GRPN · Covered-Calls
Groupon, Inc. (GRPN) covered calls
A modelled covered call from the published implied volatility, with premium yield and capped upside.
- Modelled strike
- $23.50
- Modelled premium
- $0.52
- Premium yield
- 2.8%
- Annualized premium yield
- 39.5%
- Breakeven
- $18.32
- Downside protection
- 2.8%
- Days to expiration
- 30
Update time unavailable
Loading graph — the exact table is available below.
$9.42Expiration P/L -$890.00Update time unavailable
Event / reference markers
- Spot: $18.84
- Expiry breakeven $18.32: $18.32
- sell call strike $23.50: $23.50
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$890.00 | Update time unavailable | ||
| -$871.16 | Update time unavailable | ||
| -$852.32 | Update time unavailable | ||
| -$833.48 | Update time unavailable | ||
| -$814.64 | Update time unavailable | ||
| -$795.80 | Update time unavailable | ||
| -$776.96 | Update time unavailable | ||
| -$758.12 | Update time unavailable | ||
| -$739.28 | Update time unavailable | ||
| -$720.44 | Update time unavailable | ||
| -$701.60 | Update time unavailable | ||
| -$682.76 | Update time unavailable | ||
| -$663.92 | Update time unavailable | ||
| -$645.08 | Update time unavailable | ||
| -$626.24 | Update time unavailable | ||
| -$607.40 | Update time unavailable | ||
| -$588.56 | Update time unavailable | ||
| -$569.72 | Update time unavailable | ||
| -$550.88 | Update time unavailable | ||
| -$532.04 | Update time unavailable | ||
| -$513.20 | Update time unavailable | ||
| -$494.36 | Update time unavailable | ||
| -$475.52 | Update time unavailable | ||
| -$456.68 | Update time unavailable | ||
| -$437.84 | Update time unavailable | ||
| -$419.00 | Update time unavailable | ||
| -$400.16 | Update time unavailable | ||
| -$381.32 | Update time unavailable | ||
| -$362.48 | Update time unavailable | ||
| -$343.64 | Update time unavailable | ||
| -$324.80 | Update time unavailable | ||
| -$305.96 | Update time unavailable | ||
| -$287.12 | Update time unavailable | ||
| -$268.28 | Update time unavailable | ||
| -$249.44 | Update time unavailable | ||
| -$230.60 | Update time unavailable | ||
| -$211.76 | Update time unavailable | ||
| -$192.92 | Update time unavailable | ||
| -$174.08 | Update time unavailable | ||
| -$155.24 | Update time unavailable | ||
| -$136.40 | Update time unavailable | ||
| -$117.56 | Update time unavailable | ||
| -$98.72 | Update time unavailable | ||
| -$79.88 | Update time unavailable | ||
| -$61.04 | Update time unavailable | ||
| -$42.20 | Update time unavailable | ||
| -$23.36 | Update time unavailable | ||
| -$4.52 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| $14.32 | Update time unavailable | ||
| $33.16 | Update time unavailable | ||
| $52.00 | Update time unavailable | ||
| $52.00 | Spot reference | Update time unavailable | |
| $70.84 | Update time unavailable | ||
| $89.68 | Update time unavailable | ||
| $108.52 | Update time unavailable | ||
| $127.36 | Update time unavailable | ||
| $146.20 | Update time unavailable | ||
| $165.04 | Update time unavailable | ||
| $183.88 | Update time unavailable | ||
| $202.72 | Update time unavailable | ||
| $221.56 | Update time unavailable | ||
| $240.40 | Update time unavailable | ||
| $259.24 | Update time unavailable | ||
| $278.08 | Update time unavailable | ||
| $296.92 | Update time unavailable | ||
| $315.76 | Update time unavailable | ||
| $334.60 | Update time unavailable | ||
| $353.44 | Update time unavailable | ||
| $372.28 | Update time unavailable | ||
| $391.12 | Update time unavailable | ||
| $409.96 | Update time unavailable | ||
| $428.80 | Update time unavailable | ||
| $447.64 | Update time unavailable | ||
| $466.48 | Update time unavailable | ||
| $485.32 | Update time unavailable | ||
| $504.16 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | Update time unavailable | ||
| $518.00 | 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 6, 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.