PGY · Covered-Calls
Pagaya Technologies Ltd. (PGY) covered calls
A modelled covered call from the published implied volatility, with premium yield and capped upside.
- Modelled strike
- $23.50
- Modelled premium
- $0.21
- Premium yield
- 1.0%
- Annualized premium yield
- 40.1%
- Breakeven
- $20.60
- Downside protection
- 1.0%
- Days to expiration
- 11
Update time unavailable
Loading graph — the exact table is available below.
$10.405: Expiration P/L: -$1,019.50 Update time unavailable
Event / reference markers
- Spot: $20.81
- Expiry breakeven $20.60: $20.60
- sell call strike $23.50: $23.50
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$1,019.50 | Update time unavailable | ||
| -$998.69 | Update time unavailable | ||
| -$977.88 | Update time unavailable | ||
| -$957.07 | Update time unavailable | ||
| -$936.26 | Update time unavailable | ||
| -$915.45 | Update time unavailable | ||
| -$894.64 | Update time unavailable | ||
| -$873.83 | Update time unavailable | ||
| -$853.02 | Update time unavailable | ||
| -$832.21 | Update time unavailable | ||
| -$811.40 | Update time unavailable | ||
| -$790.59 | Update time unavailable | ||
| -$769.78 | Update time unavailable | ||
| -$748.97 | Update time unavailable | ||
| -$728.16 | Update time unavailable | ||
| -$707.35 | Update time unavailable | ||
| -$686.54 | Update time unavailable | ||
| -$665.73 | Update time unavailable | ||
| -$644.92 | Update time unavailable | ||
| -$624.11 | Update time unavailable | ||
| -$603.30 | Update time unavailable | ||
| -$582.49 | Update time unavailable | ||
| -$561.68 | Update time unavailable | ||
| -$540.87 | Update time unavailable | ||
| -$520.06 | Update time unavailable | ||
| -$499.25 | Update time unavailable | ||
| -$478.44 | Update time unavailable | ||
| -$457.63 | Update time unavailable | ||
| -$436.82 | Update time unavailable | ||
| -$416.01 | Update time unavailable | ||
| -$395.20 | Update time unavailable | ||
| -$374.39 | Update time unavailable | ||
| -$353.58 | Update time unavailable | ||
| -$332.77 | Update time unavailable | ||
| -$311.96 | Update time unavailable | ||
| -$291.15 | Update time unavailable | ||
| -$270.34 | Update time unavailable | ||
| -$249.53 | Update time unavailable | ||
| -$228.72 | Update time unavailable | ||
| -$207.91 | Update time unavailable | ||
| -$187.10 | Update time unavailable | ||
| -$166.29 | Update time unavailable | ||
| -$145.48 | Update time unavailable | ||
| -$124.67 | Update time unavailable | ||
| -$103.86 | Update time unavailable | ||
| -$83.05 | Update time unavailable | ||
| -$62.24 | Update time unavailable | ||
| -$41.43 | Update time unavailable | ||
| -$20.62 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| $0.19 | Update time unavailable | ||
| $21.00 | Update time unavailable | ||
| $21.00 | Spot reference | Update time unavailable | |
| $41.81 | Update time unavailable | ||
| $62.62 | Update time unavailable | ||
| $83.43 | Update time unavailable | ||
| $104.24 | Update time unavailable | ||
| $125.05 | Update time unavailable | ||
| $145.86 | Update time unavailable | ||
| $166.67 | Update time unavailable | ||
| $187.48 | Update time unavailable | ||
| $208.29 | Update time unavailable | ||
| $229.10 | Update time unavailable | ||
| $249.91 | Update time unavailable | ||
| $270.72 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | Update time unavailable | ||
| $290.00 | 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 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.