Selling a Covered Call [VZ]

This is the third post of the weekend, and it concludes a very simple sequence of trades to be made when the market opens on Monday:

  1. Place a market order to sell the remaining 45 shares of TDS. At approximately $20.52 per share, the proceeds from this sale plus those from the assignment on the three covered calls with a strike price of $20.00 should produce approximately $6,923.40 in cash.
  2. Place a market order to purchase 177 shares of VZ. At approximately $40.61 per share, this should use up the available cash from #1 in addition to the usual $250+ weekly investment.
  3. Place a Limit Order GTC Selling to Open 1 December 20, 2024 $45.00 Call Option [Symbol: VZ241220C45] for a credit of $0.35 per share.

If you do not wish to be present and attentive when the market opens on Monday, you can always schedule the orders to submit in staggard fashion. For instance, you can schedule the first one to submit at 9:30am, the second at 9:31am (because you may need the proceeds from the first trade to execute the second), and the last for 9:32am (since your account permissions may require the ownership of the shares in #2 in order to write the call). You also have the option to change up #2 and #3 by doing a buy/write for 100 shares with a limit debit of 40.61 – 0.35 = 40.26. Then schedule a market order to buy 77 more shares of VZ.

Locking Down the Variables

One of the luxuries of having a significant number of shares is the ability to write covered calls. See my post on 2024-08-10 titled “Comfort in Calls Getting Covered” for an explanation of the advantages of this strategy in general. However, what follows is my explanation for each of the decision points I had to make with regard to the expiration date, strike price, and premium.

I learned some guiding principles from a gentleman and covered call expert by the name of Robert Rapier at Investing Daily. First, he seeks to write covered calls in a range from 90 to 180 days if possible. Next, he seeks a premium such that, if annualized and combined with the dividend yield, would produce an income of 8%. Lastly, if one is to be assigned on the call, the strike price should provide an upside of 30% annualized. Ultimately, one wants to be compensated appropriately for the inconvenience of having the shares called away. So, keeping these guiding principles and my own objectives in mind, I present the following:

Expiration Date

The expiration date of 2024-12-20 is out 125 days, in the middle of the desired 3- to 6-month range. Also, it falls between the likely ex-dividend dates specific to VZ of early October and early January. If the stock price rises above the strike price, the holder of a call may choose to exercise prior to the ex-dividend date in order to capture the dividend. The more days between the ex-dividend date and the expiration date, the less likely the chance of early exercise.

Strike Price

Given VZ is currently trading at $40.61, and the expiry at 125 days out already established, the strike must be $45 or greater to produce an annualized price appreciation of 30% or more. I chose $45 to maximize the premium and for reasons that will become clearer below. With $45 as strike we have (45/40.61)^(365/125)-1 = 34.9%.

Premium

The current bid of $0.35 associated with the $45 strike is 0.35x(365/125) = 1.022 annualized premium. For 100 shares, this is $102.20 on an annual basis and over the entire position of 177 shares, translates to $0.58 per share – an option yield of 0.58/40.61 = 1.4%, the perfect complement to a dividend yield of 6.6% in the quest for 8.0% income. A $46 strike would achieve a larger return (44%) and a premium of $0.22 (1.6% annualized). In other words, a perfectly suitable option. However, the annualized option yield drops to 0.9% over the entire block.

In the end, I chose a bit more premium. This call has an 85.4% chance of expiring worthless. The $46 strike, 89.8%. But the premium is (0.35/.22)-1 =59% more premium.

Closing Thoughts

Rolling over the massively profitable position in TDS means starting a rather large position in VZ. Obviously, the amount of money in any one position is still capped according to my formula. And while it is a good idea to invest strongly in one’s highest convictions, risk does weigh on the mind. This covered call strategy provides just a little downside protection and ultimately, collecting some upfront premium in exchange for outperformance beyond the strike seems like a fair exchange. The reason is in the chart below:

The blue line is at $45. VZ has spent nearly 30 years bouncing around $45. I don’t really expect it to blast off and make writing this call a horrific idea. If it does and shares get assigned, so be it. We would have done quite well and there are still 77 untethered shares to ride out the wave.

Now, you may ask, why invest in a stock that has oscillated around a value for so long? First, the dividend’s impact is not reflected in this price chart. Second, VZ is below the line right now.

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