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DocumentationCovered Calls

Moneyness

How in-the-money, at-the-money and out-of-the-money strikes change a covered call's starting economics.

#Spot relative to strike

Call stateRelationshipIntrinsic valueCovered-call implication
OTMSpot < strikeZeroMore upside remains before the cap; premium is primarily time value.
ATMSpot ≈ strikeNear zeroLittle upside remains before the cap; time value is often significant.
ITMSpot > strikeSpot − strikePart of current stock value is already above the strike; assignment/settlement is more likely economically.

#From the covered-call seller's perspective

Moneyness is not a quality score. An OTM call usually retains more upside but pays less premium. An ATM call transfers almost all upside from the current spot. An ITM call can resemble a position with a lower effective exit level and more premium, but still carries the stock's downside below that economic level.

Call intrinsic value = max(S − K, 0)

#Moneyness changes

A call can move from OTM to ITM as the stock rises, or the reverse as it falls. The label describes a state at a moment; it does not determine the final outcome. Liquidity, implied volatility and remaining time still matter before expiry.

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