This repo contains a script-based analysis that uses live web sources to:

• fetch current Nasdaq-100 / NDX constituents
• fetch single-stock option-income ETF lineups from issuer pages
• match each NDX stock to any covered-call ETF tied to that stock
• pull matched ETF price history and plot performance comparisons
• assemble a Markdown report with tables and charts

As of the latest generated report (2026-05-02 17:09 UTC), 13 of 101 Nasdaq-100 constituents had a matched stock-specific covered-call ETF from the parsed YieldMax and Kurv lineups. Over the trailing 1-year window, 5 of the 19 matched ETFs outperformed their reference stock, 14 underperformed, and the median ETF-versus-stock spread was -6.6 percentage points.

Read the full HTML report here: reports/ndx_covered_call_etfs.html.

Returns use dividend- and split-adjusted close prices via yfinance, matching the report methodology.

Run it with uv:

uv run python scripts/run_report.py

First generate the latest CSV outputs, charts, and Markdown report:

uv run python scripts/run_report.py

Then render the Markdown report to HTML with Pandoc:

pandoc reports/ndx_covered_call_etfs.md --standalone --css=report.css --output reports/ndx_covered_call_etfs.html

The report is written to:

reports/ndx_covered_call_etfs.md
reports/ndx_covered_call_etfs.html

The scripts treat "covered call ETF" as a single-stock option-income or synthetic covered-call ETF with a named reference stock. Broad index income funds such as JEPQ, QQQI, or QYLD are intentionally not counted as stock-specific matches.

Useful entry points:

• scripts/collect_data.py: fetches live sources, computes matches/performance, and writes CSVs
• scripts/make_report.py: reads the generated CSVs and assembles the Markdown report/charts
• scripts/run_report.py: runs the full pipeline