SNAP · Covered-Calls
Snap Inc. Class A Common Stock (SNAP) covered calls
A modelled covered call from the published implied volatility, with premium yield and capped upside.
- Modelled strike
- $6.50
- Modelled premium
- $0.12
- Premium yield
- 2.2%
- Annualized premium yield
- 265.3%
- Breakeven
- $5.56
- Downside protection
- 2.2%
- Days to expiration
- 6
Update time unavailable
Loading graph — the exact table is available below.
$2.84: Expiration P/L: -$272.00 Update time unavailable
Event / reference markers
- Spot: $5.68
- Expiry breakeven $5.56: $5.56
- sell call strike $6.50: $6.50
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$272.00 | Update time unavailable | ||
| -$266.32 | Update time unavailable | ||
| -$260.64 | Update time unavailable | ||
| -$254.96 | Update time unavailable | ||
| -$249.28 | Update time unavailable | ||
| -$243.60 | Update time unavailable | ||
| -$237.92 | Update time unavailable | ||
| -$232.24 | Update time unavailable | ||
| -$226.56 | Update time unavailable | ||
| -$220.88 | Update time unavailable | ||
| -$215.20 | Update time unavailable | ||
| -$209.52 | Update time unavailable | ||
| -$203.84 | Update time unavailable | ||
| -$198.16 | Update time unavailable | ||
| -$192.48 | Update time unavailable | ||
| -$186.80 | Update time unavailable | ||
| -$181.12 | Update time unavailable | ||
| -$175.44 | Update time unavailable | ||
| -$169.76 | Update time unavailable | ||
| -$164.08 | Update time unavailable | ||
| -$158.40 | Update time unavailable | ||
| -$152.72 | Update time unavailable | ||
| -$147.04 | Update time unavailable | ||
| -$141.36 | Update time unavailable | ||
| -$135.68 | Update time unavailable | ||
| -$130.00 | Update time unavailable | ||
| -$124.32 | Update time unavailable | ||
| -$118.64 | Update time unavailable | ||
| -$112.96 | Update time unavailable | ||
| -$107.28 | Update time unavailable | ||
| -$101.60 | Update time unavailable | ||
| -$95.92 | Update time unavailable | ||
| -$90.24 | Update time unavailable | ||
| -$84.56 | Update time unavailable | ||
| -$78.88 | Update time unavailable | ||
| -$73.20 | Update time unavailable | ||
| -$67.52 | Update time unavailable | ||
| -$61.84 | Update time unavailable | ||
| -$56.16 | Update time unavailable | ||
| -$50.48 | Update time unavailable | ||
| -$44.80 | Update time unavailable | ||
| -$39.12 | Update time unavailable | ||
| -$33.44 | Update time unavailable | ||
| -$27.76 | Update time unavailable | ||
| -$22.08 | Update time unavailable | ||
| -$16.40 | Update time unavailable | ||
| -$10.72 | Update time unavailable | ||
| -$5.04 | Update time unavailable | ||
| -$0.00 | Update time unavailable | ||
| $0.64 | Update time unavailable | ||
| $6.32 | Update time unavailable | ||
| $12.00 | Spot reference | Update time unavailable | |
| $17.68 | Update time unavailable | ||
| $23.36 | Update time unavailable | ||
| $29.04 | Update time unavailable | ||
| $34.72 | Update time unavailable | ||
| $40.40 | Update time unavailable | ||
| $46.08 | Update time unavailable | ||
| $51.76 | Update time unavailable | ||
| $57.44 | Update time unavailable | ||
| $63.12 | Update time unavailable | ||
| $68.80 | Update time unavailable | ||
| $74.48 | Update time unavailable | ||
| $80.16 | Update time unavailable | ||
| $85.84 | Update time unavailable | ||
| $91.52 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | Update time unavailable | ||
| $94.00 | 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.