covered call, in the money, ex-dividend?

I often sell monthly covered calls against DIA, the ETF that holds the 30 Dow stocks.  DIA pays a monthly dividend.  Its current yield is around 2%.  The ex-dividend date is always option expiration Friday, which is tomorrow, September 20, 2019.  My current DIA September 20, 2019, covered call has a strike price of $267.  Today, DIA's at $271.42, & my call's $4.42 in the money.  With dividend paying equities like DIA, in the money calls are often assigned against the call seller on the day prior to ex-dividend date, which is today, September 19.  If this happens, I'll be assigned to sell my DIA today, at $267, & because ex-dividend is not until tomorrow, I'll lose my monthly dividend.  As part of my monthly routine when my covered call is in the money, today (one day before ex-dividend date) I considered a one month repair strategy to avoid the premature assignment of my covered call & loss of my dividend:  buying back the September $267 call at the $4.60 ASK & selling the October 18, 2019, $269 call at the $4.90 BID, pocketing the 30 cent credit.  In my evaluation of this repair strategy, I calculate my potential annualized return.  I don't know which way DIA will move over the next 29 days, so I presume that DIA stays at $271.42 for this calculation.  If DIA stays flat, I'll be assigned to sell at $269 on October 18.  $2 strike price appreciation + $0.30 premium credit = $2.30 return.  $2.30/$267 = 0.86% which annualizes to 10.8%.  Add DIA's CY of 2% = 12.8% potential for the repair strategy.  My new October $269 call would still be in the money with today's repair, and premature call assignments generally do occur on the day before ex-dividend which is today, but it's reasonable to dismiss this concern until the next ex-div date which is October 18.  (It is unlikely to see my new October $269 call assigned today because then I'd receive the extra $2.30 repair return almost instantly!)  In comparison to the repair strategy, I considered allowing my September $267 call to be assigned today, obliging me to sell my DIA at $267.  If so, tomorrow I'd sell a DIA, October 18, 2019, cash secured put.  At today's pricing, I'd sell the $271 put, at a $3.60 BID.  $3.60/$271 (the cash secured put's reserve requirement) = 1.33% which annualizes to 16.7%.  Today, because I presume a flat market - I must do so since I don't know it's direction - I chose the put strategy at 16.7% over the covered call repair strategy at 12.8%.

over diversification, plus hedging = flat returns

From August, 2017, to March, 2019, I sold monthly puts, then monthly calls against 4 ETFs.  The puts helped me to buy low & the calls to sell high.  My allocation target was 40% SPY (S&P 500), 15% EFA (developed foreign markets), 10% EEM (emerging markets)  & 35% TLT (long term treasurys).  Each ETF was very diversified.  Therefore, I was very diversified in the world's equity & bond markets.  Perhaps, nearly perfectly diversified!  Plus, by selling options against the ETFs, I was always hedged.  The diversity of the 4 ETFs protected me from high volatility.  The option hedging protected me from high volatility.  My performance was very modest compared to the markets covered by the ETFs.  At times, I beat the markets by a little. At times, I lost to the markets by a little.  Overall, although I made money, I slightly underperformed the markets.  Since March, 2019, I've sold puts, then calls against either SPY or DIA (Dow Jones Industrial Average), exclusively.  Nearly 100% allocation in US large cap equities.  With left over cash availabilty, I've sold puts, then calls against EEM, to provide some extra premium pop.  My performance has been in line with what's to be expected from option selling.  Against very strong markets, I've done well, with some underperformance.  Against very weak markets, I lose, but I lose less.  Against markets that are flat & slightly up or down, I tend to outperform.