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Covered Call Compounded Annualized Return

Compounded-annualized return from premium income on a covered call, treating the per-trade yield as a periodic return that compounds end-to-end across the year. Always slightly higher than the simple form for the same inputs.

When to use: Use when you want a compounding-consistent comparison against CAGR, EAR, or other annualized return measures. Use the simple form when matching the convention used by most broker covered-call screeners.

Calculator

Formula

Annualized Return=(1+PremiumStrike)365Days to Expiration1\text{Annualized Return} = \left(1 + \frac{\text{Premium}}{\text{Strike}}\right)^{\frac{365}{\text{Days to Expiration}}} - 1

Variables

SymbolNameDescriptionUnit
IRRCompounded Annualized ReturnCompounded-annualized return assuming the trade is repeated end-to-end at the same yield%
TodayToday's DateDate the option is sold (trade date)date
ExpirationExpiration DateDate the option contract expiresdate
PremiumPremium per ShareCash credit received per share for selling the option$
StrikeStrike PriceExercise price of the option contract$

Real-Life Examples

Example 1: 30-Day Call on a $200 Strike

On April 29, 2026 you sell a 30-day covered call at a $200 strike for $3.00 of premium per share.

Given

Today = 2026-04-29Expiration = 2026-05-29Premium = 3Strike = 200

Step-by-Step

1.Days to Expiration = 30
2.Per-trade yield = 3.00 / 200 = 0.0150
3.Compounding exponent = 365 / 30 = 12.167
4.Annualized Return = (1.0150)^12.167 − 1 = 1.1986 − 1 = 0.1986 = 19.86%
Result:0.20

Compounded form gives 19.86% versus 18.25% simple — about 161 bps higher for this monthly trade.

Frequently Asked Questions

When comparing against a compounding benchmark — a stock's CAGR, an EAR on a bond, or a portfolio hurdle rate. For comparability with broker-displayed yields, stick with the simple form.

Mathematically, yes — compounding implies the per-period yield is folded back into the next period's capital base. In practice, covered-call premium goes into your cash account and may or may not be redeployed; treat the figure as a yield equivalent rather than a literal forward return.