ROST wheel: cash-secured put & covered-call yields
Ross Stores Inc · Consumer discretionary · $224.21 close on Oct 6, 2026
What the Oct 6, 2026 close says about ROST
At 27.1% implied volatility, the options market is pricing a one-standard-deviation move of about $17.69 (7.9%) in ROST by Nov 6, 2026, 31 days out.
Open interest in the stored window totals 3,794 contracts; the largest single line is the $210 put expiring Nov 6 with 2,360 (62.2% of the window).
By options volume ROST ranks #43 of 514 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 ROST
| Target | Strike | Δ | Last trade | Premium / contract | Cash secured | Period yield | Annualized | Breakeven | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | Unavailable1 | |||||||||
| 0.20Δ | $215 | −0.23 | $2.50 Oct 6 | $250.00 | $21,500 | 1.16% | 13.7% | $212.50 | 78 | 5 |
Snapshot #1798 · session 2026-10-06 · captured 22:21 UTC · 15-min delayed · yield = premium ÷ strike · annualized = yield × 365 ÷ 31
| Target | Strike | Δ | Last trade | Premium / contract | Cash secured | Period yield | Annualized | Breakeven | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $210 | −0.29 | $6.74 Oct 6 | $674.00 | $21,000 | 3.21% | 16.0% | $203.26 | 262 | 12 |
| 0.20Δ | $200 | −0.18 | $3.30 Oct 6 | $330.00 | $20,000 | 1.65% | 8.3% | $196.70 | 199 | 2 |
Snapshot #1798 · session 2026-10-06 · captured 22:21 UTC · 15-min delayed · yield = premium ÷ strike · annualized = yield × 365 ÷ 73
Covered calls on ROST
| Target | Strike | Δ | Last trade | Premium / contract | Yield on spot | Annualized | If called | If called, ann. | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $235 | 0.29 | $3.10 Oct 6 | $310.00 | 1.38% | 16.3% | 6.20% | 72.9% | 1 | 2 |
| 0.20Δ | Unavailable2 | |||||||||
Snapshot #1798 · session 2026-10-06 · captured 22:21 UTC · 15-min delayed · yield = premium ÷ spot · if called = (premium + strike − spot) ÷ spot · annualized × 365 ÷ 31
| Target | Strike | Δ | Last trade | Premium / contract | Yield on spot | Annualized | If called | If called, ann. | OI | Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 0.30Δ | $250 | 0.25 | $4.70 Oct 6 | $470.00 | 2.10% | 10.5% | 13.60% | 68.0% | 138 | 2 |
| 0.20Δ | $260 | 0.17 | $2.50 Oct 6 | $250.00 | 1.12% | 5.6% | 17.08% | 85.4% | 107 | 9 |
Snapshot #1798 · session 2026-10-06 · captured 22:21 UTC · 15-min delayed · yield = premium ÷ spot · if called = (premium + strike − spot) ÷ spot · annualized × 365 ÷ 73
ROST volatility, dividends and liquidity
- Implied volatility (ATM, ≈30 days)
- 27.1%session 2026-10-06
- IV rank / IV percentile
- Unavailable3
- Next earnings
- Unavailable4
- Next ex-dividend
- None announcedchecked Oct 5, 2026
- Open interest, stored window
- 3,794 contractssession 2026-10-06
- Largest open-interest line
- $210 put · Nov 6 · 2,360
- Bid/ask spread
- Unavailable5
- Options liquidity rank
- #43 of 514 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 (2 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.