back test Covered call QQQ

Discussion in 'Options' started by jogy, Jun 6, 2025 at 12:49 PM.

  1. jogy

    jogy

    If I have a portfolio of $100K to be deployed in purchasing just QQQ and then sell the covered calls on it, what's the optimum delta strike to select if I want to do DTE of 1 -2 days? I am hoping that someone has done the back test on this strategy.
     
  2. 2rosy

    2rosy

    15-30
     
    zdreg and Baron like this.
  3. demoncore

    demoncore

    You're getting a buck for Monday's 30D call. I'd go ATM (short ATM put naked).
     
    Option_Attack likes this.
  4. Matt_ORATS

    Matt_ORATS Sponsor

    This is the ORATS Backtest Finder where you can pick a symbol, day range, delta range and see results. This is just the short call portion. With the bull market, it is showing the WOTM as the best, not surprisingly.

    [​IMG]
    https://gyazo.com/829fdaeed570197390b2b7cd525888b1