AMOM Covered Call Strategy

AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF), in the Financial Services sector, (Asset Management industry), listed on AMEX.

The fund is an actively-managed ETF that seeks to achieve its investment objective by utilizing an investment strategy enhanced by the use of artificial intelligence. The fund invests at least 80% of its net assets, plus the amounts of any borrowings for investment purposes, in securities of U.S.-listed large capitalization companies. The Adviser consults a database generated by Qraft's AI Quantitative Investment System, which automatically evaluates and filters data according to parameters supporting a particular investment thesis. The fund is non-diversified.

AMOM (QRAFT AI-Enhanced U.S. Large Cap Momentum ETF) trades in the Financial Services sector, specifically Asset Management, with a market capitalization of approximately $30.7M, a beta of 1.43 versus the broader market, a 52-week range of 41.3-59.05, average daily share volume of 4K, a public-listing history dating back to 2019. These structural characteristics shape how AMOM etf options price implied volatility around earnings windows, capital events, and macro-driven sector rotations.

A beta of 1.43 indicates AMOM has historically moved more than the broader market, amplifying both the directional payoff and the realized volatility relative to an index-equivalent position. AMOM pays a dividend, which adjusts put-call parity and shifts the ex-dividend pricing across the listed chain.

What is a covered call on AMOM?

A covered call pairs long stock with a short out-of-the-money call, collecting premium and capping upside above the short strike in exchange for income.

Current AMOM snapshot

As of May 15, 2026, spot at $57.55, ATM IV 29.70%, IV rank 3.40%, expected move 8.51%. The covered call on AMOM below is built from the same end-of-day chain, with strikes snapped to listed contracts and premiums pulled from the bid/ask midpoint at a 63-day expiry.

Why this covered call structure on AMOM specifically: AMOM IV at 29.70% is on the cheap side of its 1-year range, which means a premium-selling AMOM covered call collects less credit per unit of strike-width risk, with a market-implied 1-standard-deviation move of approximately 8.51% (roughly $4.90 on the underlying). The 63-day window matched to the front-month expiry keeps theta exposure bounded while still capturing the post-snapshot move; longer-dated AMOM expiries trade a higher absolute premium for lower per-day decay. Position sizing on AMOM should anchor to the underlying notional of $57.55 per share and to the trader's directional view on AMOM etf.

AMOM covered call setup

The AMOM covered call below is built from the end-of-day chain, with each option leg priced at the bid/ask midpoint of its listed strike. With AMOM near $57.55, the first option leg uses a $60.00 strike; additional legs (when the strategy has them) anchor to spot-relative offsets. Premiums come from the bid/ask midpoint on the listed AMOM chain at a 63-day expiry; the cross-strike IV skew is reflected directly in the per-leg values rather than approximated. Quantity sizing assumes one contract per option leg (or 100 AMOM shares for the stock leg in covered calls and collars).

ActionTypeStrike / BasisPremium (est)
Buy 100 sharesStock$57.55long
Sell 1Call$60.00$1.28

AMOM covered call risk and reward

Net Premium / Debit
-$5,627.50
Max Profit (per contract)
$372.50
Max Loss (per contract)
-$5,626.50
Breakeven(s)
$56.28
Risk / Reward Ratio
0.066

Max profit equals short-strike minus cost basis plus premium times 100; max loss is cost basis minus premium (at zero). Breakeven is cost basis minus premium.

AMOM covered call payoff curve

Modeled P&L at expiration across a range of underlying prices for the covered call on AMOM. Each row is one sampled price point from the computed payoff curve; the full curve uses 200 price points internally before being summarized into 10 rows here.

Underlying Price% From SpotP&L at Expiration
$0.01-100.0%-$5,626.50
$12.73-77.9%-$4,354.15
$25.46-55.8%-$3,081.80
$38.18-33.7%-$1,809.44
$50.90-11.5%-$537.09
$63.63+10.6%+$372.50
$76.35+32.7%+$372.50
$89.07+54.8%+$372.50
$101.80+76.9%+$372.50
$114.52+99.0%+$372.50

When traders use covered call on AMOM

Covered calls on AMOM are an income strategy run on existing AMOM etf positions; traders typically sell calls at 25-35 delta with 30-45 days to expiration to balance premium against upside cap.

AMOM thesis for this covered call

The market-implied 1-standard-deviation range for AMOM extends from approximately $52.65 on the downside to $62.45 on the upside. A AMOM covered call collects premium on an existing long AMOM position, trading off upside above the short call strike for immediate income; the short strike selection should reflect the trader's view on whether AMOM will breach that level within the expiration window. Current AMOM IV rank near 3.40% sits in the lower third of its 1-year distribution, where IV often re-expands toward the mean; this favors premium-buying structures and disadvantages premium-selling structures on AMOM at 29.70%. As a Financial Services name, AMOM options can move on sector-level news flow (peer earnings, regulatory updates, industry-specific macro data) in addition to AMOM-specific events.

AMOM covered call positions are structurally neutral to slightly bullish; the modeled P&L assumes European-style exercise at expiration and ignores early assignment, transaction costs, dividends paid before expiry on the stock leg (when present), and the bid-ask spread on the listed chain. AMOM positions also carry Financial Services sector concentration risk; news flow inside the sector (peer earnings, regulatory shifts, supply-chain headlines) can move AMOM alongside the broader basket even when AMOM-specific fundamentals are unchanged. Short-premium structures like a covered call on AMOM carry tail risk when realized volatility exceeds the implied move; review historical AMOM earnings reactions and macro stress periods before sizing. Always rebuild the position from current AMOM chain quotes before placing a trade.

Frequently asked questions

What is a covered call on AMOM?
A covered call on AMOM is the covered call strategy applied to AMOM (etf). The strategy is structurally neutral to slightly bullish: A covered call pairs long stock with a short out-of-the-money call, collecting premium and capping upside above the short strike in exchange for income. With AMOM etf trading near $57.55, the strikes shown on this page are snapped to the nearest listed AMOM chain strike and the premiums come straight from the end-of-day bid/ask midpoint.
How are AMOM covered call max profit and max loss calculated?
Max profit equals short-strike minus cost basis plus premium times 100; max loss is cost basis minus premium (at zero). Breakeven is cost basis minus premium. For the AMOM covered call priced from the end-of-day chain at a 30-day expiry (ATM IV 29.70%), the computed maximum profit is $372.50 per contract and the computed maximum loss is -$5,626.50 per contract. Live intraday quotes will differ as the chain moves through the trading session.
What is the breakeven for a AMOM covered call?
The breakeven for the AMOM covered call priced on this page is roughly $56.28 at expiration, derived from end-of-day chain premiums. Breakeven is the underlying price at which the strategy's P&L crosses zero ignoring transaction costs and assignment risk. The current AMOM market-implied 1-standard-deviation expected move is approximately 8.51%; if the move sits well outside the breakeven distance, the structure's risk-reward becomes correspondingly tighter.
When should you consider a covered call on AMOM?
Covered calls on AMOM are an income strategy run on existing AMOM etf positions; traders typically sell calls at 25-35 delta with 30-45 days to expiration to balance premium against upside cap.
How does current AMOM implied volatility affect this covered call?
AMOM ATM IV is at 29.70% with IV rank near 3.40%, which is on the low end of its 1-year range. Premium-buying structures (long call, long put, debit spreads) are relatively cheap in this regime; premium-selling structures collect less credit per unit risk.

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