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BullishUnlimited riskBeginnerShort / Credit

Covered Call option strategy

Covered Call holds a long future and sells an OTM Call against it. The call premium adds income and a small cushion, in exchange for capping the upside at the call strike.

Payoff at expiry

Nifty, lot size 65 · Nifty future 22,650 · 27 Oct 2026
−60k−40k−20k020k21,55022,10022,65023,20023,750Nifty
ProfitLossBreakeven

Legs

ActionOptionStrikeLotsQtyPremium
BUYFuture–16522,650
SELLOTM Call22,700165₹266.51
Strikes around the Nifty future; premiums modelled at the current at-the-money IV (live prices were unavailable).

How it works

  1. Buy 1 lot of the future at 22,650.
  2. Sell 1 OTM call at the 22,700 strike for ₹266.51, collecting the premium.
  3. You receive a net ₹17,323 upfront for the position. Your maximum profit is ₹20,586.
AT EXPIRY

Below 22,383 you lose, and the loss grows as Nifty falls.

Above 22,383 you profit, up to ₹20,586.

Set-up: Buy 1 lot Future and Sell 1 lot OTM Call with same expiration date.

What happens if Nifty moves

Profit or loss at expiry
Nifty at expiryMoveProfit / loss
21,300−6%−₹70,414
21,950−3%−₹28,164
22,400−1%+₹1,086
22,650Unchanged+₹17,336
22,900+1%+₹20,586
23,350+3%+₹20,586
24,000+6%+₹20,586

How the Greeks affect it

DeltaPositive
Gains when Nifty rises, loses when it falls.
GammaNegative
Delta moves against you as Nifty moves, so large moves hurt, especially near expiry.
ThetaPositive
Time decay works for you: the position gains value each day if Nifty holds still.
VegaNegative
A fall in implied volatility helps; a rise hurts.
Signs are for the position as a whole at entry and change as the market and time move.

When to use

When you are mildly bullish and do not expect the underlying to rise far above the call strike before expiry.

  • Generates regular income on a long position.
  • Premium lowers the effective entry price.
  • Simple to understand and manage.

Things to watch

  • Upside is capped at the call strike.
  • Downside risk is almost that of the future.
  • Needs margin for the future.

Covered Call: questions

What is a Covered Call strategy?

Covered Call holds a long future and sells an OTM Call against it. The call premium adds income and a small cushion, in exchange for capping the upside at the call strike.

When should you use a Covered Call?

When you are mildly bullish and do not expect the underlying to rise far above the call strike before expiry.

How do you set up a Covered Call?

Buy 1 lot Future and Sell 1 lot OTM Call with same expiration date.

What is the maximum profit of a Covered Call?

Limited to the call strike less the futures price plus the premium received.

What is the maximum loss of a Covered Call?

Substantial if the underlying falls, reduced only by the premium received.

What is the breakeven of a Covered Call?

With Nifty at 22,650, the example on this page breaks even at 22,383 at expiry.

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