Supported funds

AMDY uses synthetic Advanced Micro Devices exposure and call spreads to pursue weekly income. AMD's volatility can support large premiums, but it also creates concentrated downside risk and payouts that can change quickly.

AMZY uses synthetic Amazon exposure and sells call spreads to pursue weekly option income. Its upside can be capped while Amazon-related losses still reach the fund, so the payout and NAV can both move sharply.

APLY uses synthetic Apple exposure and sells call spreads to generate weekly option income. The calls limit some upside while the fund remains exposed to Apple declines, and neither the payout nor NAV is designed to be steady.

BTCI combines exposure to exchange-traded products that hold Bitcoin with an active call-option strategy designed for monthly income. Bitcoin volatility and capped upside can dominate the result, so a large distribution does not make the fund cash-like or reduce its potential for sharp losses.

CONY writes options on a synthetic Coinbase position, layering crypto-market volatility on top of single-stock risk. Distributions are large because the risks are; a high share is typically classified as return of capital.

CSHI holds 1-3 month Treasury bills and adds a managed S&P 500 index put-option strategy to seek enhanced monthly income. The Treasury sleeve is short-duration, but the options overlay adds market, derivatives, and loss risk that a plain T-bill fund does not carry.

DIV holds around 50 of the highest-yielding U.S. equities that also pass a low-beta screen, paying monthly. Relative to global sibling SDIV it stays in U.S. names and adds a volatility filter, but the same caution applies: yield-ranked portfolios concentrate in stocks whose high yields can signal stress, so payout and price should be evaluated together.

DIVO holds a concentrated portfolio of dividend payers and writes calls tactically rather than systematically — lower headline income than the mechanical call-writers, more room for price appreciation.

DJIA owns the Dow 30 stocks and systematically writes index calls to generate monthly cash flow. The option premium comes with capped market upside, and the distribution rate should be read alongside NAV and total return rather than as a bond-like yield.

GOOY creates synthetic Alphabet exposure and sells call spreads for weekly option income. It can give up gains when Alphabet rallies while retaining substantial downside exposure, so its distribution rate is not a return forecast.

IDVO holds a concentrated portfolio of international dividend-paying companies and writes calls selectively to add monthly option income. Foreign-market, currency, concentration, and call-overwrite risks can all affect NAV, and the distribution can include estimated return of capital.

IWMI pairs Russell 2000 exposure with an actively managed index-option overlay to pursue monthly income. The strategy can limit upside and its small-cap exposure can be volatile, while published return-of-capital estimates are not the same as final tax classification.