Top 10 Canadian Covered Call Screener Results for March 2026

Top 10 Canadian Covered Call Screener Results — March 2026 (Expires Fri, Mar 20)

Heads-up: This snapshot was generated on Feb 14, 2026 for the Mar 20, 2026 expiry (3rd Friday). Prices, ROO %, strikes, OI, delta, and sentiment may be outdated. Refresh anytime in the screener: app.optrader.ca.

Also: earnings-date flags are automated. Please verify earnings dates manually before trading.

Important Legal & Risk Disclosure

This article is provided for informational and educational purposes only. It does not constitute investment advice, trading advice, or a recommendation to buy, sell, or hold any security or derivatives instrument. The information is general in nature and does not consider your financial situation, objectives, or risk tolerance.

This content is general market commentary produced by a rules-based model. Nothing herein is a solicitation or an offer to buy or sell securities or derivatives.

Optrader is not registered as an investment dealer, adviser, or portfolio manager with any Canadian securities regulatory authority. Options involve significant risk and are not suitable for all investors. Past performance, historical “win rates,” seasonality, and back-tested results are not indicative of future performance. Data may be delayed or change without notice. Consult a licensed financial professional before trading options.

Users remain solely responsible for any trading decisions made using this information.

Screen Results · How to Use · What to Do Now · FAQ

For the Mar 20, 2026 expiry, the list below reflects a rule-based screening snapshot generated using predefined filters. Results are ordered primarily by March seasonality win rate (when available), then cross-checked using ROO %, delta, Scouter Score, liquidity (OI), and sentiment. Some tickers may not have seasonality stats yet (shown as N/A).

What the Metrics Mean

• ROO % (Return on Option): premium yield for this expiry window (not annualized).
• Δ (Delta): proxy for assignment odds and price sensitivity (−1 to +1).
• OI (Open Interest): number of active contracts at the chosen strike — higher values suggest stronger liquidity and easier trade execution.
• Scouter Score (1–10): composite rank blending fundamentals, technicals, liquidity, and stability.
• News Sentiment (−1 to +1): recent media tone.
• Seasonality: March historical win rate and average return to the same 3rd-Friday expiry (when available).

March 2026 Screener Results (Model-Ranked Snapshot)

🔒 Picks #2–#10 are blurred as a preview. Subscribe to unlock the full list and download the PDF.

1. #1
   CNQ.TO – CDN NATURAL RES 🛑 Earnings Near Expiry
   Snapshot: Price 55.26 · ROO 3.49% · Strike 55.00 · OI 236 · Δ 0.54 · Scouter 8 · Sentiment 0.1078
   Snapshot only; values may change.
   Seasonality (Mar): Win Rate 76.7% · Avg Return 3.90% · Samples 30
   Screen Rationale: Balanced alignment across liquidity, premium yield, and model quality filters for this expiry window.
2. #2
   CM.TO – CANADIAN IMPERIAL BANK OF COMME
   Snapshot: Price 130.28 · ROO 2.75% · Strike 130.00 · OI 881 · Δ 0.54 · Scouter 8 · Sentiment 0.1182
   🔒 Locked — subscribe to unlock.
3. #3
   AQN.TO – ALGONQUIN POWER AND UTILITIES C
   Snapshot: Price 9.26 · ROO 2.54% · Strike 9.25 · OI 318 · Δ 0.53 · Scouter 6 · Sentiment 0.5463
   🔒 Locked — subscribe to unlock.
4. #4
   BMO.TO – BANK OF MONTREAL
   Snapshot: Price 191.43 · ROO 3.14% · Strike 190.00 · OI 263 · Δ 0.57 · Scouter 7 · Sentiment 0.2210
   🔒 Locked — subscribe to unlock.
5. #5
   L.TO – LOBLAW CO
   Snapshot: Price 67.95 · ROO 2.39% · Strike 68.00 · OI 83 · Δ 0.51 · Scouter 6 · Sentiment 0.0001
   🔒 Locked — subscribe to unlock.
6. #6
   ATD.TO – ALIMENTATION COUCHE-TARD INC
   Snapshot: Price 83.45 · ROO 2.61% · Strike 84.00 · OI 100 · Δ 0.49 · Scouter 6 · Sentiment 0.2212
   🔒 Locked — subscribe to unlock.
7. #7
   AEM.TO – AGNICO EAGLE MINES LIMITED
   Snapshot: Price 293.21 · ROO 3.56% · Strike 310.00 · OI 860 · Δ 0.35 · Scouter 9 · Sentiment 0.6863
   🔒 Locked — subscribe to unlock.
8. #8
   PEY.TO – PEYTO EXPLORATION AND DVLPMNT C
   Snapshot: Price 25.98 · ROO 2.92% · Strike 26.00 · OI 119 · Δ 0.52 · Scouter 9 · Sentiment 0.0468
   🔒 Locked — subscribe to unlock.
9. #9
   NTR.TO – NUTRIEN LTD
   Snapshot: Price 96.47 · ROO 3.32% · Strike 98.00 · OI 122 · Δ 0.45 · Scouter 5 · Sentiment 0.4865
   🔒 Locked — subscribe to unlock.
10. #10
    BAM.TO – BROOKFIELD ASSET MANAGEMENT LTD
    Snapshot: Price 71.80 · ROO 3.04% · Strike 72.00 · OI 242 · Δ 0.51 · Scouter 9 · Sentiment 0.4988
    🔒 Locked — subscribe to unlock.

Unlock the Full Screen Results (Canada)

Want the complete Top 10 model-ranked screening results for Canadian covered calls for the Mar 20, 2026 expiry?

Register and contact us at info@optrader.ca to receive this month’s screener results. There are no long-term commitments.

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What to Do Now

1. Open the screener and load the Mar 20, 2026 expiry.
2. Start with filters like: ROO 2–4%, delta ~0.25–0.55 (or wider if you want more premium), OI ≥ 100 (loosen for very high-priced names).
3. Sort by Scouter Score, then review sentiment + March seasonality (when available).
4. Choose strikes based on risk tolerance → ITM for more premium/assignment likelihood, OTM for more upside room.

Always refresh data before trading; this article is a static snapshot.

FAQ

How were these results selected?
Ordered primarily by March win rate (where available), then cross-checked using ROO %, delta, Scouter Score, sentiment, and OI for the Mar 20, 2026 expiry.

Why do some symbols show an “Earnings Near Expiry” warning?
The export flagged those tickers as having earnings within ~30 days of expiry. Treat this flag as a prompt to verify, not a guarantee.

Can I rebuild this list?
Yes — refresh and run your own filters in the Pro app: app.optrader.ca

⚠️ Informational and educational only; not investment advice. Options involve risk. This is a point-in-time snapshot; metrics and results may be outdated. Always refresh data in the app before acting, and verify earnings dates.

📘 Consider speaking with a licensed financial professional who understands your objectives, experience, and risk tolerance.

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Data sourced from public market feeds and internal screening analytics.