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Options Pricing

Cash-Secured Put

Return and risk of selling cash-secured puts

What is Cash-Secured Put?

A cash-secured put involves selling a put option while holding enough cash to buy 100 shares at the strike price if assigned. It is equivalent to a covered call in terms of risk/reward and is one of the most popular income-generating options strategies. If the stock stays above the strike, you keep the premium. If it falls below, you are obligated to buy shares at the strike, effectively acquiring stock at a discount to where it was when you sold the put. Cash-secured puts are a disciplined way to get paid to wait to buy a stock at a lower price. The return on the secured cash is the key metric.

Formula

Cash Required = Strike × 100 (per contract)

Return on Cash = Premium / (Strike × 100) × 100%

Annualised Return = Return on Cash × (365 / DTE)

Effective Cost if Assigned = Strike − Premium

Calculator

How to Use

  1. 1
    Choose a strike: Typically slightly out-of-the-money (OTM), below the current stock price. A strike you would be happy to own shares at.
  2. 2
    Note the premium: This is your income from selling the put.
  3. 3
    Set aside the cash: Strike × 100 must be in the account to secure the obligation.
  4. 4
    Calculate return on cash: Premium ÷ cash secured. If assigned, your effective purchase price = strike − premium received.

Worked Example

Example: Sell $145 put on a $150 stock for $2.00, 30 DTE

Strike

$145

Premium

$2.00

DTE

30

Cash secured = $14,500. Return = $200 / $14,500 = 1.38% (≈16.8% annualised). If assigned, effective buy price = $145 - $2 = $143, a 4.7% discount to the $150 stock price at the time of sale.