Options - covered calls (pynance.opt.covcall)

pynance.opt.covcall.get(eqprice, callprice, strike, shares=1, buycomm=0.0, excomm=0.0, dividend=0.0)[source]

Metrics for covered calls.


eqprice : float

Price at which stock is purchased.

callprice : float

Price for which call is sold.

strike : float

Strike price of call sold.

shares : int, optional

Number of shares of stock. Defaults to 1.

buycomm : float, optional

Commission paid on total initial purchase.

excomm : float optional

Commission to be paid if option is exercised.

dividend : float, optional

Total dividends per share expected between purchase and expiration.


metrics : pandas.DataFrame

Investment metrics


Cf. Lawrence McMillan, Options as a Strategic Investment, 5th ed., p. 43