Born To Sellâs Max Protection screener finds high yield deep in-the-money candidates. The trader specifies the minimum annualized rate of return she wants, say 24%/year, and it sorts and displays all deep in-the-money covered call candidates that have a rate of return greater than 24% by downside protection.ote that even if MMR fell from its current $16.91 down to $15 (the strike price of the options you sold) you would still make the $540. And if it fell to $14.46 you would break even. Thatâs because you have $2.45 of downside protection from the deep in-the-money covered calls.