This Week's Screen takes an aggressive approach and focus on High Yield Covered Call plays. Although the returns offer high potential returns, you must recognize that these are subject to greater volatility and more risk. Members can consider if these are suitable for them or not based on their risk tolerance.  The protection to the downisde on this list is 7% and covered call set up are all "near the money." There are a few different strikes for each covered call candidate. Investors with less risk tolerance can consider deeper ITM calls or alternative investments alltogether.