ASX wheel: cash-secured put & covered-call yields
ASE Technology Holding Co., Ltd. · $47.53 close on Oct 12, 2026
What the Oct 12, 2026 close says about ASX
At 54.1% implied volatility, the options market is pricing a one-standard-deviation move of about $8.40 (17.7%) in ASX by Nov 20, 2026, 39 days out.
Open interest in the stored window totals 12,934 contracts; the largest single line is the $37.50 put expiring Dec 18 with 2,108 (16.3% of the window).
By options volume ASX ranks #5 of 572 names in our universe.
The builder re-quotes every leg from the live chain when it opens; tracking is free to start.
Cash-secured puts on ASX
| Target | Strike | Δ | Last trade | Premium / contract | Cash secured | Period yield | Annualized | Breakeven | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | Unavailable1 | |||||||||
| 0.20Δ | $42.50 | −0.24 | $1.36 Oct 12 | $136.00 | $4,250 | 3.20% | 29.9% | $41.14 | 151 | 24 |
Snapshot #2734 · session 2026-10-12 · captured 22:11 UTC · 15-min delayed · yield = premium ÷ strike · annualized = yield × 365 ÷ 39
| Target | Strike | Δ | Last trade | Premium / contract | Cash secured | Period yield | Annualized | Breakeven | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $42.50 | −0.27 | $2.26 Oct 12 | $226.00 | $4,250 | 5.32% | 29.0% | $40.24 | 156 | 1 |
| 0.20Δ | $40 | −0.20 | $1.46 Oct 12 | $146.00 | $4,000 | 3.65% | 19.9% | $38.54 | 571 | 1 |
Snapshot #2734 · session 2026-10-12 · captured 22:11 UTC · 15-min delayed · yield = premium ÷ strike · annualized = yield × 365 ÷ 67
Covered calls on ASX
| Target | Strike | Δ | Last trade | Premium / contract | Yield on spot | Annualized | If called | If called, ann. | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $52.50 | 0.34 | $1.90 Oct 12 | $190.00 | 4.00% | 37.4% | 14.45% | 135.3% | 491 | 13,803 |
| 0.20Δ | Unavailable2 | |||||||||
Snapshot #2734 · session 2026-10-12 · captured 22:11 UTC · 15-min delayed · yield = premium ÷ spot · if called = (premium + strike − spot) ÷ spot · annualized × 365 ÷ 39
| Target | Strike | Δ | Last trade | Premium / contract | Yield on spot | Annualized | If called | If called, ann. | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $55 | 0.33 | $1.83 Oct 12 | $183.00 | 3.85% | 21.0% | 19.57% | 106.6% | 329 | 21 |
| 0.20Δ | $60 | 0.22 | $1.04 Oct 12 | $104.00 | 2.19% | 11.9% | 28.42% | 154.8% | 300 | 80 |
Snapshot #2734 · session 2026-10-12 · captured 22:11 UTC · 15-min delayed · yield = premium ÷ spot · if called = (premium + strike − spot) ÷ spot · annualized × 365 ÷ 67
ASX volatility, dividends and liquidity
- Implied volatility (ATM, ≈30 days)
- 54.1%session 2026-10-12
- IV rank / IV percentile
- Unavailable3
- Next earnings
- Unavailable4
- Next ex-dividend
- None announcedchecked Oct 12, 2026
- Open interest, stored window
- 12,934 contractssession 2026-10-12
- Largest open-interest line
- $37.50 put · Dec 18 · 2,108
- Bid/ask spread
- Unavailable5
- Options liquidity rank
- #5 of 572 optionable names by options volume
How these numbers are made
One end-of-day snapshot per session from a 15-minute-delayed feed. A premium is a contract’s last trade, used only if it printed that session, sits above intrinsic value and is in order with its neighbours; deltas are the feed’s own. Expiries are the first at least 30 and 60 days out, and nothing under 30 days is annualized. Not investment advice. Full methodology.
- No contract near 0.30Δ traded this session
- No contract near 0.20Δ traded this session
- We are building our own daily implied-volatility history (1 of 252 sessions so far); IV rank and percentile need a full year of it.
- Our data provider does not license announced earnings dates, and we do not publish estimates.
- Our data feed carries last trades, not live bid/ask quotes, so we cannot show a spread.