OSCR · Covered-Calls
Oscar Health, Inc. Class A Common Stock (OSCR) covered calls
A modelled covered call from the published implied volatility, with premium yield and capped upside.
- Modelled strike
- $40.00
- Modelled premium
- $0.69
- Premium yield
- 2.1%
- Annualized premium yield
- 29.8%
- Breakeven
- $32.22
- Downside protection
- 2.1%
- Days to expiration
- 29
Update time unavailable
Loading graph — the exact table is available below.
$16.455Expiration P/L -$1,576.50Update time unavailable
Event / reference markers
- Spot: $32.91
- Expiry breakeven $32.22: $32.22
- sell call strike $40.00: $40.00
Exact data table
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$1,576.50 | Update time unavailable | ||
| -$1,543.59 | Update time unavailable | ||
| -$1,510.68 | Update time unavailable | ||
| -$1,477.77 | Update time unavailable | ||
| -$1,444.86 | Update time unavailable | ||
| -$1,411.95 | Update time unavailable | ||
| -$1,379.04 | Update time unavailable | ||
| -$1,346.13 | Update time unavailable | ||
| -$1,313.22 | Update time unavailable | ||
| -$1,280.31 | Update time unavailable | ||
| -$1,247.40 | Update time unavailable | ||
| -$1,214.49 | Update time unavailable | ||
| -$1,181.58 | Update time unavailable | ||
| -$1,148.67 | Update time unavailable | ||
| -$1,115.76 | Update time unavailable | ||
| -$1,082.85 | Update time unavailable | ||
| -$1,049.94 | Update time unavailable | ||
| -$1,017.03 | Update time unavailable | ||
| -$984.12 | Update time unavailable | ||
| -$951.21 | Update time unavailable | ||
| -$918.30 | Update time unavailable | ||
| -$885.39 | Update time unavailable | ||
| -$852.48 | Update time unavailable | ||
| -$819.57 | Update time unavailable | ||
| -$786.66 | Update time unavailable | ||
| -$753.75 | Update time unavailable | ||
| -$720.84 | Update time unavailable | ||
| -$687.93 | Update time unavailable | ||
| -$655.02 | Update time unavailable | ||
| -$622.11 | Update time unavailable | ||
| -$589.20 | Update time unavailable | ||
| -$556.29 | Update time unavailable | ||
| -$523.38 | Update time unavailable | ||
| -$490.47 | Update time unavailable | ||
| -$457.56 | Update time unavailable | ||
| -$424.65 | Update time unavailable | ||
| -$391.74 | Update time unavailable | ||
| -$358.83 | Update time unavailable | ||
| -$325.92 | Update time unavailable | ||
| -$293.01 | Update time unavailable | ||
| -$260.10 | Update time unavailable | ||
| -$227.19 | Update time unavailable | ||
| -$194.28 | Update time unavailable | ||
| -$161.37 | Update time unavailable | ||
| -$128.46 | Update time unavailable | ||
| -$95.55 | Update time unavailable | ||
| -$62.64 | Update time unavailable | ||
| -$29.73 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| $3.18 | Update time unavailable | ||
| $36.09 | Update time unavailable | ||
| $69.00 | Spot reference | Update time unavailable | |
| $101.91 | Update time unavailable | ||
| $134.82 | Update time unavailable | ||
| $167.73 | Update time unavailable | ||
| $200.64 | Update time unavailable | ||
| $233.55 | Update time unavailable | ||
| $266.46 | Update time unavailable | ||
| $299.37 | Update time unavailable | ||
| $332.28 | Update time unavailable | ||
| $365.19 | Update time unavailable | ||
| $398.10 | Update time unavailable | ||
| $431.01 | Update time unavailable | ||
| $463.92 | Update time unavailable | ||
| $496.83 | Update time unavailable | ||
| $529.74 | Update time unavailable | ||
| $562.65 | Update time unavailable | ||
| $595.56 | Update time unavailable | ||
| $628.47 | Update time unavailable | ||
| $661.38 | Update time unavailable | ||
| $694.29 | Update time unavailable | ||
| $727.20 | Update time unavailable | ||
| $760.11 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | Update time unavailable | ||
| $778.00 | 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.