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DocumentationCovered Calls

Covered Call vs Holding

A detailed comparison of long stock and covered-call exposure across downside, upside, income and market regimes.

#Exposure comparison

DimensionLong stockCovered call
DownsideFull stock downsideFull stock downside, cushioned only by net premium
UpsideUncappedCapped above strike during the option term
IncomeDividends/distributions if applicableOption premium plus underlying distributions, subject to terms
Volatility exposureDirectional exposureShort call adds negative convexity and short-volatility exposure
Opportunity costNone from an upside capCan be large in a strong rally
Best relative environmentStrong sustained rallyFlat, modestly rising or modestly falling market, depending on terms
Worst relative environmentDecline affects bothExtreme rally creates greatest underperformance versus holding
Operational complexityHold or sell stockStrike, expiry, execution, assignment/settlement and possible roll

#A covered call is not fixed income

Premium may be received upfront, but the overall position remains equity-linked. Its terminal value can be far below entry if the stock declines. Describing premium as income does not make the position principal-protected or bond-like.

#Decision frame

The relevant question is not whether premium is positive. It is whether the premium adequately compensates for the selected strike, term, volatility, execution conditions and the possibility of surrendering a large rally.

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