The Trading Journal Built for Covered Calls
Selling covered calls month after month? QuantLog tracks every covered call against your stock position, calculates effective cost basis as premiums roll in, and tells you exactly when calls get assigned away — including dividends collected along the way.
Linked to your underlying shares
QuantLog automatically links each covered call to the 100 shares (or more) that cover it. Sell, expire, roll, get assigned — every event updates effective cost basis and total realized return for the position, including dividends paid during the holding period.
Track premium collected over time
See total premium collected on a ticker across every cycle, your annualized yield on the underlying, and how much your effective cost basis has been reduced. This is the data buy-and-hold-with-CCs traders actually need.
Called-away rates by ticker & DTE
Which tickers get called away most often? Which DTEs let calls expire worthless? Performance Analytics breaks it down so you can refine strike selection and DTE for the underlyings you actually own.
Rolling covered calls — handled
Roll up, roll out, roll up-and-out — every roll links to the original covered call as one continuous trade group, so realized P&L and net credit reflect the full sequence, not just the latest leg.
Covered call journal — FAQ
Does QuantLog link covered calls to stock positions?
Yes. Every covered call is linked to the underlying shares, so effective cost basis and total realized return update with each premium collected and each dividend paid.
How are rolls tracked?
Rolls become part of the same trade group, so net credit, days in trade, and realized P&L reflect the full sequence — not just the latest leg.
Can I see total premium collected per ticker?
Yes. Performance Analytics shows premium collected by symbol, annualized yield, and called-away rates across all your covered call cycles.