Intermediate8 min readcovered-calls

Choosing the right strike price

Strike selection is the most important decision in a covered call. Learn how delta, OTM%, and market outlook affect your choice.

The strike selection trade-off

Every strike represents a different balance between premium income and the probability of assignment. Lower strikes (closer to spot) pay more premium but have a higher chance of your crypto being called away. Higher strikes pay less but let you participate in more upside.

There is no universally 'best' strike — it depends on your market outlook, income target, and how attached you are to holding the underlying asset.

Using delta as a guide

Delta measures how much the option price moves for a $1 move in the underlying. For covered calls, delta also approximates the probability of the option expiring in-the-money (i.e., being assigned).

A delta of 0.30 means roughly 30% probability of assignment. Most income traders target the 0.20–0.35 delta range — enough premium to be meaningful, low enough assignment risk to be comfortable.

OTM% framework

A simpler approach: target strikes 3–8% out-of-the-money. At 3% OTM you collect more premium but give up less upside buffer. At 8% OTM you collect less but have more room before assignment.

In high-IV environments (BTC IV > 70%), you can go further OTM and still collect attractive premiums. In low-IV environments, you may need to go closer to the money to hit your income target.

Key takeaways

  • Target delta 0.20–0.35 for a balanced income-to-assignment-risk ratio
  • 3–8% OTM is the practical sweet spot for most market conditions
  • In high-IV environments, go further OTM — premiums are fat enough to justify it
  • Your market outlook matters: neutral-to-slightly-bullish favors higher strikes
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Risk Disclaimer: Trading and investing in cryptocurrencies and derivatives involves substantial risk of loss and is not suitable for all investors. Covered calls and other options strategies can result in significant losses. Past performance is not indicative of future results. How The Pros provides educational content only and does not constitute financial advice. Always consult a qualified financial advisor before making investment decisions.

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