$7,908.98Update time unavailable
-$7,644.40Update time unavailable
-$7,379.82Update time unavailable
-$7,115.24Update time unavailable
-$6,850.66Update time unavailable
-$6,586.08Update time unavailable
-$6,321.50Update time unavailable
-$6,056.92Update time unavailable
-$5,792.34Update time unavailable
-$5,527.76Update time unavailable
-$5,263.18Update time unavailable
-$4,998.60Update time unavailable
-$4,734.02Update time unavailable
-$4,469.44Update time unavailable
-$4,204.86Update time unavailable
-$3,940.28Update time unavailable
-$3,675.70Update time unavailable
-$3,411.12Update time unavailable
-$3,146.54Update time unavailable
-$2,881.96Update time unavailable
-$2,617.38Update time unavailable
-$2,352.80Update time unavailable
-$2,088.22Update time unavailable
-$1,823.64Update time unavailable
-$1,559.06Update time unavailable
-$1,294.48Update time unavailable
-$1,029.90Update time unavailable
-$765.32Update time unavailable
-$500.74Update time unavailable
-$236.16Update time unavailable
-$0.00Update time unavailable
$28.42Update time unavailable
$293.00Spot referenceUpdate time unavailable
$293.00Update time unavailable
$557.58Update time unavailable
$822.16Update time unavailable
$1,086.74Update time unavailable
$1,351.32Update time unavailable
$1,615.90Update time unavailable
$1,880.48Update time unavailable
$2,145.06Update time unavailable
$2,409.64Update time unavailable
$2,674.22Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update time unavailable
$2,835.00Update 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.

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Data provenance

Figures are from published, reviewed research as of Oct 29, 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.