No K1 or capital gain distribution. The portion which is not earned income is considered ROC...which is the vast majority of each dividend due to their option strategy...and it is NOT taxable, because the IRS does consider it a return of your capital.
Check your 1099-Div. Only the portion which is considered earned income (interest & holdings dividends) is taxable. That's one of the beauties of ROC, though it does reduce your cost basis.